Finn Schwake works as an actuarial analyst at Meyerthole Siems Kohlruss and is pursuing a Master’s degree in Business Mathematics at the Universität zu Köln. He previously completed his Bachelor’s degree in the same field with a thesis titled “A Localized and Homogeneous Space-Variation Formulation of the Black-Scholes Model Extended by Lévy Processes.” His focus at MSK is on data pools.