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Peter Carr Selected as 2010 IAFE Financial Engineer of the Year
Posted: December 1st, 2010, 10:38 pm
by AndyNguyen
Press release by IAFE/SunGuardThe International Association of Financial Engineers and SunGard today announced that Peter Carr, managing director and global head of market modeling for Morgan Stanley, has been named the 2010 IAFE/SunGard Financial Engineer of the Year (FEOY). The award will be presented to Dr. Carr on February 10, 2011, at the New York Stock Exchange in New York City, during the IAFE/SunGard FEOY Award Gala Dinner. More on Peter Carr's interview on Quantnet
Peter Carr Selected as 2010 IAFE Financial Engineer of the Year
Posted: December 1st, 2010, 10:48 pm
by Hansi
Do they provide any disclosure to the selection process? E.g. which of Carr's contributions this year secured him the awards, who were the runner-ups and why didn't they win etc?
Peter Carr Selected as 2010 IAFE Financial Engineer of the Year
Posted: December 1st, 2010, 10:59 pm
by AndyNguyen
This is in their press release which i linked aboveThe annual IAFE/SunGard FEOY Award, established in 1993, recognizes individual contributions to the advancement of financial engineering technology. Nominations are submitted by a nominating committee of approximately 100 people, consisting of all the IAFE governing boards. They are then reviewed in a two step process by a selection committee of 25 members, including the IAFE board of directors and senior fellows. This year's selection committee was chaired by Dr. Bob Litterman, an IAFE senior fellow and the 2008 FEOY award winner.
Peter Carr Selected as 2010 IAFE Financial Engineer of the Year
Posted: December 1st, 2010, 11:07 pm
by Hansi
QuoteOriginally posted by: AndyNguyenThis is in their press release which i linked aboveThe annual IAFE/SunGard FEOY Award, established in 1993, recognizes individual contributions to the advancement of financial engineering technology. Nominations are submitted by a nominating committee of approximately 100 people, consisting of all the IAFE governing boards. They are then reviewed in a two step process by a selection committee of 25 members, including the IAFE board of directors and senior fellows. This year's selection committee was chaired by Dr. Bob Litterman, an IAFE senior fellow and the 2008 FEOY award winner.Yeah, thanks I saw that. I was mainly wondering about the drivers for their final decision. Guess I'll just have to get cracking on getting to one of those senior fellow positions
Peter Carr Selected as 2010 IAFE Financial Engineer of the Year
Posted: December 2nd, 2010, 9:24 pm
by Yossarian22
He is also credited with numerous contributions to quantitative finance including: co-inventing the variance gamma modelWhat about D.B. Madan and E. Seneta?inventing static and semi-static hedging of exotic options, What about Derman? and popularizing variance swaps and corridor variance swaps.What about Sebastien Bossu, Eva Strasser, Regis Guichard and DDKZ?Peter has won awards from Wilmott Magazine for "Cutting Edge Research'' and from Risk Magazine for "Quant of the Year".