Jan Schlegel Jan Schlegel
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Jan Schlegel

Hi, I'm Jan.

A statistician and product manager based in Zurich. I recently completed my Master's in Statistics at ETH Zurich, specializing in probabilistic AI, high-dimensional statistics, and causality. My work focuses on understanding and improving how machine learning systems make decisions — from interpreting generative models to building robust methods for high-stakes applications like climate forecasting and reinsurance.

When I'm not working on difficult (for me) problems, you'll find me cycling, taking pictures of nature's beauty, running, in the gym, building PCs, or getting lost — intentionally — in GeoGuessr.

Education

Sep 2023 – Sep 2025

M.Sc. ETH in Statistics

ETH Zurich · Zurich, Switzerland
GPA 5.99 / 6.00 · Class Rank 1
  • Focus: (Probabilistic) Machine Learning, Statistical Learning Theory, Computational Statistics, Causality
  • Thesis: Mechanistic Interpretability in Text-to-Image Diffusion Models (6.00 / 6.00)
  • Semester Paper: Extrapolation and Distributional Robustness for Climate Downscaling
Sep 2019 – Feb 2023

B.A. in Business and Economics

University of Zurich · Zurich, Switzerland
GPA 5.87 / 6.00 · Class Rank 1
  • Major: Banking and Finance · Minor: Statistics
  • Thesis: Portfolio Value at Risk Forecasting with Copula-GARCH Models (6.00 / 6.00)
  • Completed 215 ECTS (vs. standard 180), focused on quantitative finance, statistics, and computing

Experience

Oct 2025 – Present

Product Manager – Quantitative Modelling

Swiss Re
Zurich, Switzerland
  • Developed robust high-dimensional covariance estimation methods and portfolio optimization techniques for Agriculture reinsurance, with applicability across multiple reinsurance contexts
  • Drive quantitative steering initiatives across product lines, providing portfolio modelling insights to underwriters and senior management
  • Currently on a part-time rotation in P&C Re Underwriting Strategy
  • Spearhead innovation projects in causal machine learning and probabilistic forecasting
Feb 2023 – Aug 2023

Biostatistics Research Assistant

University of Zurich (EBPI)
Zurich, Switzerland
  • Contributed to data and code management and reproducible statistical workflows for a COVID-19 cohort study published in Nature Communications
  • Applied statistical modelling techniques to complex longitudinal datasets and presented the results to principal investigators and the research team
Jul 2021 – Nov 2021

Accountant (Military Service)

Swiss Armed Forces
Kloten, Switzerland
  • Successfully balanced full-time university studies with mandatory military service obligations
  • Managed the complete accounting for a 150-person military unit
Sep 2020 – Jul 2021

Teaching Assistant Mathematics

University of Zurich
Zurich, Switzerland
  • Led twice-weekly tutorials covering Analysis and Linear Algebra for groups of up to 30 students

Awards

May 2026

Willi Studer Prize

ETH Zurich
Awarded to the best-graduating student of the M.Sc. Statistics programme at ETH Zurich.

Research interests

Probabilistic & Bayesian ML
High-dimensional statistics
Causal inference
Mechanistic interpretability
Distributional robustness
Generative models
Quantitative finance & risk
Climate downscaling

Skills

Technology
PythonRC++ SQLLaTeXUnix GitFoundryMicrosoft Office
Frameworks
PyTorchNumPyPandas Scikit-LearnPySparkSciPy GeoPandasStreamlit
Languages
German — NativeEnglish — C2 French — B2Russian — A1

Get in touch

Happy to talk research, reinsurance modelling, or collaboration — reach out by email or connect on LinkedIn / GitHub.

Email me Download CV

© 2026 Jan Schlegel