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Bernd Funovits, PhD, CFA, is a seasoned professional with extensive expertise in econometrics, quantitative economics, and market risk modeling. Currently serving as a Manager at Zanders, Bernd is involved in validating interest rate measurement frameworks for Swiss D-SIB. Previous roles include Market Risk Expert at UNIQA Insurance Group AG, where Bernd led model remediation and developed R packages for comprehensive risk modeling. As a Principal Investigator at the University of Helsinki, research focused on high-dimensional time series and structural models, supported by multiple grants. Bernd has also held leadership positions in consulting firms, served as a Substitute Professor at TU Dortmund University, and contributed to fintech innovations as a Software Developer. Academic qualifications include a PhD in Econometrics from the University of Vienna, along with numerous visiting research positions and a CFA designation.