Quant Awards 2021 recipients

Quant Awards 2021 recipients

Quants of the year – Jim Gatheral and Mathieu Rosenbaum

Risk Awards 2021: rough volatility models could make the options market more efficient.

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Rising stars in quant finance: Iuliia Manziuk and Bastien Baldacci

Risk Awards 2021: new research tackles ‘fundamental’ but largely ignored smart order routing problem.

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Buy-side quant of the year: Alex Lipton and Marcos Lopez de Prado

Risk Awards 2021: optimal trading solution was inspired by concept used in nuclear cooling.

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Risk Awards 2021

Deutsche Bank and the Italian treasury among the winners; also see our quants of the year explain what makes ‘rough volatility’ special.

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