Quant Congress Europe: Quants “waiting for Godot” since crisis

Top Bank of America quant, Alex Lipton, says subject still needs overhaul

queue

Quantitative finance has been "waiting for Godot" since the financial crisis, with the discipline needing a revolution in skills and approach, according to one top quant. New technology and ideas mean it has a chance of reinvigorating itself, he argues.

Speaking at Risk's Quant Congress Europe event today in London, Alex Lipton, mathematical finance executive at Bank of America and former co-head of its investment bank's quantitative analysts, used Samuel Beckett's absurdist play, in which the

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

Most read articles loading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here