Simon Scheidegger joined the Department of Finance at HEC Lausanne, University of Lausanne on August 1st, 2018, as an assistant professor.
Simon Scheidegger has been a visiting fellow at the Hoover Institution (Stanford University, USA), and senior research associate at the University of Zurich, in Switzerland.
His research focuses on developing computational methods for high-dimensional dynamic stochastic economic modeling and applying them to macroeconomics, monetary policy, option pricing, and optimal tax policy. His articles have been published in leading journals such as Econometrica.
He currently is a principal investigator of a variety of projects related to high-performance computing as well as co-principal investigator on a PASC project (platform for advanced scientific computing).
Simon Scheidegger was a credit risk modeler at Credit Suisse from 2010-2012. He received a Master in physics (2007) and a PhD in theoretical physics (2010), summa cum laude, from the University of Basel in Switzerland.