Rising star in quant finance

Rising star in quant finance

Rising star in quant finance



The Rising star in quant finance award recognises new talent in quantitative finance. It will be given to the author or authors who produce the paper which more closely matches the criteria of originality, relevance and applicability


All education levels are eligible, given the below conditions are met.

To be eligible, candidates holding a PhD should have completed their first PhD no more than four years ago (not before August 2016). Candidates should also have less than two years of experience in the financial industry (if currently working, a candidate is eligible if the starting date of his/her permanent contract does not precede August 2018).

Each candidate may submit only one paper. A co-authored paper may be submitted only once, by one of the co-authors.

Submissions should refer to a single paper.



Candidates are required to submit their paper by completing the application by August 31, 2020.

Candidates will be asked to describe various aspects of their papers (on methodology, results, applicability, and originality among others) and to provide the paper either through a link to its URL or uploading it.



The editorial team and the selection committee will check how closely the papers meet the following criteria.

Originality: how innovative the solution presented in the paper is, in comparison with the existing literature and existing solutions

Correctness: whether the technical (mathematical, statistical, algorithmic) aspects are correctly dealt with.

Relevance: how significant the issue dealt with is to the financial industry and how important it is to find a solution to it

Applicability: how practical the provided solution is, whether enough information to replicate its results is provided and if it is technically possible for a financial institution to implement it.



All submissions are examined by the selection committee. The panel is formed by approximately 15 leading academics and industry quants from different continents and with a comprehensive variety of expertise. 

The quant finance team of Risk.net, based on the feedback of the selection committee, will name a shortlist of candidates by the first week of September.

The shortlisted candidates will be required to provide the latest version of their paper, if different from the first, as well as additional information, if required. They should also be available for an interview with a representative of the selection committee, if that will be considered necessary to take a decision.



The winner will be invited to the annual Risk Awards ceremony in January in London to receive the award and join the community of leading finance professionals for the celebrations.



Leif Andersen, global head of quantitative strategies group, Bank of America Merrill Lynch

Alexandre Antonov, head of core modelling, Financial Markets Risk Models, Standard Chartered Bank

Marco Avellaneda, professor of finance, New York University

Jean-Philippe Bouchaud, chairman, Capital Fund Management

Rama Cont, chair of mathematical finance, University of Oxford

Paul Glasserman, professor of business, Columbia University

Blanka Horvath, lecturer, King’s College

George Hong, head of the Asia-Pacific quantitative and risk strategies, Credit Suisse

Antoine Jacquier, director of the MSc in mathematics and finance, Imperial College London

Alexei Kondratyev, head of data analytics, electronic market solutions, Standard Chartered Bank

Antonia Lim, head of quantamental investments, Schroders

Alex Lipton, co-founder, chief technical officer, Silamoney

Fabio Mercurio, head of quantitative analytics, Bloomberg

Vladimir Piterbarg, head of quantitative analytics, NatWest Markets

Mathieu Resembaum, head of analytics and models for regulation, department of applied mathematics, École Polytechnique

Stephen Roberts, director, Oxford-Man Institute of Quantitative Finance and Man Group professor of machine learning, Oxford University

Dario Villani, CEO, Duality Group

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