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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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February 8th, 2021

Paul Glasserman Selected as the Recipient of the 2020 IAQF/Northfield Financial Engineer of the Year Award

The International Association for Quantitative Finance (IAQF) and Northfield Information Services have named Paul Glasserman, the Jack R. Anderson Professor of Business at Columbia University’s School of Business, the 2020 IAQF/Northfield Financial Engineer of the Year (FEOY). The award will be presented to Professor Glasserman at a celebration when it is safe to reconvene again.

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IAQF Senior Fellow Spotlight


Robert C. Merton

Robert C. Merton is the School of Management Distinguished Professor of Finance at MIT’s Sloan School of Management since 2010. He previously served on the MIT finance faculty from 1970 until 1988. He is University Professor Emeritus at Harvard Business School, where he was the George Fisher Baker Professor of Business Administration from 1988 to 1998 and the John and Natty McArthur University Professor from 1998 until his retirement in 2010. He is Resident Scientist at Dimensional Fund Advisors. Merton is past President of the American Finance Association, a member of the National Academy of Sciences and a fellow of the American Academy of Arts and Sciences. He received the Alfred Nobel Memorial Prize in Economic Sciences in 1997 for a new method to determine the value of derivatives. Professor Merton obtained a B.S. in Engineering Mathematics from Columbia University in 1966, a M.S. in Applied Mathematics from California Institute of Technology in 1967, and a Ph.D. in Economics from Massachusetts Institute of Technology in 1970. He holds honorary degrees from the University of Chicago, Claremont Graduate University and several foreign universities.

Dr. Merton was named IAQF/SunGard Financial Engineer of the Year in 1993.

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