QuantMinds International is part of the Informa Connect Division of Informa PLC
This site is operated by a business or businesses owned by Informa PLC and all copyright resides with them. Informa PLC's registered office is 5 Howick Place, London SW1P 1WG. Registered in England and Wales. Number 3099067.
Vladimir Piterbarg is the global head of Quantitative Analytics at NatWest Markets since 2018. He held similar positions at Rokos Capital Management LLP, Barclays Capital/Barclays investment bank, and Bank of America. Vladimir Piterbarg has a PhD in Mathematics (Stochastic Calculus) from the University of Southern California. He serves as an associate editor of the Journal of Computational Finance and the Journal of Investment Strategies. Together with Leif Andersen, Vladimir Piterbarg wrote the authoritative, three-volume set of books “Interest Rate Modelling”. He published multiple papers in various areas of quantitative finance, and won Risk Magazine’s Quant of the Year award twice.