Daniel Egloff, Dr. sc. math.
Dr. Daniel Egloff is founding member and managing partner at QuantCatalyst.
He studied mathematics, theoretical physics, and computer science at the University of Zurich and the ETH Zurich. After a two years research stay in Canada, he completed his PhD in mathematics with magna cum laude in 1995
He started is professional career in risk management and asset
liability management at a large Swiss insurance company. After
several years in consulting he joined in 2002 Zurich Cantonal Bank.
He and his team were responsible for the design, implementation,
and the operation of high performance solutions for computationally
intensive problems appearing in the pricing of complex derivatives,
structured products, and financial risk management. A major
milestone of their work was the completion of a cluster enabled
credit risk portfolio simulation engine in 2005, which became the
cornerstone of the economic capital management process at the bank.
In early 2008 he decided to leave Zurich Cantonal Bank to build up QuantCatalyst with the vision to develop next generation financial software solutions for pricing risk management and algorithmic trading on the basis of the new many-core hardware infrastructures.
Michael Gauckler, Dipl. El-Ing. ETH, lic.oec.publ.
Michael Gauckler is founding member and managing partner at QuantCatalyst.
He graduated from the department of Information Technology and Electrical Engineering at ETH Zurich in 2003 with a degree in Electrical Engineering. His diploma thesis titled “Rapid FPGA Prototyping Environment” and documented the construction of a distributed system to prototype signal processing in a hardware/software cosimulation.
For his second degree Michael studied Economics at University of Zurich. The specialization of his studies in Quantitative Finance lead in early 2006 to the second diploma thesis titled “Credit Risk Simulation”.
During his studies Michael Gauckler worked as an independent consulting
and software developer with his company “Parallel Systems
GmbH”, which he founded in 2005. The first product, a turn-key clustering infrastructure for trading desks, was marketed and put in production for clients early 2007.
Since 2004 Michael Gauckler was involved with Zurich Cantonal Bank to consult in the area of high performance financial applications. In early 2008 he decided to build up a new financial software company jointly with Daniel Egloff.