Marc Kjerland, PhD

About Me

I am currently a senior quantitative analyst in Model Risk at KeyBank.

I previously worked at Bank of America as a senior data scientist / quantitative developer, and before that as a data scientist at Verisk Analytics.

My background is in computational science specializing in mathematical modeling, machine learning, high-performance computing, and geophysical applications.

In 2017 I worked with researchers at the Institute for Environmental Science and Policy of the University of Illinois at Chicago developing novel performance metrics for urban institutions. From 2015-2017 I was a postdoctoral researcher at the Maritime/Coastal Disaster Section of the Disaster Prevention Research Institute at Kyoto University, developing multi-scale models to simulate coastal flooding caused by typhoons.

Here is my resume (updated 2023). Please contact me if you'd like a detailed CV.

Storm surge for Hurricanes Harvey, Irma, and Maria

Click Here for details of storm surge simulations for Harvey and Irma, presented September 2017 at the Chicago Python User Group (ChiPy).

Contact

E-mail: marc.kjerland at gmail