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Dedicated to fostering the profession of quantitative finance

The IAQF is a not-for-profit, professional society dedicated to fostering the profession of quantitative finance by providing platforms to discuss cutting-edge and pivotal issues in the field.


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Upcoming Events

  • IAQF/Northfield Financial Engineer of the Year Award Dinner

    • 19 May 2026
    • 6:30 PM
    • The Yale Club, NYC
    Register

    Financial Engineer of the Year:

    Bruno Dupire


    Award Dinner Information

    Tuesday, May 19, 2026

    The Yale Club

    New York City

    6:30pm Cocktails 7:30pm Dinner

    Corporate sponsorships including tables of ten are available

    Individual seats are available for $600

    For more information please contact the

    IAQF office at 646-736-0705 or info@iaqf.org


    About the Winner: 

    Bruno Dupire is head of Quantitative Research at Bloomberg L.P., which he joined in 2004. Prior to this assignment in New York, he has headed the Derivatives Research teams at Société Générale, Paribas Capital Markets and Nikko Financial Products where he was a Managing Director. He is best known for having pioneered the widely used Local Volatility model (simplest extension of the Black-Scholes-Merton model to fit all option prices) in 1993 and the Functional Itô Calculus (framework for path dependency) in 2009. After a Master's degree in Artificial Intelligence in 1982 and a PhD in Numerical Analysis in 1985 he has conducted in 1987-88 a study to apply Neural Nets to time series forecasting for Caisse des Dépôts et Consignations. 


    At Bloomberg he has initiated the BQuant project, a quant platform that combines easy access to the data with the expressivity of Python. He runs the BBQ (Bloomberg Quant) seminar, the largest monthly quant seminar worldwide. He is a Fellow and Adjunct Professor at NYU and he is in the Risk magazine “Hall of Fame”. He is the recipient of the 2006 “Cutting edge research” award of Wilmott Magazine, of the Risk Magazine “Lifetime Achievement” award for 2008 and of the 2025 Financial Engineer of the Year Award of IAQF. 


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Latest News

February 25, 2026

Bruno Dupire Selected as the Recipient of the 2025 IAQF/Northfield Financial Engineer of the Year Award 

February 25, 2026 – NEW YORK CITY – The International Association for Quantitative Finance (IAQF) and Northfield Information Services have named Bruno Dupire, Global Head of Quantitative Research in the CTO Office at Bloomberg, as the 2025 IAQF/Northfield Financial Engineer of the Year (FEOY). The award will be presented to Dupire at a celebration in New York City on May 19, 2026.

You can read the full press release here.


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MICHAEL J. BRENNAN, Ph.D.

Dr. Brennan is the former Irwin and Goldyne Hearsh Professor of Banking and Finance at the University of California, Los Angeles, and Professor of Finance at the London Business School. He is currently Emeritus Professor at UCLA and Distinguished Visiting Professor at the University of Manchester. He was educated at Oxford, Pittsburgh and MIT. Dr. Brennan's research interests include asset pricing, corporate finance and market microstructure.

A former President of the American Finance Association, the Society for Financial Studies, and the Western Finance Association, Dr. Brennan has also served as Editor of the Journal of Finance and was the Founding Editor of the Review of Financial Studies. He has also served as a director of the National Bureau of Economic Research. He has received honorary degrees from B.I. (Oslo), Notre Dame University, University of Lancaster, London University, University of St Gallen, University of Stockholm, and the University of Zurich, and was named Financial Engineer of the Year in 2017.

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