Alexander Antonov

Quantitative Research & Development Lead at Abu Dhabi Investment Authority (ADIA)

Speaker

Alexandre Antonov received his PhD degree from the Landau Institute for Theoretical Physics in 1997. He worked for Numerix during 1998-2017, then in Standard Chartered bank in London as a director.

His activity is concentrated on modeling and numerical methods for interest rates, cross currency, credit and XVA, as well as Machine Learning and its applications. AA is an author for multiple publications in mathematical finance and a frequent speaker at financial conferences.

He has received a Quant of Year Award of Risk magazine in 2016.