Alexander McNeil is Maxwell Professor of Mathematics in the Department of Actuarial Mathematics and Statistics at Heriot-Watt University. He is also Director of the Scottish Financial Risk Academy (SFRA), which organises knowledge exchange activities between the university and financial sectors in Scotland including Risk Colloquia, training events and postgraduate placements in industry. Formerly Assistant Professor in the Department of Mathematics at ETH Zurich he has a BSc in mathematics from Imperial College, London and a PhD in mathematical statistics from Cambridge University.
His interests lie in the development of mathematical and statistical methodology for integrated financial risk management and include extreme value theory (EVT), risk theory, financial time series analysis and the modelling of correlated risks.
He has published papers in leading statistics, econometrics, finance and insurance mathematics journals and is a regular speaker at international risk management conferences. He is joint author, together with Rüdiger Frey and Paul Embrechts, of the book "Quantitative Risk Management: Concepts, Techniques and Tools", published by Princeton University Press in 2005.