dstefan
Baruch MFE Director
- Joined
- 5/19/06
- Messages
- 1,335
- Points
- 93
It is thrilling to let you know that our colleague Jim Gatheral was named 2021 Risk Quant of the Year by Risk.net, along with Mathieu Rosenbaum, in recognition of their work on rough volatility.
www.risk.net
Jim joined our Baruch MFE Program in 2010 from Merrill Lynch after a long and distinguished career in finance and has been Presidential Professor at Baruch College since 2012. A marvelous educator, Jim had an instant impact on the professional growth and success of our students, who endowed the Jim Gatheral Excellence Scholarship in 2017 in recognition of Jim's contribution to their success. Jim's research career, foretold by his best-selling "Volatility Surface" monograph published while working in the industry, has been nothing short of amazing. With wonderful taste in topics and great intuition, Jim collaborates with researchers on three continents. In particular, rough volatility has grown into a very active and flourishing branch of research, with well over a hundred new papers appearing since his initial paper with Jaisson and Rosenbaum.
Being named the 2021 Risk Quant of the Year is wonderful recognition for Jim's academic work. We are looking forward to the next chapters of Jim's work, both in research and with our Baruch MFE students.
Quants of the year – Jim Gatheral and Mathieu Rosenbaum - Risk.net
Risk Awards 2021: rough volatility models could make the options market more efficient
www.risk.net
Jim joined our Baruch MFE Program in 2010 from Merrill Lynch after a long and distinguished career in finance and has been Presidential Professor at Baruch College since 2012. A marvelous educator, Jim had an instant impact on the professional growth and success of our students, who endowed the Jim Gatheral Excellence Scholarship in 2017 in recognition of Jim's contribution to their success. Jim's research career, foretold by his best-selling "Volatility Surface" monograph published while working in the industry, has been nothing short of amazing. With wonderful taste in topics and great intuition, Jim collaborates with researchers on three continents. In particular, rough volatility has grown into a very active and flourishing branch of research, with well over a hundred new papers appearing since his initial paper with Jaisson and Rosenbaum.
Being named the 2021 Risk Quant of the Year is wonderful recognition for Jim's academic work. We are looking forward to the next chapters of Jim's work, both in research and with our Baruch MFE students.
