Wolfgang Bauer

Wolfgang Bauer is an experienced finance professional specializing in credit risk modeling and economic capital methodologies. Currently serving as Head of Credit Economic Capital Modelling at UBS since September 2023, Wolfgang leads the development of Credit Economic Capital models at both the Group and legal entity levels. Previously, Wolfgang held significant roles at Credit Suisse from May 2010 to August 2023, including Global Head of Credit Portfolio Models and Global Head of Incremental Risk Charge Methodology, where responsibilities encompassed credit capital management and regulatory portfolio modeling. Wolfgang's career also includes a Senior Manager position at Ernst & Young, work as a research assistant and researcher at the University of Zurich and ETH Zurich, and consultancy at ECOFIN Research and Consulting. Wolfgang holds a PhD in Finance and a Master's degree in Economics/Econometrics, both from the University of Zurich.