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Professor Howard Waters is the Programme Director and lectures the courses on Life Insurance Mathematics and Risk Theory. He is a Fellow of the Institute of Actuaries (1976) and Faculty of Actuaries (1998). He was awarded a Finlaison Medal (2006) by the Institute of Actuaries and is author of numerous research articles and co-author of a recent book on life insurance mathematics. |
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Angus Macdonald is a Professor of Actuarial Mathematics and Head of the Department. He has been Fellow of the Faculty of Actuaries since 1984; worked as an actuary in life insurance before joining Heriot-Watt; member of Faculty Council 1998-2007; Director
of the Genetics and Insurance Research Centre; Editor of
Annals of Actuarial Science; author of over 45 research
articles and many other works. |
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Professor Andrew Cairns is internationally renowned for his research and
leadership in the field of quantitative risk management, particularly
in the areas of pension plan asset-liability modelling, and modelling
and management of longevity risk. In the UK actuarial profession he led the development of new
syllabuses for ST6 (Finance and
Investment B) and ST9 (Enterprise Risk Management). He is a Fellow of the Faculty of Actuaries (1993) and has served on Faculty Council. |
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Andrea Sneddon is a senior teaching fellow in Actuarial Mathematics and has been a member of the Department since 2005. She is a Fellow of the Faculty of Actuaries (2006) and also the Institute of Actuaries of Australia (1996). Before joining Heriot Watt she worked as a pensions and superannuation consultant with Mercer in both Australia and UK, as well as for insurance companies (AMP, Friends Provident and Standard Life) in both countries. |
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Torsten Kleinow is a senior lecturer in Actuarial Mathematics. He joined the department in 2004 after being a lecturer at the University of Ulm. He holds a PhD in Statistics from Humboldt-University Berlin. Torsten has close links to the actuarial profession in the UK and has published numerous research articles. |
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Peter Ridges is a Senior Fellow in Actuarial Mathematics and Fellow of the Institute of Actuaries since 1991. Before joining Heriot-Watt, worked in pensions for 15 years, mainly for Hewitt and Mercer; a former lecturer at City University (Actuarial Science) and Liverpool University (Medical Statistics). Holds the Institute of Actuaries' Certificate in Derivatives and has written for a number of research journals and for The Actuary |
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Alexander McNeil is Professor and Director of the Scottish Financial Risk Academy. He is joint author of the book "Quantitative Risk Management: Concepts, Techniques and Tools", published by Princeton University Press in 2005. Interests lie in the development of mathematical and statistical methodology for integrated financial risk management and include extreme value theory (EVT), risk theory, financial time series analysis and the modelling of correlated risks. Professor McNeil is an honorary Fellow of the Faculty of Actuaries and a corresponding member of the Swiss Association of Actuaries. |
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John Gallacher has been a Fellow of the Faculty of Actuaries since 1990; worked as an actuary in the Structured Product & Derivative arena within investment banking; returned to the life insurance industry in a Chief Actuary - Regulation & Risk Management role; joining Heriot-Watt University in September 2010.
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Andrew Stott has been a Fellow of the Faculty of Actuaries since 2002; worked as an actuary within Standard Life for eight years in Marketing, Finance, Reinsurance and Investment; holds an MPhys in Mathematical Physics with 1st class honours and the class medal from Edinburgh University; holds a PGDip with distinction in Actuarial Science from Heriot-Watt University. |
For information about the other members in the department's teaching team, please go to our "People" page.