Piterbarg leaves Barclays; bank names new head quant

- Mauro Cesa
- 09 Feb 2015

Tweet
Facebook
LinkedIn
Save this article
Send to
Print this page

Barclays' head of quantitative analytics, Vladimir Piterbarg, has left after 10 years at the UK bank.

Piterbarg is one of the highest-profile names in the quant community, having won Risk's quant of the year award in 2006 and 2011 for his work on stochastic volatility models and funding issues associated with derivatives pricing, respectively. He has published 10 of his research papers in Risk.

He will now be pursuing other interests, including working on the second edition of his book on

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to print this content. Please contact info@risk.net to find out more.

You are currently unable to copy this content. Please contact info@risk.net to find out more.

You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email info@risk.net

You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email info@risk.net

You already have an account with us*. Sign in below to continue.