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Home > Contributor Biographies > Alex McNeil

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Alex McNeil

Professor of Mathematics, Heriot-Watt University, Edinburgh, UK
Alex McNeilAlex McNeil

Alex McNeil is the Maxwell professor of mathematics at Heriot-Watt University, Edinburgh. He was formerly assistant professor at ETH Zurich. Professor McNeil has a BSc from Imperial College, London, and a PhD in mathematical statistics from Cambridge University. He has published papers in leading statistics, econometrics, finance, and insurance mathematics journals and is a regular speaker at international risk management conferences. He is joint author of the book Quantitative Risk Management: Concepts, Techniques and Tools (2005). Professor McNeil is the director of the Scottish Financial Risk Academy, which aims to provide financial service companies with an efficient, streamlined framework for exploring complex issues of risk and related topics, in partnership with academia.


Articles by this Author

  • Toward a Deeper Understanding of Risk in the Insurance Sector
    by Alex McNeil
    Alex McNeil is the Maxwell professor of mathematics at Heriot-Watt University, Edinburgh. He was formerly assistant professor at ETH Zurich. Professor McNeil has a BSc from Imperial College, London, and a PhD in mathematical statistics from Cambridge University. He has published papers in leading statistics, econometrics, finance, and insurance mathematics journals and is a regular speaker at international risk management conferences. He is...
  • We Need More Quants in Finance, Not Fewer
    by Alex McNeil
    Alexander McNeil, an expert on financial risk management, believes the reason that most European banks entered the recent credit crisis dangerously undercapitalized was because they failed to adopt an integrated, or “economic capital,” approach to assessing risk. This left them vulnerable once the crisis erupted and left many needing state support.McNeil is Maxwell Professor of Mathematics in the Department of Actuarial Mathematics and...

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