Christian Schaller has 30 years of experience in Relative Value analysis. He played a key role in establishing the current analytic state-of-the-art in the areas of principal component analysis and basis swap modeling. He co-authored the books Fixed Income Relative Value Analysis – A practitioner’s guide to the Theory, Tools and Trades, Wiley, 2024 (2nd edition) and SOFR Futures and Options, Wiley, 2022.

After earning a Ph.D. in Mathematics at the University of Bonn, Germany, in 1995, Christian learned the tools of the fixed income trade in the Relative Value team at Deutsche Bank, managed by Anshu Jain. As Global Head of Leveraged Investment Strategy at ABN AMRO, he used his skill to translate mathematical theory into profitable trading positions for the firm’s most demanding clients, including hedge funds, proprietary trading desks, central banks, and other financial institutions. Since 2004, he has advised investment banks on the development, training, and management of quantitative research teams through his Japan-based consulting firm Shinzenbi Ltd.