Dedicated to fostering the profession of quantitative finance

The IAQF is a not-for-profit, professional society dedicated to fostering the profession of quantitative finance by providing platforms to discuss cutting-edge and pivotal issues in the field.


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September 9th, 2021

IAQF Endorsed Event: Northfield's 25th Annual Newport Seminar

Wednesday, October 13th, 2021 -- International Tennis Hall of Fame: 194 Bellevue Avenue, Newport RI

We are pleased to invite you and your colleagues to our annual Newport seminar. The purpose of the seminar is to present recent research and technical advances to our clients and friends while enjoying the many pleasures afforded by our unique venue.

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Event Spotlight

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October 7th, 2021

IAQF Endorsed Event: How I Became a Quant: UCLA

Thursday, November 4th, 2021 --

This annual event being held on Thursday, November 4th, 2021 4:00-5:15 PDT is a panel discussion on careers in quantitative finance. Industry veterans will discuss their experiences, the current economic climate and career paths in finance and data science. Please click read more to see the Panelists' bios and to get the registration information! 

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IAQF Senior Fellow Spotlight

                                                        


Richard Roll

Richard Roll is the Linde Professor of Finance at the California Institute of Technology.  He is a professor emeritus at UCLA where held the Joel Fried Chair at the Anderson School.  He is a principal of Compensation Valuation, Inc., and a board member of Western Asset Mortgage Capital Corp.  His business experience also includes three years with the Boeing Company in the early 1960’s where he worked on the Minuteman missile and the Saturn moon rocket.  During 1985-87, he was a vice president of Goldman Sachs where he founded and directed the mortgage securities research group.  He directed Roll and Ross Asset Management for twenty years. Roll has a bachelor’s degree in aeronautical engineering from Auburn University and an MBA from the University of Washington.  His academic career began in 1968 with a Ph.D from the University of Chicago.  Subsequently, he was on the faculty at Carnegie-Mellon University, The European Institute for the Advanced Study of Management in Brussels, and the French business school, Hautes Etudes Commerciales, before joining UCLA in 1976.  He retired from UCLA and joined Caltech in 2014. Roll has published two books and more than 100 articles in peer-reviewed journals on a variety of topics.  His 1968 doctoral thesis won the Irving Fisher Prize as the best American dissertation in economics.  He has won the Graham and Dodd Award for financial writing (four times) and the Leo Melamed Award for the best financial research by an American business school professor.  In 2009, he was named Financial Engineer of the Year by the International Association of Financial Engineers.  He has received honorary doctorates from universities in both France and Germany.  He is past president of the American Finance Association and is a fellow of the Econometric Society.   

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