Quantitative structuring
BNP Paribas quants ‘industrialise’ portfolio construction
Firm says tech, five years in development, takes two hours to do jobs that previously took two days
UBS Apac sales structuring exec to join Morgan Stanley
Bilal Al-Ali to head Apac structured sales at the US bank
Union beckons for the three quant tribes
Studies may be deferred, but future for grads is bright, argues UBS’s Gordon Lee
Quant Guide 2020: top programmes lean on alumni networks
For top schools, some of the most important students are the ones that have already graduated
Commodity finance house of the year: Societe Generale
Energy Risk Asia awards, 2018: standout financing deals reflect growing appetite for renewables and new approach to risk
UBS hires Moussa from Credit Suisse for Asia QIS role
Imene Moussa to work on QIS and off-balance-sheet structuring across the region
Elasticity theory of structuring
Andrei Soklakov presents a product design theory that incorporates Bayesian information processing and risk aversion
Deriving derivatives
Andrei Soklakov shows how to incorporate traditional investment ideas and clients’ views into structured product design