Mr. Stahl was appointed to Deputy Chief Risk Officer of Hanover-based Talanx Group in October 2007 and currently heads up its Quantitative Risk Management group with responsibility for developing quantitative risk management methods and risk models. Prior to joining Talanx, Stahl was a statistician at the Bundesanstalt fĂĽr Finanzdienstleistungsaufsicht (BaFin) with responsibility for its Risk Modeling Group (QRM), which handles the on-site inspections of risk management models and related principle work. He has represented BaFin in several working groups of the Bank for International Settlements (BIS) in Basel, and the Committee of European Banking Supervisors (CEBS). He has also co-chaired the Basel sub-group on Liquidity Risk.
Mr. Stahl was a research fellow at the Economic Faculty of Heidelberg, and holds a distinguished honorary doctoral degree from the University of Bamberg for his scientific contributions to financial risk management. Two of his scientific research papers have been awarded “best of” in Risk Magazine and Journal of Risk and both have been reprinted in special Risk Books. A charted member of “Risk Who's Who™”, he is considered an industry expert in the application of stochastic methods within the scope of the risk models and controls. He is a regular speaker in academic and practitioner’s conferences devoted to risk management and related topics. Mr. Stahl is a member of the Advisory Board of the CASE Institute at Humboldt and Fellow of the Center for Financial Studies, Frankfurt.