Quant analyst Antonov to swap Numerix for Standard Chartered
New role in London only second for Numerix veteran
Alexandre Antonov will join Standard Chartered in London on January 8, after leaving Numerix, where he worked for 20 years. As a director in the bank’s enterprise risk analytics team, he will take a leading role in model development.
Antonov, who won Risk’s Quant of the Year award in 2016, is a frequent contributor to Risk’s Cutting Edge section. His research has covered valuation adjustments and the stochastic alpha beta rho model (SABR) for estimating the implied volatility smile.
His paper
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