Alexandre AntonovQuantitative Research & Development Lead at ADIA
Alexandre Antonov received his PhD degree from the Landau Institute for Theoretical Physics in 1997. He worked for Numerix, Standard Chartered and Danske Bank. Currently, AA is a Quantitative Research & Development Lead at ADIA in Abu-Dhabi.
His activity is concentrated on modeling and numerical methods for portfolio optimization, 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.