Profile & Experience
Jörg Kienitz is a partner at Quaternion, Acadia’s Quant Services division. He is primarily involved in consulting on the development, implementation and validation of models. Recently he specialized in applying machine learning methods to problems from quantitative finance. Jörg lectures at the University of Wuppertal (BUW) as an Assistant Professor and is an Adjunct Associate Professor at the University of Cape Town (UCT). He has addressed major conferences including Quant Minds and WBS ML/AI, resp. Quant Conference. Jörg authored four books “Monte Carlo Object Oriented Frameworks in C++” (with Daniel J. Duffy), “Financial Modelling” (with Daniel Wetterau), “Interest Rate Derivatives Explained I” and “Interest Rate Derivatives Explained II” (with Peter Caspers). His scholarly papers regularly appear in high quality journals including for instance Quantitative Finance.
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