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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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Latest News

January 26, 2024

Leif Andersen Selected as the Recipient of the 2023 IAQF/Northfield Financial Engineer of the Year Award.

January 26, 2024 – NEW YORK CITY – The International Association for Quantitative Finance (IAQF) and Northfield Information Services have named Leif Andersen, the Global Co-Head of the Quantitative Strategies & Data Group (QSDG) at Bank of America, and an Adjunct Professor at NYU’s Courant Institute for Mathematical Sciences and at Carnegie Mellon University’s Department of Mathematical Services, as the 2023 IAQF/Northfield Financial Engineer of the Year (FEOY). The award will be presented to Professor Andersen at a celebration in New York City in the spring of 2024.

Read the full press release here.

February 20, 2024

Rachel Schutt, Co-Head of BlackRock’s AI Labs, Selected as the Recipient of the 2023 IAQF Innovation Award.

February 20, 2024 – NEW YORK CITY – The International Association for Quantitative Finance (IAQF) has named Dr. Rachel Schutt, Managing Director and Co-Head of BlackRock AI Labs, as the winner of the 2023 IAQF Innovation Award sponsored by Berkeley SkyDeck Fund. The award will be presented to Dr. Schutt at a celebration in New York City in on June 5 , 2024.

“I am incredibly honored to be selected for the inaugural IAQF Innovation Award. Running the AI Labs alongside Professor Stephen Boyd has allowed us to make fundamental contributions in bridging the worlds of academia and practice,” said Schutt. “It's an affirmation of the impact of data science in solving high-priority problems and advancing innovation. Thank you, IAQF, for this exciting recognition.”

Read the full press release here.


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IAQF Senior Fellow Spotlight

                                                                   


Jon Ingersoll

Professor Ingersoll is the Adrian C. Israel Professor of International Trade and Finance, Emeritus, at Yale's School of Management.  He received his S.B. in Physics (1971) and an S.M. (1973) and Ph.D. (1976) all from M.I.T. Prior to coming to Yale, Professor Ingersoll was an Assistant and Associate Professor at the Graduate School of Business of the University of Chicago.

He specialized in multiperiod models of asset valuation, including the pricing of options and futures, and the term structure of interest rates. He is the author of numerous papers, most notably, the Cox-Ingersoll-Ross Term Structure model.  He is also well known for his PhD text book The Theory of Financial Decision Making. He is currently working a new digital-only PhD text Financial Models and Theories

He was a member of the founding committee of the Society for Financial Studies and served as one of the original editors of its Review of Financial Studies. He was also as associate editor of  Journal of Financial Economics, Journal of Finance, Review of Derivatives Research, Journal of Financial Research, Journal of Business, Finance and Accounting, and Journal of Financial Literature.

His awards include Batterymarch Financial Management Fellowship in Investments and Finance, Alfred P. Sloan Foundation Research Fellowship in Economics, Risk Magazine Hall of Fame, International Association of Financial Engineers “Financial Engineer of the Year”, and Barclays Global Investors/Michael Brennan Best Paper Award.

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