Piterbarg leaves Barclays; bank names new head quant

UK bank's head of quantitative analytics leaves after 10 years

Vladimir Piterbarg
Vladimir Piterbarg

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

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