Are you interested in the Math Finance Program? Do you have questions you’d like answered? Join us at one of our upcoming information sessions! Our sessions are held on the first Monday of each month from 7:00 to 8:00 PM EST. To register, click the link below and…
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…
2019 Buy-Side Quant of the Year: Gordon Ritter Gordon Ritter, an adjunct professor in the program, was named the Buy-Side Quant of the Year in 2019. Gordon Ritter, an adjunct professor at New York University and former senior portfolio manager, has made significant strides in addressing market impact…
We appreciate the presence of all those who joined us for the Fireside Chat featuring Dmitry Balyasny, Founder and CEO of Balyasny Asset Management. The event witnessed a strong turnout and was skillfully facilitated by Petter Kolm, our Program Director. The conversation with Dmitry Balyasny delved into…
Each year – since 18 years back – we co-organize the National Financial Mathematics Career Fair together with the International Association for Quantitative Finance (IAQF). This year’s fair brought over 600 students from across the U.S. and Canada, and many recruiting companies, including Alternative Data Group, Axioma Inc., Amherst Pierpont Securities…