Quantitative analysis
Banks ask Fed to delay CECL impact on stress testing
Fed asked not to implement CECL into CCAR until 2021
Podcast: Lo on adaptive regulation, machine learning, bitcoin
MIT quant says next project will be to combine behavioural science with tech such as machine learning
On the offensive – Seeking a new edge, buy-side invests in portfolio and risk analytics
A fast-moving, headstrong hedge fund – hit by rare losses after a black swan event touched on an overweight country exposure – ponders adding fresh quantitative expertise. Much to traders’ chagrin, the chief investment officer and chief operating officer…
Podcast: Roos on swaptions arbitrage and benchmark reform
Benchmark reform means additional work for rates quants
Quants warn over flaws in machine learning predictions
Six quants debate whether the tool can adjust to paradigm shifts in financial markets
Deutsche adds senior quant to risk methodology team
Theis leaves role as head of market models at Standard Chartered to join German bank
QE unwind won’t spur volatility, say quants
Bond-buying schemes have “almost zero” link to volatility of stocks, says Wolfe Research
Investors warm to quant tools to gauge political risk
Many funds have lost confidence in traditional ways of measuring political risk
Machine learning is not just for the buy side
Sell-side quants develop machine learning technique to optimise margin costs
Making the alternative a reality
Quant firms will have to adapt to prosper in the new datasets environment
Quants of the year: Leif Andersen, Michael Pykhtin and Alexander Sokol
Risk Awards 2018: Quants reveal hidden settlement risks – and present solutions
Quant hedge fund of the year: Man AHL
Risk Awards 2018: New roles for machine learning, frontier markets and OTC data give fund an edge
Updated: Quant Finance Master’s Guide 2017
Welcome to Risk.net’s guide to the world’s leading quantitative finance master’s programmes
Quant Guide 2017: NYU Courant Institute
New York City, USA
Quant Guide 2017: Columbia School of Engineering
Fu Foundation School of Engineering and Applied Science, New York City, USA
Analyse this: the future for quants
Quant headcount is up on pre-crisis levels, but jobs in front-office functions have been decimated
Quant Guide 2017: University of Bologna
Bologna, Italy
Quant Guide 2017: Bocconi University
Milan, Italy
Quant Guide 2017: University of Florence
Florence, Italy
Quant Guide 2017: Erasmus University Rotterdam
Rotterdam, Netherlands
Quant Guide 2017: EPFL
Lausanne, Switzerland
Quant Guide 2017: ETH Zurich/University of Zurich
Zurich, Switzerland
Quant Guide 2017: University of York
York, UK
Quant Guide 2017: University of Copenhagen
Copenhagen, Denmark