Sebastian Schnitzler
BaFin
- Sebastian heads the division QRM 2 (Quantitative Risk Modelling – Market Risk and Artificial Intelligence) at BaFin, the German national supervisory authority for financial institutions. In this role, he is responsible for the supervision of market risk, and AI models in the industry. Currently, Bafin prepares to become the market surveillance authority for the financial sector in Germany and Sebastian is transitioning his team into this responsibility. Prior to that, Sebastian held various roles at the Eurozone’s Single Supervisory Mechanism (SSM), employed by both BaFin and the ECB, focusing on the supervision of risk management at large international investment banks. Sebastian holds a master’s degree in Mathematical Finance from Oxford University.
Speaker on
PRESENTATION: AI in credit modelling and risk management
Powered by Tech & Data in Financial Markets
Credit risk
07/01/2026
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14:00 - 14:20
