quant methods


Reflections on the Value of Models

From time to time I revisit my various slide decks on different topics, look at what is past its sell-by date, and what my blind spots may have been in the past. The latest to undergo this treatment...

May 31, 2024 | By Chris Yapp


Bank of America Quantitative Strategies Leader Is Named Financial Engineer of the Year

Leif Andersen, global co-head of the Quantitative Strategies & Data Group at Bank of America, has been selected by the International Association for Quantitative Finance (IAQF) as the IAQF/Northfield...

February 16, 2024 | By Jeffrey Kutler


Helyette Geman, of Johns Hopkins and Birkbeck, Is Financial Engineer of the Year

French mathematician Helyette Geman is the latest mathematical finance luminary to be named Financial Engineer of the Year (FEOY) by the International Association for Quantitative Finance (IAQF) and...

February 17, 2023 | By Jeffrey Kutler


University of Maryland Professor Wins Annual Quantitative Finance Award

The International Association for Quantitative Finance and Northfield Information Services have announced Dilip B. Madan as the 2021 IAQF/Northfield Financial Engineer of the Year (FEOY). The award...

January 7, 2022 | By Jeffrey Kutler


Systemic Cyber Risk Reduction: A Q&A with the Department of Homeland Security’s Bob Kolasky

Fueled in part by high-profile ransomware attacks that have resulted in major losses, cybersecurity is now a top priority at just about every type of business - including financial services firms....

August 26, 2021 | By Christopher Hetner


Paul Glasserman Named IAQF/Northfield Financial Engineer of the Year

Paul Glasserman of Columbia University has won the 2020 IAQF/Northfield Financial Engineer of the Year (FEOY) award. The announcement was made February 8, but the customary annual dinner presentation...

February 19, 2021 | By Jeffrey Kutler


Model Risk Management and the AI Effect

While artificial intelligence brings fundamental changes to quantitative and analytical modeling, risk managers are having to update and adjust their work processes to keep pace with the...

January 15, 2021 | By Katherine Heires


From Theory to Practice with Agent-Based Modeling

In a March press conference, Federal Reserve Board chair Jerome Powell said that U.S. economic fundamentals were strong and financial stability vulnerabilities were not at high levels. There was no...

April 26, 2019 | By Katherine Heires


A Breakthrough Is Claimed in Systemic Risk Monitoring

More than 10 years since the global financial market meltdown, regulators and central bankers are confident that a stronger and well capitalized banking system is better able to withstand another...

February 22, 2019 | By Katherine Heires

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