Erik Schlögl is Associate Professor and the Director of the Quantitative Finance Research Centre at the University of Technology, Sydney (UTS). He received his Ph.D. in Economics from the University of Bonn, Germany, in 1997 and has gained broad-based experience in computational financial engineering. In addition to UTS, he held positions at the University of New South Wales and the University of Bonn. He has consulted for financial institutions and software developers in Europe, Australia and in the US. His current research interests focus on credit risk modelling as well as integrating FX and interest rate risk.