Quantitative finance
WHAT IS THIS? Quantitative finance is a field of applied mathematics concerned with financial markets. In banking, it spread from the pricing of derivatives to the modelling of credit, market and operational risks. Today’s quantitative analysts are scattered across a range of functions, from risk management and model validation, to data science, algorithmic trading and regulatory compliance.
Quant Guide 2020: Cornell University
Ithaca and New York City, New York, US
Quant Guide 2020: University of Amsterdam
Amsterdam, Netherlands
Quant Guide 2020: Carnegie Mellon University
Pittsburgh and New York City, US
Quant Guide 2020: University of York
York, UK
Quant Guide 2020: Imperial College London
London, UK
Quant Guide 2020: University of Paris
Paris, France
Quant Guide 2020: Fordham University
New York City, US
Quant Guide 2020: New York University (Tandon School of Engineering)
New York City, US
Quant Guide 2020: Baruch College, City University of New York
New York City, US
Quant Guide 2020: Boston University (Questrom School of Business)
Boston, Massachusetts, US
Quant Guide 2020: University of Minnesota
Minneapolis, US
Quant Guide 2020: KU Leuven
Leuven, Belgium
Quant Guide 2020: Columbia University
New York City, US
Quant Finance Master’s Guide 2020
Risk.net’s guide to the world’s leading quant master’s programmes, with the top 25 schools ranked
Princeton tops Risk.net Quant Guide for second year running
UK’s Imperial ranks sixth; first university from mainland China features
Neuberger Berman gets its Sherlock on
Asset manager deploys quant-cum-sleuth to sniff out portfolio risk
Stock-picking finds unlikely champion in ex-Winton CIO
Matthew Beddall’s Havelock restyles value investing for the big data age
Rising star in quant finance: Blanka Horvath, Aitor Muguruza and Mehdi Tomas
Risk Awards 2020: New machine learning techniques bring ‘rough volatility’ models to life
When the data’s not there, expert-led models could help
Missing data is a problem. Expert elicitation taps the knowledge of many, say consultants
Sandbar's focus on idiosyncratic factors sets it apart from its peers in equity market‑neutral
With investors sometimes struggling to find hedge funds that deliver uncorrelated, consistent returns, Sandbar Asset Management stands out from its peers. Its success in running an equity market-neutral strategy is a reflection of its founder and chief…
The theoretical foundations of XVAs
Bloomberg analyses the theoretical basis of XVAs, focusing on the works and findings of its head of quantitative XVA analytics, Mats Kjaer, who emphasises the role of the capital valuation adjustment as a major driver of derivatives trading profitability…