This is a list of ''notable''

quantitative analyst Quantitative may refer to: * Quantitative research, scientific investigation of quantitative properties * Quantitative analysis (disambiguation) * Quantitative verse, a metrical system in poetry * Statistics, also known as quantitative analysis ...

s (by ''surname''); see also § Seminal publications there, and List of financial economists.

Pioneers

Kenneth Arrow Kenneth Joseph Arrow (23 August 1921 – 21 February 2017) was an American economist, mathematician, writer, and political theorist. He was the joint winner of the Nobel Memorial Prize in Economic Sciences with John Hicks in 1972. In economics ...

, (1921 – 2017), American economist,

Social choice theory Social choice theory or social choice is a theoretical framework for analysis of combining individual opinions, preferences, interests, or welfares to reach a ''collective decision'' or ''social welfare'' in some sense.Amartya Sen (2008). "Soci ...

. *

Louis Bachelier Louis Jean-Baptiste Alphonse Bachelier (; 11 March 1870 – 28 April 1946) was a French mathematician at the turn of the 20th century. He is credited with being the first person to model the stochastic process now called Brownian motion, as part ...

, (1870–1946), French mathematician, Pioneer of

financial mathematics Mathematical finance, also known as quantitative finance and financial mathematics, is a field of applied mathematics, concerned with mathematical modeling of financial markets. In general, there exist two separate branches of finance that require ...

. *

Jacob Bernoulli Jacob Bernoulli (also known as James or Jacques; – 16 August 1705) was one of the many prominent mathematicians in the Bernoulli family. He was an early proponent of Leibnizian calculus and sided with Gottfried Wilhelm Leibniz during the Le ...

, (1654–1705), Swiss mathematician, discovered the mathematical constant while studying Compound interest. *

Fischer Black Fischer Sheffey Black (January 11, 1938 – August 30, 1995) was an American economist, best known as one of the authors of the Black–Scholes equation. Background Fischer Sheffey Black was born on January 11, 1938. He graduated from Harvard ...

, (1938 – 1995), American economist, famous for

Black–Scholes equation In mathematical finance, the Black–Scholes equation is a partial differential equation (PDE) governing the price evolution of a European call or European put under the Black–Scholes model. Broadly speaking, the term may refer to a similar PDE ...

. * Michael Brennan, (born 1942), co-designed the Brennan-Schwartz interest rate model, and pioneer of

real options Real options valuation, also often termed real options analysis,Adam Borison (Stanford University)''Real Options Analysis: Where are the Emperor's Clothes?'' (ROV or ROA) applies option valuation techniques to capital budgeting decisions.Campbe ...

theory. *

Vinzenz Bronzin Vinzenz Bronzin (1872 in Rovigno – 1970 in Trieste) was an Italian mathematics professor, known today for an early ("rediscovered") option pricing formula, similar to, and predating, the Black–Scholes 1973 formula; he also provided a formula ...

(1872 – 1970), Italian mathematics professor; published option pricing formulae in 1908, as well as a formulation of put–call parity. *

Phelim Boyle Phelim P. Boyle (born 1941), is an Irish economist and distinguished professor and actuary, and a pioneer of quantitative finance. He is best known for initiating the use of Monte Carlo methods in option pricing. Biography Born on a farm in L ...

, (born 1941), (Irish physicist), initiated the use of

Monte Carlo method Monte Carlo methods, or Monte Carlo experiments, are a broad class of computational algorithms that rely on repeated random sampling to obtain numerical results. The underlying concept is to use randomness to solve problems that might be determi ...

s and

Trinomial tree The trinomial tree is a lattice-based computational model used in financial mathematics to price options. It was developed by Phelim Boyle in 1986. It is an extension of the binomial options pricing model, and is conceptually similar. It can also ...

s in

option pricing In finance, a price (premium) is paid or received for purchasing or selling options. This article discusses the calculation of this premium in general. For further detail, see: for discussion of the mathematics; Financial engineering for the impl ...

. *

John Carrington Cox John Carrington Cox is the Nomura Professor of Finance at the MIT Sloan School of Management. He is one of the world's leading experts on options theory and one of the inventors of the Cox–Ross–Rubinstein model for option pricing, as well as ...

, (born 1943), one of the inventors of the

Cox-Ross-Rubinstein model In finance, the binomial options pricing model (BOPM) provides a generalizable numerical method for the valuation of options. Essentially, the model uses a "discrete-time" ( lattice based) model of the varying price over time of the underlying fin ...

. *

Emanuel Derman Emanuel Derman (born 1945) is a South African-born academic, businessman and writer. He is best known as a quantitative analyst, and author of the book ''My Life as a Quant: Reflections on Physics and Finance''. He is a co-author of Black–Derm ...

, (born 1945), particle physicist, co-author of

Black–Derman–Toy model In mathematical finance, the Black–Derman–Toy model (BDT) is a popular short-rate model used in the pricing of bond options, swaptions and other interest rate derivatives; see . It is a one-factor model; that is, a single stochastic factor—t ...

. *

Richard A. Epstein Richard Allen Epstein (born April 17, 1943) is an American legal scholar known for his writings on torts, contracts, property rights, law and economics, classical liberalism, and libertarianism. He is the Laurence A. Tisch Professor of Law at ...

, (born 1927), notable American game theorist and physicist. *

Eugene Fama Eugene Francis "Gene" Fama (; born February 14, 1939) is an American economist, best known for his empirical work on portfolio theory, asset pricing, and the efficient-market hypothesis. He is currently Robert R. McCormick Distinguished Servi ...

, (born 1939) American economist, work on

portfolio theory Modern portfolio theory (MPT), or mean-variance analysis, is a mathematical framework for assembling a portfolio of assets such that the expected return is maximized for a given level of risk. It is a formalization and extension of diversificatio ...

and asset pricing, laureate

Nobel Memorial Prize in Economic Sciences The Nobel Memorial Prize in Economic Sciences, officially the Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel ( sv, Sveriges riksbanks pris i ekonomisk vetenskap till Alfred Nobels minne), is an economics award administered ...

. *

Victor Glushkov Victor Mikhailovich Glushkov ( rus, Виктор Миха́йлович Глушко́в; August 24, 1923 – January 30, 1982) was a Soviet mathematician, the founding father of information technology in the Soviet Union and one of the foun ...

, (1923 – 1982), founding father of information theory in the Soviet Union. *

Benjamin Graham Benjamin Graham (; né Grossbaum; May 9, 1894 – September 21, 1976) was a British-born American economist, professor and investor. He is widely known as the "father of value investing", and wrote two of the founding texts in neoclassical inves ...

, (1894 – 1976) American economist and professional investor and first proponent of

value investing Value investing is an investment paradigm that involves buying securities that appear underpriced by some form of fundamental analysis. The various forms of value investing derive from the investment philosophy first taught by Benjamin Graham ...

. * Myron J. Gordon, (1920 – 2010) American economist; noted for Gordon model. * Robert Haugen, (1942 - 2013) US

financial economist Financial economics, also known as finance, is the branch of economics characterized by a "concentration on monetary activities", in which "money of one type or another is likely to appear on ''both sides'' of a trade". William F. Sharpe"Financia ...

and a pioneer in the field of

quantitative investing Quantitative analysis is the use of mathematical and statistical methods in finance and investment management. Those working in the field are quantitative analysts (quants). Quants tend to specialize in specific areas which may include derivative s ...

and

low-volatility investing Low-volatility investing is an investment style that buys stocks or securities with low volatility and avoids those with high volatility. This investment style exploits the low-volatility anomaly. According to financial theory risk and return should ...

. * Thomas Ho, author of the

Ho–Lee model In financial mathematics, the Ho–Lee model is a short-rate model widely used in the pricing of bond options, swaptions and other interest rate derivatives, and in modeling future interest rates. It was developed in 1986 by Thomas Ho and Sang Bin ...

and

key rate duration Fixed-income attribution is the process of measuring returns generated by various sources of risk in a fixed income portfolio, particularly when multiple sources of return are active at the same time. For example, the risks affecting the return ...

. * John C. Hull, noted for the Hull-White model. * Jonathan E. Ingersoll, (born 1949), one of the authors of the

Cox–Ingersoll–Ross model In mathematical finance, the Cox–Ingersoll–Ross (CIR) model describes the evolution of interest rates. It is a type of "one factor model" ( short-rate model) as it describes interest rate movements as driven by only one source of mark ...

of the

yield curve In finance, the yield curve is a graph which depicts how the yields on debt instruments - such as bonds - vary as a function of their years remaining to maturity. Typically, the graph's horizontal or x-axis is a time line of months or ye ...

. *

Kiyoshi Itō Kiyoshi, (きよし or キヨシ), is a Japanese given name, also spelled Kyoshi. Possible meanings *'' Kyōshi'', a form of Japanese poetry *Kyōshi, a Japanese honorific Possible writings *清, "cleanse" *淳, "pure" *潔, "undefiled" *清志, ...

, (1915 – 2008) was a Japanese mathematician whose work is now called

Itō calculus Itō may refer to: *Itō (surname), a Japanese surname *Itō, Shizuoka, Shizuoka Prefecture, Japan *Ito District, Wakayama Prefecture, Japan See also * Itô's lemma, used in stochastic calculus *Itoh–Tsujii inversion algorithm, in field theory ...

. *

Robert A. Jarrow __NOTOC__ Robert Alan Jarrow is the Ronald P. and Susan E. Lynch Professor of Investment Management at the Johnson Graduate School of Management, Cornell University. Professor Jarrow is a co-creator of the Heath–Jarrow–Morton framework for ...

, a co-creator of the

Heath–Jarrow–Morton framework The Heath–Jarrow–Morton (HJM) framework is a general framework to model the evolution of interest rate curves – instantaneous forward rate curves in particular (as opposed to simple forward rates). When the volatility and drift of the in ...

for pricing interest rate derivatives. * John Kelly, (1923–1965), American physicist, Bell Labs scientist, best known for formulating the

Kelly criterion In probability theory, the Kelly criterion (or Kelly strategy or Kelly bet), is a formula that determines the optimal theoretical size for a bet. It is valid when the expected returns are known. The Kelly bet size is found by maximizing the expec ...

. * Sang Bin Lee, author of the

. *

Martin L. Leibowitz Martin L. Leibowitz is a financial researcher, business leader, and a managing director of Morgan Stanley. Career Before joining Morgan Stanley, Leibowitz was vice chairman and chief investment officer of TIAA-CREF from 1995 to 2004. Previously he ...

, developed dedicated portfolio theory. *

Francis Longstaff Francis A. Longstaff (born August 3, 1956) is an American educator and pioneer in quantitative finance. He serves as the Allstate Professor of Insurance and Finance at the Anderson School of Management, University of California, Los Angeles, a ...

, (born 1956), known for the Longstaff-Schwartz interest rate model. *

Frederick Macaulay Frederick Robertson Macaulay (August 12, 1882 – March 1970) was a Canadian economist of the Institutionalist School. He is known for introducing the concept of bond duration. Macaulay's contributions also include a mammoth empirical stud ...

, (1882–1970), Canadian-American economist, introduced the concept of

Bond duration In finance, the duration of a financial asset that consists of fixed cash flows, such as a bond, is the weighted average of the times until those fixed cash flows are received. When the price of an asset is considered as a function of yield, dur ...

. *

Harry Markowitz Harry Max Markowitz (born August 24, 1927) is an American economist who received the 1989 John von Neumann Theory Prize and the 1990 Nobel Memorial Prize in Economic Sciences. Markowitz is a professor of finance at the Rady School of Management ...

, (born 1927), American economist,

. Pioneering work in

Modern Portfolio Theory Modern portfolio theory (MPT), or mean-variance analysis, is a mathematical framework for assembling a portfolio of assets such that the expected return is maximized for a given level of risk. It is a formalization and extension of diversificatio ...

. *

Benoît Mandelbrot Benoit B. Mandelbrot (20 November 1924 – 14 October 2010) was a Polish-born French-American mathematician and polymath with broad interests in the practical sciences, especially regarding what he labeled as "the art of roughness" of phy ...

, (1924 – 2010) was a French American mathematician, the father of

fractal geometry In mathematics, a fractal is a geometric shape containing detailed structure at arbitrarily small scales, usually having a fractal dimension strictly exceeding the topological dimension. Many fractals appear similar at various scales, as illus ...

. *

Robert C. Merton Robert Cox Merton (born July 31, 1944) is an American economist, Nobel Memorial Prize in Economic Sciences laureate, and professor at the MIT Sloan School of Management, known for his pioneering contributions to continuous-time finance, especia ...

, (born 1944), American economist, and laureate

. *

John von Neumann John von Neumann (; hu, Neumann János Lajos, ; December 28, 1903 – February 8, 1957) was a Hungarian-American mathematician, physicist, computer scientist, engineer and polymath. He was regarded as having perhaps the widest cove ...

, (1903 – 1957), Hungarian American mathematician made major contributions to a vast range of fields *

Victor Niederhoffer Victor Niederhoffer (born December 10, 1943) is an American hedge fund manager, champion squash player, bestselling author and statistician. Life and career Niederhoffer was born in Brooklyn to a Jewish family. His paternal grandfather Martin (M ...

, (born 1943), American, the father of

Statistical arbitrage In finance, statistical arbitrage (often abbreviated as ''Stat Arb'' or ''StatArb'') is a class of short-term financial trading strategies that employ mean reversion models involving broadly diversified portfolios of securities (hundreds to thousan ...

and of

Market microstructure Market microstructure is a branch of finance concerned with the details of how exchange occurs in markets. While the theory of market microstructure applies to the exchange of real or financial assets, more evidence is available on the microstructu ...

studies. * Stephen Ross, (1944 – 2017), American, known for initiating several important theories and models in

financial economics Financial economics, also known as finance, is the branch of economics characterized by a "concentration on monetary activities", in which "money of one type or another is likely to appear on ''both sides'' of a trade".William F. Sharpe"Financial ...

. *

Mark Rubinstein Mark Edward Rubinstein (June 8, 1944 – May 9, 2019) was a leading financial economist and financial engineer. He was ''Paul Stephens Professor of Applied Investment Analysis'' at the Haas School of Business of the University of California, Berk ...

, (1944 – 2019), American, a senior academic in the field of

finance Finance is the study and discipline of money, currency and capital assets. It is related to, but not synonymous with economics, the study of production, distribution, and consumption of money, assets, goods and services (the discipline of fina ...

, focusing on

derivative In mathematics, the derivative of a function of a real variable measures the sensitivity to change of the function value (output value) with respect to a change in its argument (input value). Derivatives are a fundamental tool of calculus. F ...

s, particularly options. *

Myron Scholes Myron Samuel Scholes ( ; born July 1, 1941) is a Canadian-American financial economist. Scholes is the Frank E. Buck Professor of Finance, Emeritus, at the Stanford Graduate School of Business, Nobel Laureate in Economic Sciences, and co-origina ...

, (born 1941), Canadian-American, financial economist who is best known as one of the authors of the Black–Scholes equation. *

Eduardo Schwartz Eduardo Saul Schwartz (born 1940) is a professor of finance at SFU's Beedie School of Business, where he holds the Ryan Beedie Chair in Finance. He is also a Distinguished Research Professor at the University of California, Los Angeles. He is know ...

, (born 1940), American, pioneering research in the

method of pricing investments under

uncertainty Uncertainty refers to epistemic situations involving imperfect or unknown information. It applies to predictions of future events, to physical measurements that are already made, or to the unknown. Uncertainty arises in partially observable or ...

. *

Claude Shannon Claude Elwood Shannon (April 30, 1916 – February 24, 2001) was an American people, American mathematician, electrical engineering, electrical engineer, and cryptography, cryptographer known as a "father of information theory". As a 21-year-o ...

, (1916 – 2001), American, mathematician, electronic engineer, and cryptographer known as "the father of

Information Theory Information theory is the scientific study of the quantification (science), quantification, computer data storage, storage, and telecommunication, communication of information. The field was originally established by the works of Harry Nyquist a ...

". *

William F. Sharpe William Forsyth Sharpe (born June 16, 1934) is an American economist. He is the STANCO 25 Professor of Finance, Emeritus at Stanford University's Graduate School of Business, and the winner of the 1990 Nobel Memorial Prize in Economic Sciences. ...

, (born 1934), American

, one of the originators of the

Capital Asset Pricing Model In finance, the capital asset pricing model (CAPM) is a model used to determine a theoretically appropriate required rate of return of an asset, to make decisions about adding assets to a well-diversified portfolio. The model takes into accou ...

. *

Nassim Taleb Nassim Nicholas Taleb (; alternatively ''Nessim ''or'' Nissim''; born 12 September 1960) is a Lebanese-American essayist, mathematical statistician, former option trader, risk analyst, and aphorist whose work concerns problems of randomness, ...

, (born 1960), Lebanon, considers himself less a businessman than an

epistemologist Epistemology (; ), or the theory of knowledge, is the branch of philosophy concerned with knowledge. Epistemology is considered a major subfield of philosophy, along with other major subfields such as ethics, logic, and metaphysics. Episte ...

randomness In common usage, randomness is the apparent or actual lack of pattern or predictability in events. A random sequence of events, symbols or steps often has no order and does not follow an intelligible pattern or combination. Individual rand ...

. *

Thales Thales of Miletus ( ; grc-gre, Θαλῆς; ) was a Greek mathematician, astronomer, statesman, and pre-Socratic philosopher from Miletus in Ionia, Asia Minor. He was one of the Seven Sages of Greece. Many, most notably Aristotle, regarded him ...

, (c. 624 BC – c. 546 BC), Greek, one of the

Seven Sages of Greece The Seven Sages (of Greece) or Seven Wise Men (Greek: ''hoi hepta sophoi'') was the title given by classical Greek tradition to seven philosophers, statesmen, and law-givers of the 7–6th century BC who were renowned for their wisdom. The S ...

, made the first recorded option trade. *

Ed Thorp Edward Oakley Thorp (born August 14, 1932) is an American mathematics professor, author, hedge fund manager, and blackjack researcher. He pioneered the modern applications of probability theory, including the harnessing of very small correlatio ...

, American, (born 1932), author of Beat the Dealer, the first book to mathematically prove, in 1962, that the house advantage in blackjack could be overcome by

card counting Card counting is a blackjack strategy used to determine whether the player or the dealer has an advantage on the next hand. Card counters are advantage players who try to overcome the casino house edge by keeping a running count of high and low ...

. * Alan White, noted for the Hull-White model. * Oldrich Vasicek, (born 1942), Czech, breakthrough paper, describing the dynamics of the

; see

Vasicek model In finance, the Vasicek model is a mathematical model describing the evolution of interest rates. It is a type of one-factor short-rate model as it describes interest rate movements as driven by only one source of market risk. The model can be u ...

Other well-known figures

Cliff Asness Clifford Scott Asness (; born October 17, 1966) is an American hedge fund manager and the co-founder of AQR Capital Management. Early life and early education Asness was born to a Jewish family, in Queens, New York, the son of Carol, who ran a ...

, (born 1966), American, co-founder of AQR Capital Management, credited with popularizing value and momentum strategies. * David Blitz, (born 1973), Dutch, founding researcher of Robeco Quantitative Investments contributor to

factor investing Factor investing is an investment approach that involves targeting quantifiable firm characteristics or “factors” that can explain differences in stock returns. Security characteristics that may be included in a factor-based approach include si ...

literature. *

Jean-Philippe Bouchaud Jean-Philippe Bouchaud (born 1962) is a French physicist. He is co-founder and chairman of Capital Fund Management (CFM), adjunct professor at École Normale Supérieure and co-director of the CFM-Imperial Institute of Quantitative Finance at Im ...

, (born 1962), French physicist and econophysicist, former editor of ''Quantitative Finance''. *

Damiano Brigo Damiano Brigo (born Venice, Italy 1966) is an applied mathematician and Chair in Mathematical Finance at Imperial College London. He is known for research in filtering theory and mathematical finance. Main results Brigo started his work with the ...

, (born 1966), Italian, known for results in

systems theory Systems theory is the interdisciplinary study of systems, i.e. cohesive groups of interrelated, interdependent components that can be natural or human-made. Every system has causal boundaries, is influenced by its context, defined by its structu ...

probability Probability is the branch of mathematics concerning numerical descriptions of how likely an Event (probability theory), event is to occur, or how likely it is that a proposition is true. The probability of an event is a number between 0 and ...

and

mathematical finance Mathematical finance, also known as quantitative finance and financial mathematics, is a field of applied mathematics, concerned with mathematical modeling of financial markets. In general, there exist two separate branches of finance that require ...

. * Aaron Brown, (born 1956), American risk expert, known for the idea that the economics of modern global derivatives evolved from gambling. *

Gunduz Caginalp Gunduz Caginalp was a mathematician whose research has also contributed over 100 papers to physics, materials science and economics/finance journals, including two with Michael Fisher and nine with Nobel Laureate Vernon Smith. He began his studi ...

, (1952 - 2021), Turkish American, researcher known for work in

quantitative behavioral finance Quantitative behavioral finance is a new discipline that uses mathematical and statistical methodology to understand behavioral biases in conjunction with valuation. The research can be grouped into the following areas: # Empirical studies that d ...

. *

Neil Chriss Neil A. Chriss is a mathematician, academic, hedge fund manager, philanthropist and a founding board member of the charity organization "Math for America" which seeks to improve math education in the United States. Chriss also serves on the board ...

, American,

mathematician A mathematician is someone who uses an extensive knowledge of mathematics in their work, typically to solve mathematical problems. Mathematicians are concerned with numbers, data, quantity, structure, space, models, and change. History On ...

academic An academy (Attic Greek: Ἀκαδήμεια; Koine Greek Ἀκαδημία) is an institution of secondary education, secondary or tertiary education, tertiary higher education, higher learning (and generally also research or honorary membershi ...

hedge fund A hedge fund is a pooled investment fund that trades in relatively liquid assets and is able to make extensive use of more complex trading, portfolio-construction, and risk management techniques in an attempt to improve performance, such as sho ...

manager, first director of the Courant Institute Mathematical Finance Program. * Jakša Cvitanić, (born 1962), Croatian, Professor of Mathematical Finance at the

California Institute of Technology The California Institute of Technology (branded as Caltech or CIT)The university itself only spells its short form as "Caltech"; the institution considers other spellings such a"Cal Tech" and "CalTech" incorrect. The institute is also occasional ...

. *

Raphael Douady Raphael Douady (born 15 November 1959) is a French mathematician and economist. He holds the Robert Frey Endowed Chair for Quantitative Finance at Stony Brook, New York. He is a fellow of the Centre d’Economie de la Sorbonne (Economic Centr ...

, (born 1959) French mathematician, Head of Laboratory of Excellence on Financial Regulation at the Sorbonne. *

Darrell Duffie James Darrell Duffie (born May 23, 1954) is a Canadian financial economist and is Dean Witter Distinguished Professor of Finance at Stanford Graduate School of Business. He is the author of numerous research articles, and several books, includi ...

, (born 1954) Canadian, Dean Witter Distinguished Professor of Finance at

Stanford Graduate School of Business The Stanford Graduate School of Business (also known as Stanford GSB) is the graduate business school of Stanford University, a private research university in Stanford, California. For several years it has been the most selective business schoo ...

. * Bruno Dupire, (1958), French, known for showing how to derive a local volatility model. * Frank J. Fabozzi, American, prolific author, co-developer of the Kalotay–Williams–Fabozzi model. * J. Doyne Farmer, (born 1952), American, one of the founders of the Prediction Company. * Jim Gatheral, Scottish, known for work on the volatility smile and the volatility surface. * Hélyette Geman French mathematician known for change of numeraire methods in mathematical finance. * Kenneth C. Griffin, (born 1968), is an American

manager. * Albert Hibbs, (1924 - 2003) noted American mathematician and the "voice" of Jet Propulsion Laboratory, JPL. * Peter Jaeckel, German mathematician who has influenced the development of the use of Monte Carlo methods in Mathematical Finance. * Mark S. Joshi, (1969 - 2017) British Australian author, researcher and consultant in

. * Andrew Kalotay, (born 1941), Hungarian-American, Wall Street quant and chess master, statistician and mathematician. * Nicole El Karoui, (born 1944), mathematician, and pioneer in the development of Mathematical Finance. * Piotr Karasinski, quantitative finance pioneer; best known for the Black–Karasinski model. * Sheen T. Kassouf, (1929–2006) economist known for research in financial mathematics. * David X. Li, (born 1960), Chinese, pioneered the use of Gaussian copula models for the pricing of collateralized debt obligations (CDOs). * Andrew Lo, (born 1960), leading authority on

s and financial engineering; he proposed the Adaptive market hypothesis. * David Luenberger, (born 1937) mathematical scientist known for his research and his textbooks. * William Margrabe author of Margrabe's formula. * Fabio Mercurio, (born 1966), Italian, mathematician, internationally known for incomplete markets theory. * Attilio Meucci, Italian, applied mathematician, known for refining the Black-Litterman model and other portfolio and risk management methodologies. * Salih Neftçi, (1947- 2009) leading expert in the fields of stochastic processes and financial engineering. * Norman Packard, (born 1954), American, is a chaos theory physicist and one of the founders of the Prediction Company and ProtoLife. * William Perraudin, British, economist, specializing in the fields of risk and pricing of Bond (finance), debt instruments. * Riccardo Rebonato, former physicist specializing in yield curve modeling and risk management. * Isaak Russman, (1938 - 2005) was a Russian mathematician and economist. * David E. Shaw, (born 1951) computer scientist and computational biochemist who founded D. E. Shaw & Co. * Peng Shige, (born 1947), Chinese, mathematician noted for his contributions in stochastic analysis and

. * Steven E. Shreve, academic and widely read author in mathematical finance. * James Harris Simons, (born 1938), American

manager, mathematician, and philanthropist. * Stuart Turnbull (economist), Stuart Turnbull, Jarrow–Turnbull model * Pim van Vliet, (born 1977), Dutch quantitative fund manager, researcher with contributions to

. * Paul Wilmott, (born 1959) UK researcher, consultant and lecturer in quantitative finance. * Marc Yor, (1949 - 2014), French mathematician, known for work on stochastic processes, especially properties of semimartingales, Brownian motion and other Lévy processes. {{DEFAULTSORT:List Of Quantitative Analysts Lists of people by occupation, Quantitative analysts