Financial Engineer of the Year:
Bruno Dupire
Award Dinner Information
Tuesday, May 19, 2026
The Yale Club
New York City
6:30pm Cocktails 7:30pm Dinner
Corporate sponsorships including tables of ten are available
Individual seats are available for $600
For more information please contact the
IAQF office at 646-736-0705 or info@iaqf.org
About the Winner:
Bruno Dupire is head of Quantitative Research at Bloomberg L.P., which he joined in 2004. Prior to this assignment in New York, he has headed the Derivatives Research teams at Société Générale, Paribas Capital Markets and Nikko Financial Products where he was a Managing Director. He is best known for having pioneered the widely used Local Volatility model (simplest extension of the Black-Scholes-Merton model to fit all option prices) in 1993 and the Functional Itô Calculus (framework for path dependency) in 2009. After a Master's degree in Artificial Intelligence in 1982 and a PhD in Numerical Analysis in 1985 he has conducted in 1987-88 a study to apply Neural Nets to time series forecasting for Caisse des Dépôts et Consignations.
At Bloomberg he has initiated the BQuant project, a quant platform that combines easy access to the data with the expressivity of Python. He runs the BBQ (Bloomberg Quant) seminar, the largest monthly quant seminar worldwide. He is a Fellow and Adjunct Professor at NYU and he is in the Risk magazine “Hall of Fame”. He is the recipient of the 2006 “Cutting edge research” award of Wilmott Magazine, of the Risk Magazine “Lifetime Achievement” award for 2008 and of the 2025 Financial Engineer of the Year Award of IAQF.
