Piterbarg leaves Barclays; bank names new head quant
Barclays' head of quantitative analytics, Vladimir Piterbarg, has left the UK bank after 10 years to pursue other interests
Barclays' head of quantitative analytics, Vladimir Piterbarg, has left after 10 years at the UK bank.
Piterbarg is one of the highest-profile names in the quant community, having won Risk's quant of the year award in 2006 and 2011 for his work on stochastic volatility models and funding issues associated with derivatives pricing, respectively. He has published 10 of his research papers in Risk.
He will now be pursuing other interests, including working on the second edition of his book on
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