Christa Cuchiero is an assistant Professor in the area of Stochastics and Mathematical Finance at the University of Vienna. She has a PhD in Mathematics from ETH Zurich. Her research interests range from tractable stochastic processes in finite and infinite dimensions (in particular affine and polynomial processes), artificial neural networks for model calibration, to stochastic representations and numerics of (non-linear) PDEs. Recent work has focused on high and infinite dimensional stochastic phenomena arising from questions in stochastic volatility modeling, stochastic portfolio theory and also population genetics. Christa Cuchiero also serves as an Associate Editor for Finance & Stochastics.