Alex LiptonGlobal Head, Quantitative R&D at Abu Dhabi Investment Authority (ADIA)
Alex Lipton is Managing Director, Quantitative Solutions Executive at Bank of America and a Visiting Professor of Quantitative Finance at University of Oxford. Prior to that, he was Managing Director, Co-Head of the Global Quantitative Group at Bank of America Merrill Lynch and a Visiting Professor of Mathematics at Imperial College London. Previously, he was Managing Director and Head of Capital Structure Quantitative Research at Citadel Investment Group in Chicago; he has also worked at Credit Suisse, Deutsche Bank and Bankers Trust. Before switching to finance, Alex was a Full Professor of Mathematics at the University of Illinois and a Consultant at Los Alamos National Laboratory. His current interests include monetary circuit theory, bank balance sheet optimization, FinTech including digital banking, and CCPs. In 2000 Alex was awarded the first Quant of the Year Award by Risk Magazine. Alex is the author of two books (Magnetohydrodynamics and Spectral Theory and Mathematical Methods for Foreign Exchange) and the editor of five more, including, most recently, Risk Magazine Quant of the Year Award-Winning Papers, 2000-2014. He has published numerous influential research papers on hydrodynamics, magnetohydrodynamics, astrophysics, and financial engineering. Alex is a founding patron of the 14-10 Club at the Royal Institution (jointly with David Harding) and an avid collector of military optics.