Joint General Manager
+41 22 317 40 41
Christian.dunis@hpwmg.com
Christian Dunis is in charge of global risk and new products at Horus Partners Wealth Management Group SA.
He is Emeritus Professor of Banking and Finance at Liverpool John Moores University where he also directed the Centre for International Banking, Economics and Finance (CIBEF) from February 1999 through August 2011.
He has worked as a consultant to asset management firms, specialising in the application of nonlinear methods to financial management and quantitative trading.
Before joining Liverpool John Moores University in 1999, Christian Dunis was Global Head of Markets Research at Banque Nationale de Paris which he joined from Chase Manhattan Bank in London in 1996. At Chase Manhattan, where he stayed 11 years, he headed the Quantitative Research & Trading group, a quantitative proprietary trading group using state of the art modelling techniques to trade a portfolio of spot currencies, stock indices and Government bond futures contracts.
He is the organiser of an international quantitative finance conference on ‘Forecasting Financial Markets’ held every year since 1994.
Current research interests include nonlinear model combinations, volatility modelling and risk analysis, stock arbitrage strategies and quantitative trading.
He is also a Visiting Professor of Quantitative Finance at the University of Venice, at the University of Aix-Marseille 2 and at the ECE School of Electronic Engineering in Paris.
He has published over 60 academic papers in peer-refereed journals and is the editor and co-author of 6 books on quantitative finance (for more details, see www.dunis.co.uk).
Christian Dunis holds an MSc and a Superior Studies Diploma in International Economics, and a PhD in Economics from the University of Paris.