Damir Filipovic holds the Swissquote Chair in Quantitative Finance at the École Polytechnique Fédérale de Lausanne (EPFL), Switzerland. Prior to this, he was head of the Vienna Institute of Finance and professor at the University of Vienna. He previously held the chair of financial and insurance mathematics at LMU Munich, and he was on the faculty of Princeton University. He received his Ph.D. in mathematics from ETH Zurich in 2000.

From 2003 to 2004, he worked as a scientific consultant for the Swiss Federal Office of Private Insurance (now part of FINMA), where he co-developed the Swiss Solvency Test, which defines the regulatory capital requirement for all Swiss-based insurance companies and groups.

He serves on the editorial boards of several academic journals. His research interests include quantitative finance, risk management, machine learning, and econometrics. His papers have been published in a variety of academic journals, including the Journal of Financial Economics, Management Science, Mathematical Finance, and the Annals of Applied Probability. He is the author of the textbook Term-Structure Models: A Graduate Course.