PeopleofSuperintelligence

Researcher

Josef Teichmann

Josef Teichmann is an ETH Zurich mathematician whose work connects stochastic finance with machine learning and AI. He studied mathematics in Graz and completed a dissertation in Vienna in 1999, then held posts in financial mathematics in Vienna before joining ETH as a professor in 2009. He won the 2006 FWF START Prize for a proposal on stochastic differential equations and the 2014 Louis Bachelier Prize for mathematical finance. In 2018, he coauthored Deep Hedging, a reinforcement-learning framework for derivatives portfolios; he became head of ETH's mathematics department in August 2023 and is an ETH AI Center faculty member as of October 2026.

Born
1972

Years link to their sources.

Timeline

  1. 1990–1999

    Mathematics in Graz and Vienna

    He earns a master's degree in mathematics at the University of Graz in 1996 and completes a dissertation at the University of Vienna in 1999 under Peter Michor.

  2. 2000–2009

    Financial mathematics in Vienna

    He joins Vienna's Institute of Financial and Actuarial Mathematics as a postdoc in 2000, becomes an assistant professor in 2001 and an associate professor in 2003.

  3. 2006–2009

    A START Prize at TU Wien

    He receives the FWF START Prize in 2006 for Geometry of Stochastic Differential Equations; his START project builds a research group at TU Wien from 2007 to 2009.

  4. Since 2009

    Professor at ETH Zurich

    In 2009, he joins ETH Zurich as a full professor of mathematics and member of the Stochastic Finance Group.

  5. 2014

    The Louis Bachelier Prize

    He receives the Louis Bachelier Prize in 2014 for contributions to mathematical modeling in finance; the French Academy of Sciences and SMAI award it jointly.

  6. 2018

    Deep Hedging under market frictions

    He coauthors Deep Hedging in 2018, a framework that uses deep reinforcement learning to hedge derivative portfolios under transaction costs, market impact and liquidity constraints.

  7. August 2023–2025

    Head of Department and neural SDEs

    In August 2023, he becomes Head of Department at ETH Zurich, succeeding Robert Weismantel. In 2025, he coauthors Universal approximation property of neural stochastic differential equations, which shows that neural stochastic differential equations can approximate general stochastic differential equations.

  8. As of October 2026

    ETH AI Center faculty

    He is a professor at ETH Zurich and a faculty member of the ETH AI Center. His research areas include stochastic finance, risk management, implicit regularization, Bayesian optimization, deep hedging and randomization in AI.

Career

  1. Since 2009ETH ZurichFull Professor of Mathematics, Head of Department
  2. 2000–2009University of ViennaPostdoc, Assistant Professor

Education

  1. 1999University of Vienna
  2. 1996University of GrazMaster's degree in mathematics

From the biography.

  1. The median h-index is 48 at universities and 14 at frontier AI labsIncludes ETH Zurich. The median h-index is 48 at universities and 14 at frontier AI labs. We compare publishing careers, recent citations, dual appointments and job moves across 2,420 university researchers and 308 frontier-lab researchers.
  2. The Massachusetts Institute of Technology trained or employed 44 of the 187 AI major-prize winners, more than any other universityIncludes ETH Zurich. The Massachusetts Institute of Technology trained or employed 44 of the 187 AI major-prize winners, more than any other university. We compare doctorate and 5+ year employment links, career timing and current workplaces for 187 major-prize and 1,111 best-paper winners.
  3. The company share of AI researchers’ top papers was 31% in 2020–2024 and 8% in 1970–1974Includes ETH Zurich. We estimate where the people shaping AI worked when their most-cited papers appeared: the company share was 31% in 2020–2024 and 8% in 1970–1974, and Google led all organizations in 2020–2024.
  4. Universities had a net outflow of 2,068 moves in AI careersIncludes ETH Zurich. Our estimates of career flows and median h-index across universities and companies in AI, including the role of joint appointments and earlier academic jobs.

Colleagues

People with dated positions at the same organization in the same years.

Sources and credits

Photo: We have no published photo of Josef Teichmann yet. Send us a free-licensed photo.

  1. josef teichmann :: personal homepage at ETH Zurich people.math.ethz.ch. Checked 20 October 2026.
  2. Josef Teichmann: Head of Department – Department of Mathematics | ETH Zurich math.ethz.ch. Checked 20 October 2026.
  3. The Natixis Foundation for Quantitative Research awards its Louis Bachelier prize to Josef Teichmann newsroom-en.groupebpce.fr. Checked 20 October 2026.
  4. Deep Hedging arxiv.org. Checked 20 October 2026.
  5. [2503.16696] Universal approximation property of neural stochastic differential equations arxiv.org. Checked 20 October 2026.
  6. Faculty – ETH AI Center | ETH Zurich ai.ethz.ch. Checked 20 October 2026.