Klaus Herrmann

Klaus Herrmann

Department of Mathematics
Faculty of science
Université de Sherbrooke
2500, boul. de l'Université
Sherbrooke (Québec)
Canada J1K 2R1

CV

Academic positions

  1. Since 10/2019: Assistant professor at Université de Sherbrooke, Faculty of science, Department of mathematics, Sherbrooke, Canada.
  2. 11/2018 - 10/2019: Postdoctoral researcher with Prof. Dr. Marius Hofert (University of Waterloo) and Prof. Dr. Johanna G. Nešlehová (McGill University) at University of Waterloo, Department of Statistics and Actuarial Science, Waterloo, Canada.
  3. 08/2016 - 05/2018: Postdoctoral researcher with Prof. Dr. Marius Hofert (University of Waterloo) and Prof. Dr. Mélina Mailhot (Concordia University) at Concordia University, Department of Mathematics and Statistics, Montréal, Canada.
  4. 10/2015 - 06/2016: Postdoctoral researcher with Prof. Dr. Irène Gijbels at the KU Leuven Department of Mathematics, Statistics Section, Leuven, Belgium.
  5. 10/2011 - 10/2015: Full time research and teaching assistant under Prof. Dr. Irène Gijbels at the KU Leuven Department of Mathematics, Statistics Section, Leuven, Belgium.
  6. 05/2011 - 07/2011: Full time research and teaching assistant at the corporate finance chair of Prof. Dr. Siegfried Trautmann, Johannes Gutenberg University Mainz, Germany.
  7. 10/2010 - 05/2011: Research assistant at the corporate finance chair of Prof. Dr.-Ing. Schöbel, University of Tübingen.

Research

Ph.D. thesis

Sums of Copula Dependent Random Variables and Optimal Expected-Shortfall Portfolio Selection
Doctor of Science: Mathematics (Ph.D.)
KU Leuven, Leuven, Belgium
Public defense: 21.09.2015

Research stays

  1. 11/12/2019 - 20/12/2019: Department of Mathematics, KU Leuven with Professor Dr. Irène Gijbels, Leuven, Belgium.
  2. 16/04/2018 - 20/04/2018: Department of Economics and Management, Karlsruhe Institute of Technology with Professor Dr. Oliver Grothe, Karlsruhe, Germany.
  3. 23/03/2017 - 05/04/2017: Department of Statistics and Actuarial Science, University of Waterloo with Professor Dr. Marius Hofert, Waterloo, Canada.
  4. 13/04/2015 - 31/05/2015: RiskLab, Department of Mathematics of ETH Zürich with Professor Dr. Paul Embrechts, Zürich, Switzerland.

Grants & Awards

  1. 2020: Improved financial risk measurement via dependence modeling. Discovery Grants Program, NSERC. Funding for 2020–2025.
  2. 2015: Fonds Wetenschappelijk Onderzoek (FWO) travel grant for a long stay abroad, 13/04/2015 - 31/05/2015: RiskLab, Department of Mathematics of ETH Zürich with Professor Dr. Paul Embrechts.
  3. 2010: KPMG AG award for the third best diploma examination record at the Faculty of Economics and Business Administration at the University of Tübingen, 26 November 2010, Tübingen, Germany.

Other Experience

Professional

2007/03 - 2007/09: Internship with the KPMG Germany advisory department, Stuttgart, Germany.