Markus Mocha

Markus Mocha is an established professional in risk management and quantitative finance, currently serving as the Head of UBS Firmwide Stress Models - Market Risk since October 2011. With a comprehensive background in stress testing methodologies and risk model validation, Markus has been pivotal in overseeing UBS's group-wide risk models and ensuring compliance with regulatory requirements. Markus also contributes to the Swiss Risk Association as a Chapter Advisory and Chapter Manager for "Stress Testing and Scenario Generation," while sharing expertise as an External Instructor at the University of Zurich. Previous experience includes roles at Deutsche Bank and Fraunhofer-Gesellschaft, supported by a robust educational foundation including a PhD in Financial Mathematics from Humboldt-Universität zu Berlin and Actuarial Studies from ETH Zürich.