Peter Middelkamp has studied physics in Germany and at CERN near Geneva, Switzerland. For a post-doc he moved to New York before joining the investment Merrill Lynch Derivative Products in 1998 as quantitative analyst. After three years he moved to Swiss Re in Zurich, Switzerland as a Quantitative Credit Risk Analyst. In his 18 years at Swiss Re he held various analyst and then management positions covering financial market risk, credit insurance and life & health reinsurance. His focus is financial market and credit risk modelling and also developed the internal lethal pandemic and operational risk model. He is holder of the GARP FRM.