Quantitative analysis
Risk management sweatshops? Number-crunchers move to satellite offices
From Berlin to Birmingham, from Tampa Bay to Dallas, banks have tried to boost their risk management resources – while keeping a lid on expense – by building teams in relatively low-cost cities. But do these far-flung offices improve performance? Joe…
Hedge funds increase Asia quant investing risk capital by 50%
An improved Japan economy is ramping up quant investor activity across Asia
Risk USA: Hire more quants in compliance, says SEC official
SEC official warns compliance teams at quant funds lack qualifications and knowledge to effectively monitor trading strategies
Asia Commodity Research House of the Year: SG CIB
Accurate forecasting and insightful analysis prove a winning formula for SG CIB
Grandmaster Capital Fund: Grandmaster Capital
One move at a time
AQR puts academic theory into practice
Putting theory into practice
Breton Hill Master Fund: Breton Hill Capital
Americas Awards 2013
Quants tackle hedge fund operational risk
Quantifying operational risk
Physics versus finance: Science strikes back
Science strikes back
Quant Congress Europe: Quants should take share of blame for crisis
Quants should take their share of the blame for the crisis, and should focus on less mathematically complex models, said some panellists – although not everyone at Quant Congress Europe agreed
Is risk modelling keeping up with the energy market?
Lean times in energy and commodity derivatives trading have caused a cutback in the amount of time and resources spent on energy risk modelling – a worrying trend that could leave firms unprepared for future market challenges, argue some experts. Mark…
Risk 25: No more heroes in quantitative finance?
Scientific theories are supposed to be smooth processes, with progress building on progress. But sometimes a theory gets such a shock that it needs to be completely rethought – and quantitative finance is in the middle of such an upheaval
Banks will struggle to fill top quant roles, says Andreasen
Jesper Andreasen slams new generation of quants as indoctrinated "muppets", incapable of independent thought
Don't blame the quants, says Merton
Quantitative models were unfairly criticised in the aftermath of the financial crisis, says legendary quant and co-creator of the Black-Scholes equation, but there’s plenty for quants to work on in the current environment
Quant Congress USA: SEC using models to look for the next Madoff
A decision by the SEC to invest in quantitative research is paying off, with recent enforcements in the hedge fund space a result of warnings generated by models, says SEC chief economist
Asian institutional investors focus on quantitative risk management
Investors in Asian institutions are catching up with European and North American counterparts in demanding quantitative risk measures and risk numbers as part of their investment mandate, says risk head at AmInvestment Group in Malaysia
Sponsored interview: Neil McGovern and Horace Chow of Sybase
Neil McGovern and Horace Chow discuss market trends, new regulation and areas of growth in the Asia region
Quants of the year: Jesper Andreasen and Brian Huge, Danske Bank
Risk awards 2012
Cutting Edge: the year of CVA
The year of CVA
Quant Congress Europe: Quants urged to ditch equilibrium models
Equilibrium models do not represent real markets and need to be replaced with models that take explicit account of real capital flows, says Alex Langnau
Quant Congress Europe: Peter Carr introduces ‘meta-modelling’
Morgan Stanley quant tells Risk's annual European quantitative finance event that modelling assumptions should be considered in light of calibration needs - even if this leads to discrepancies
Right Laplace, right time
Right Laplace, right time