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Gero Junike

Actuarial and Financial Mathematics

Mathematician Gero Junike appointed

Gero Junike has been appointed Junior Professor of Actuarial and Financial Mathematics at the Institute of Mathematics at the University of Oldenburg.

The 32-year-old mathematician took up the professorship endowed by Oldenburg business enterprises and organisations on 16 November. Before moving to Oldenburg, Junike worked as a risk manager for a Düsseldorf-based financial company. Junike studied mathematics at the Technical University of Braunschweig. After completing his Master's degree, he first worked as a risk manager at the investment bank HSBC in Düsseldorf. Junike then moved to the Autonomous University of Barcelona, where he completed his doctorate with a thesis on advanced stock price models. He also conducted research as a visiting scholar at the KU Leuven, Belgium, in the "Statistics and Risk" working group of Prof. Dr. Wim Schoutens.

Most recently, the mathematician worked at the financial company Finovesta, where he developed algorithmic trading strategies. Junike has published in the Scandinavian Actuarial Journal and the European Journal of Finance, among others. His current research focuses on the mathematical modelling of financial markets. Among other things, he investigates how investors can construct cost-efficient portfolios even under uncertainties of the market models. He works closely with Prof. Dr. Steven Vanduffel and Prof. Dr. Carole Bernard from the Vrije Universiteit Brussel, Belgium, in the working group "Finance and Insurance".

The endowed professorship is financed for six years by: Wirtschaftliche Vereinigung Oldenburg - DER KLEINE KREIS e. V.; OLB-Stiftung; Öffentliche Versicherungen Oldenburg; E+S Rückversicherung AG; Verein zur Förderung der Versicherungs- und Finanzmathematik - Universität Oldenburg e.V.; GVO Gegenseitigkeit Versicherung Oldenburg VVaG; Meyerthole, Siems, Kohlruss - Gesellschaft für aktuarielle Beratung mbH; Ostfriesische Landschaftliche Brandkasse; ALTE OLDENBURGER Krankenversicherung AG.

(Changed: 2021-07-07)