About us

Management Board


AAAccell  Ltd.
Prof. Dr. Walter Farkas
Head Risk Management, President of the board 
Bahnhofstrasse 10, Börsenstrasse 18
CH-8001 Zürich

E-mail: walterfarkas@aaaccell.ch

Phone: +41 44 634 39 53
Mobile: +41 79 916 70 10


AAAccell  Ltd.

Prof. Dr. Karl Schmedders
Head Operations Research, Member of the Board
Bahnhofstrasse 10, Börsenstrasse 18

CH-8001 Zürich

E-mail: karlschmedders@aaaccell.ch 

Phone: +41 44 634 37 70
Mobile:+41 79 136 98 48
Fax:      +41 44 634 43 45  


AAAccell  Ltd.
Prof. Dr. Marc Paolella
Head Asset Management, Member of the Board
Bahnhofstrasse 10, Börsenstrasse 18
CH-8001 Zürich


Phone: +41 44 634 39 53
Fax: +41 44 634 43 45


AAAccell Ltd.
Sandro Schmid, MBA, MAS
Managing Partner, Member of the Board
Bahnhofstrasse 10, Börsenstrasse 18
CH-8001 Zürich

E-mail: sandroschmid@aaaccell.ch

Phone: +41 43 456 26 42
Mobile: +41 79 470 59 92
Fax: +41 44 634 43 45


AAAccell  Ltd.
Prof. Dr. Pawel Polak
Head Machine Learning, Director
Bahnhofstrasse 10, Börsenstrasse 18
CH-8001 Zürich


Phone: +1 212 851 07 05
Fax: +41 44 634 43 45


We have a broad team of specialist working on our different projects. Typically they combine strong quantitative with project management and industry skills combined with unconventional thinking and quick programming. 

Advisory Board

Barend Fruithof

Barend Fruithof is heading the advisory board of AAAccell. He held several Executive Board (ExB) positions at different banks in Switzerland. He was among others:

Bank Julius Baer & Co. Ltd. (ExB)
Head Switzerland & Global Custody

Credit Suisse Group (ExB)
Zurich Head Corporate and Institutional Clients   

Raiffeisen Group (ExB)
Chief Financial Officer (CFO) and 
Head Finance & Corporate Center as well as
Head Operations and IT (ad interim) 

Viseca Card Services SA (ExB)
Chief Executive Officer (CEO)

Zürcher Kantonalbank, Zürich (ExB)
Head Product and Distribution Channel Management

Prof. Dr. Giovanni Barone-Adesi

Giovanni Barone-Adesi is professor of finance theory and director at the Swiss Finance Institute, University of Lugano, Switzerland. He studied electrical engineering as an undergraduate at the University of Padova. Later he received a MBA and a PhD from the Graduate Business School at the University of Chicago, specializing in Finance and Statistics. Before moving to Lugano he has taught at the University of Alberta, University of Texas at Austin, the Wharton School of the University of Pennsylvania and City University. His main research interests are derivative securities, asset and risk management.  

He is the author of several models for valuing and hedging securities. Especially well-known are his contributions with Whaley to the pricing of American commodity options and his filtered simulation approach to the measurement of market risk, developed while advising the London Clearing House. His more recent works concern the pricing of index options, barrier options, gold derivatives. Currently he is president of Open Capital, a fund management firm. He has been an advisor  to several exchanges, financial intermediaries and other business organizations in the areas of risk management and financial strategy.

E-Mail: Baroneg@usi.ch

Prof. Dr. Alexander Mc Neil

Alexander McNeil is Maxwell Professor of Mathematics in the Department of Actuarial Mathematics and Statistics at Heriot-Watt University. He is also Director of the Scottish Financial Risk Academy (SFRA), a network of universities and financial services companies that organises knowledge-exchange activities to improve the understanding of financial risk, including Risk Colloquia, training events and postgraduate placements in industry.

Educated at Imperial College London and Cambridge University, he was formerly Assistant Professor in the Department of Mathematics at ETH Zurich. His interests lie in the development of quantitative methodology for financial risk management and include models for market, credit and insurance risks, financial time series analysis, models for extreme risks and correlated risks and enterprise-wide models for solvency and capital adequacy. He has published papers in leading actuarial, statistics, econometrics and financial mathematics journals and is a regular speaker at international risk management conferences.

He is joint author, together with Rüdiger Frey and Paul Embrechts, of the book "Quantitative Risk Management: Concepts, Techniques and Tools", published by Princeton University Press (2005/2015). He is also an Honorary Fellow of the Institute and Faculty of Actuaries and a Corresponding Member of the Swiss Association of Actuaries.

YES, we hire!

If you are interested to work for AAAccell, please send your CV to info@aaaccell.ch. We are looking forward to meeting you.

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