We are delighted to share that Bruno Dupire, Fellow and Adjunct Professor at NYU Courant, has received the 2026 IAQF/Northfield Financial Engineer of the Year Award. Established in 1993, the IAQF/Northfield Financial Engineer of the Year Award recognizes outstanding individual contributions to the advancement of quantitative finance. Bruno…
We are pleased to share that Christos Koutsoyannis, Adjunct Professor in the M.S. in Mathematics in Finance program at NYU Courant, has received the Ben Graham Distinguished Award from CFA Society New York. The Ben Graham Distinguished Award recognizes outstanding dedication, leadership, and meaningful contributions to CFA Society…
Applications for the Fall 2026 semester remain open for the M.S. in Mathematics in Finance Program! We will accept and review new applications on a rolling basis. If you are still interested in the program, we highly encourage you to apply!
Applications for the Fall 2026 semester are open for the M.S. in Mathematics in Finance Program! The deadline is February 8th, 2026, at 5:00 PM. If you are interested in our program, we encourage you to apply, and we look forward to reviewing your application!
Announcing Leif Andersen as the 2023 IAQF/Northfield Financial Engineer of the Year The International Association for Quantitative Finance (IAQF) and Northfield Information Services are thrilled to announce Leif Andersen, Global Co-Head of the Quantitative Strategies & Data Group at Bank of America, as the 2023 IAQF/Northfield Financial Engineer…
2020 Quants of the Year: Andrei Lyashenko and Fabio Mercurio Fabio Mercurio, professor of our Interest Rates and Fx Models course, was named Quant of the Year with Andrei Lyashenko for 2020. Andrei Lyashenko and Fabio Mercurio addressed the challenges arising from the impending demise of Libor in…
Dr. Ilia Bouchouev, the professor of our Trading Energy Derivatives course, published ‘Virtual Barrels: Quantitative Trading in the Oil Market’ in 2023. His book is a comprehensive exploration that details the evolution of quantitative trading in the oil market, elucidates the trading models employed by hedge funds and…
An adjunct faculty member and professor of our Risk and Portfolio Management course, Kenneth Winston, published his textbook, “Quantitative Risk and Portfolio Management.” Designed for students with a strong quantitative aptitude, this advanced undergraduate and early graduate textbook offers a comprehensive exploration of risk and portfolio management. Tailored…
2018 Quants of the year: Leif Andersen, Michael Pykhtin and Alexander Sokol With his colleagues, Michael Pykhtin and Alexander Sokol, our Industry Advisor, Leif Andersen, was named Quant of the Year for 2018. Leif Andersen, the global co-head of the quantitative strategies group at Bank of America Merrill…
Quant Researcher of the Year 2021: Petter Kolm Petter Kolm, our Program Director and Clinical Professor of Mathematics, was named the ‘PMR Quant Researcher of the Year’ for 2021 by The Journal of Portfolio Management (JPM). The award recognizes his outstanding contributions to quantitative portfolio theory, particularly in…