Jan Schlegel

Hi there! 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 running, in the gym, swimming, building PCs, or getting lost (intentionally) in GeoGuessr.

Education

Master of Science (M.Sc. ETH) in Statistics

ETH Zurich · Zurich, Switzerland · Sep 2023 – Sep 2025

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 (Grade: 6.00/6.00)
  • Semester Paper: Extrapolation and Distributional Robustness for Climate Downscaling

Bachelor of Arts in Business and Economics

University of Zurich · Zurich, Switzerland · Sep 2019 – Feb 2023

GPA: 5.87 / 6.00 (Class Rank 1)

  • Major: Banking and Finance; Minor: Statistics
  • Thesis: Portfolio Value at Risk Forecasting with Copula-GARCH Models (Grade: 6.00/6.00)
  • Completed 215 ECTS (vs. standard 180) with a strong focus on quantitative finance, statistics, and computing

Experience

Product Manager

Swiss Re · Zurich, Switzerland · Feb 2026 – Present

  • Drive robust portfolio optimization initiatives across multiple product lines
  • Transitioned to full-time role following successful quantitative internship

Quantitative Intern

Swiss Re · Zurich, Switzerland · Oct 2025 – Jan 2026

  • Developed robust high-dimensional covariance estimation methods applicable to multiple reinsurance contexts
  • Designed robust portfolio optimization techniques tailored to reinsurance, providing actionable steering insights

Biostatistics Research Assistant

University of Zurich (EBPI) · Zurich, Switzerland · Feb 2022 – Aug 2023

  • 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

Accountant (Military Service)

Swiss Armed Forces · Kloten, Switzerland · Jul 2021 – Nov 2021

  • Successfully balanced full-time university studies with mandatory military service obligations
  • Managed the complete accounting for a 150-person military unit

Teaching Assistant Mathematics

University of Zurich · Zurich, Switzerland · Sep 2020 – Jul 2021

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