Top quant Peter Carr leaves Morgan Stanley

Global head of market modelling is no longer with the bank, say industry sources

Morgan Stanley in New York: the US bank has been restructuring its business

New York-based global head of market modelling and former Risk magazine Quant of the year Peter Carr has left Morgan Stanley, sources say.

Carr had held the position at the bank for almost six years. He is best known for his work on pricing and hedging exotic derivatives, and developing tractable and practically feasible models, which helped him to win Risk’s Quant of the year award in 2003. Over the years, he has published many papers in Risk with other well-known quants, such as Bank of

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 or view our subscription options here:

You are currently unable to copy this content. Please contact to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to View our subscription options


Want to know what’s included in our free membership? Click here

This address will be used to create your account

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here