Christian Bayer is a senior scientist at the Weierstrass Institute for Applied Analysis and Stochastics (WIAS) in Berlin (Germany). He received his PhD at TU Vienna under the supervision of Josef Teichmann. Before moving to the WIAS, he worked as a post-doctoral researcher at KTH Stockholm and at TU Berlin, as well as an assistant professor at the University of Vienna.

His research is concentrated on problems in computational finance, including stochastic optimal control, weak approximation of (rough) stochastic differential equations and calibration of financial models. Other research interests include the analysis of rough volatility models for equity markets and rough paths. His results have been published in leading journals in the field, including Communications in Pure and Applied Mathematics, Annals of Applied Probability, Mathematical Finance, and Quantitative Finance, where he also serves on the editorial board.