Analysis
Inflation derivatives house of the year: NatWest Markets
Risk Awards 2021: warehousing capabilities created competitive edge in illiquid CPI market
Credit derivatives house of the year: Credit Suisse
Risk Awards 2021: hedging before the crisis allowed bank to offer ample liquidity when markets tanked
Interest rate derivatives house of the year: Citi
Risk Awards 2021: pre-spring cleaning allowed Citi to meet client needs when Covid hit markets
Innovation in execution: Credit Suisse
Risk Awards 2021: Swiss bank’s AES platform excelled in US Treasury market during March turmoil
Bank risk manager of the year: Deutsche Bank
Risk Awards 2021: a leaner, smarter lender emerges from a decade of chaos
Technology vendor of the year: Murex
Risk Awards 2021: new models, huge volumes, remote working – but Murex hit 95% of development plans
Sovereign risk manager of the year: Italy’s Ministry of Economy and Finance
Risk Awards 2021: Italy’s CSA agreements allow it to issue in US dollars for the first time in almost 10 years
Buy-side quant of the year: Alex Lipton and Marcos Lopez de Prado
Risk Awards 2021: optimal trading solution was inspired by concept used in nuclear cooling
Technology innovation of the year: Scotiabank
Risk Awards 2021: new risk engine can run nearly a billion XVA calculations per second
Rising stars in quant finance: Iuliia Manziuk and Bastien Baldacci
Risk Awards 2021: new research tackles ‘fundamental’ but largely ignored smart order routing problem
Quants of the year – Jim Gatheral and Mathieu Rosenbaum
Risk Awards 2021: rough volatility models could make the options market more efficient
Credit portfolio manager of the year: BNP Paribas
Risk Awards 2021: lender crushes RWAs to keep taps flowing to corporate Europe during Covid crisis
People moves: new op risk head for Deutsche, NatWest loses inflation execs, and more
Latest job changes across the industry
Quant Finance Master’s Guide 2021
Risk.net’s guide to the world’s leading quant master’s programmes, with the top 25 schools ranked
Degree of influence: volatility shakes markets and quant finance
Volatility and machine learning were among the top research areas for quants this year
People news: Yarian leaves HSBC, Goldman’s Lemkau joins MSD Partners, and more
Latest job changes across the industry
The value rally that never was
Many value stocks stayed flat on November 9 vaccine news, says factor investing expert
People moves: Citi seeks new CRO as Hu departs, CS hires Meissner, and more
Latest job changes across the industry
IFRS 9 product of the year: AxiomSL
Asia Risk Technology Awards 2020
People moves: SocGen’s Saffon Japan-bound, Citi promotes Rafi, and more
Latest job changes across the industry
AML solution of the year: SAS
Asia Risk Technology Awards 2020
Consulting firm of the year: KPMG
Asia Risk Awards 2020
Clearing house of the year: LCH
Asia Risk Awards 2020
Regional derivatives house of the year: DBS Bank
Asia Risk Awards 2020