Article ID: 47118502e61ec29aa92b4dd33bfcfd190bc86ea8b94f2ac85c1d1b78cf6f2898
Source ID: regulatory:risk.net
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Extraction Method: trafilatura
URL: https://www.risk.net/cutting-edge/views
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Views Podcast: Alexander Barzykin on modelling FX market-making HSBC quant discusses adverse selection, price reading and internal liquidity management Vinicius fortune: quantifying luck in the World Cup draw Julien Guyon explains how bias, variance and luck affect teams in this summer’s tournament – and explores wider relevance for portfolio managers Podcast: Abi-Jaber and Li on a ‘sticky’ volatility problem The pair discuss their model to jointly capture Vix, SPX and SSR Markets perceive the future in very distorted ways Discounting paradigms should adapt to be more realistic, says Jean-Philippe Bouchaud In the age of GenAI, why do we still need good models? Jean-Philippe Bouchaud says models can guide artificial intelligence through regime shifts and away from overfitting Beyond epicycles: models must describe markets, not just fit them Modelling needs to embrace complexity in volatility patterns, says Jean-Philippe Bouchaud A smooth fit for complex volatility surfaces Quant shows a new way to capture implied vol with optimisers Podcast: Gordon Lee on how junior quants can go from newbie to MVP Prioritising tasks and setting boundaries are key to career progression, says BNY’s head quant Markets never forget: the lasting impression of square-root impact Jean-Philippe Bouchaud argues trade flows have a large and long-term effect on asset prices Podcast: Pietro Rossi on credit ratings and volatility models Stochastic approaches and calibration speed improve established models in credit and equity Degree of Influence 2025: Derivatives pricing dominates; quants don’t follow the AI herd Rates and volatility modelling, as well as trade execution, top quants’ priorities What the Tokyo data cornucopia reveals about market impact New research confirms universality of one of the most non-intuitive concepts in quant finance BlackRock appoints Pierre Sarrau as chief risk officer Current CRO Edward Fishwick will be head of research at BlackRock’s RQA group Baruch, Princeton cement duopoly in 2026 Quant Master’s Guide Columbia jumps to third place, ETH-UZH tops European rivals Quantcast Master’s Series: Walter Farkas, ETH – University of Zurich Swiss planning, large joint faculty and public presentations shape the programme Quantcast Master’s Series: Jack Jacquier, Imperial College London A shift towards market micro-structure and ML has reshaped the programme Quantcast Master’s Series: Kihun Nam, Monash University Melbourne-based programme winks at pension fund sector Quantcast Master’s Series: Petter Kolm, Courant Institute The NYU programme is taught almost exclusively by elite financial industry practitioners Want to be a quant? Here’s how (and how not) to get hired Stay curious, be a team player, speak well – and don’t be big-headed Quantcast Master’s Series: Laura Ballotta, Bayes Business School The business school prioritises the teaching of applicable knowledge with a keen eye on the real world For tomorrow’s quants, Python is essential; AI isn’t Proportion of PhDs in quant teams is sliding, as employers focus on all-round skills
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