Antonov's Breakthrough Efforts in XVA; Negative Rates Recognized by Risk Magazine

New York, NY – February 2, 2016

Today Numerix is proud to announce that Dr. Alexandre Antonov, Senior Vice President of Quantitative Research and 18 year veteran of Numerix has been named Quant of the Year in the 2016 Risk Awards. The Risk Awards are the longest running awards of their kind and are widely recognized as the most prestigious.

“Alexandre has dedicated his entire professional career to quantitative research and I see this award as the culmination of his hard work and unwavering commitment. His contributions to Numerix over the past eighteen years have had a profound impact on the company; both in terms of overall strategic direction and product development,” said Steven R. O’Hanlon, Chief Executive Officer & President of Numerix. “I’m ecstatic, and incredibly proud to have Numerix’s very own Dr. Antonov take this one home. On a personal level, Alexandre’s kindness and willingness to mentor numerous protégées over the years is a testament to his character as an employee, and as a human-being. There’s no one more deserving of this fantastic achievement.”

During the course of his career Dr. Antonov has had over twenty articles published in industry journals, including six that have appeared on the pages of Risk Magazine. Examples of his many achievements at Numerix include implementing significant parts of analytical approximation for European options, LMM, Heston and SABR models, as well as contributing to exposure logic implementation and script technology. He was also a key contributor to the design and concept of Numerix’s framework for calculating XVA pricing adjustments, including the XVA script.

“I’m extremely proud and humbled to be named Quant of the Year 2016. I owe my thanks to my family, especially my father who helped me early on during my studies. But of course none of this would be possible without the support of my colleagues at Numerix, and superb collaborators across the industry. I’ve had the pleasure of working with so many brilliant quants and developers over the years, they’ve without question pushed me to achieve new heights with my research. All of my co-authors and supporters, especially the senior management team at Numerix – I thank you,” said Dr. Antonov.  “Acceptance of this award is validation that I’ve followed the correct path and that the industry is not only appreciative of my work, but more importantly, finds it useful and impactful towards solving complex quantitative problems. I couldn’t be more proud at this moment.”

Dr. Serguei Issakov, Senior Vice President, Global Head of Quantitative Research adds: “This honor is undoubtedly one of the most prestigious in the industry. After being nominated and considered for so many years for his outstanding achievements it’s gratifying to see Alexandre accept this award. His patience and fortitude with challenging projects have always been met with strength and a can-do attitude, and his dedication to his craft has enabled him the foresight to anticipate future needs and direction of quantitative research inside Numerix. I congratulate Alexandre on this well-deserved success.”

Dr. Antonov first began studying Physics and Mathematics at the Moscow Institute of Physics and Technology, followed by the Landau Institute for Theoretical Physics and The Laboratory of Theoretical and High Energy Physics at the University of Paris VI.  Graduating in 1997 with his PhD in Theoretical Physics with a thesis on The Quantum Symmetries of the Exactly Solvable Models" at the Landau Institute, Alexandre began studying C++ programming with one of Numerix’s scientific founders Pavel Kalugin. In March 1998 Alexandre officially joined Numerix based in Paris taking on a number of positions during his tenure with the company including Quantitative Analyst, Senior Quantitative Analyst, Vice President and Senior Vice President.

About Numerix
Numerix is the award winning, leading independent analytics institution providing cross-asset solutions for structuring, pre-trade price discovery, trade capture, valuation and portfolio management of derivatives and structured products. Since its inception in 1996, over 700 clients and 90 partners across more than 26 countries have come to rely on Numerix analytics for speed and accuracy in valuing and managing the most sophisticated financial instruments. With offices in New York, Boston, Chicago, San Francisco, Sao Paulo, Vancouver, London, Paris, Milan, Stockholm, Frankfurt, Dubai, Beijing, Mumbai, Hong Kong, Seoul, Singapore, Sydney, Tokyo and Taipei, Numerix brings together unparalleled expertise across all asset classes and engineering disciplines. For more information please visit

Emily Ahearn
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Phone 646 898 1294
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