Alexandre Antonov

Quanitative Research and Development Lead at ADIA

Speaker

Alexandre Antonov is a leading quantitative finance practitioner currently working at the Abu Dhabi Investment Authority (ADIA). He holds a PhD from the Landau Institute for Theoretical Physics in Russia.

Throughout his career, Dr. Antonov has made significant contributions to derivatives pricing methodology and risk modeling at several financial institutions, including Numerix, Standard Chartered Bank and Danske Bank.

His experience spans both sell-side institutions, where he developed sophisticated pricing models for trading desks, and buy-side organizations, where he has applied rigorous quantitative methods to investment strategies and risk management frameworks. This dual perspective has informed his practical approach to mathematical finance, particularly in the areas of interest rate modeling and volatility calibration techniques.

Dr. Antonov was named Risk Magazine's Quant of the Year, a prestigious recognition of his contributions to quantitative finance. He has published papers in industry journals and has participated in the development of quantitative methodologies used in derivatives pricing systems.