List of quantitative analysts

Pioneers

• Kenneth Arrow,, American economist, Social choice theory.
• Louis Bachelier,, French mathematician, Pioneer of financial mathematics.
• Jacob Bernoulli,, Swiss mathematician, discovered the mathematical constant while studying Compound interest.
• Fischer Black,, American economist, famous for Black–Scholes equation.
• Michael Brennan,, co-designed the Brennan-Schwartz interest rate model, and pioneer of real options theory.
• Vinzenz Bronzin, Italian mathematics professor; published option pricing formulae in 1908, as well as a formulation of put–call parity.
• Phelim Boyle,,, initiated the use of Monte Carlo methods and Trinomial trees in option pricing.
• John Carrington Cox,, one of the inventors of the Cox-Ross-Rubinstein model.
• Emanuel Derman,, particle physicist, co-author of Black–Derman–Toy model.
• Richard A. Epstein,, notable American game theorist and physicist.
• Eugene Fama, American economist, work on portfolio theory and asset pricing, laureate Nobel Memorial Prize in Economic Sciences.
• Victor Glushkov,, founding father of information theory in the Soviet Union.
• Benjamin Graham, American economist and professional investor and first proponent of value investing.
• Myron J. Gordon, American economist; noted for Gordon model.
• Robert Haugen, US financial economist and a pioneer in the field of quantitative investing and low-volatility investing.
• Thomas Ho, author of the Ho–Lee model and key rate duration.
• John C. Hull, noted for the Hull–White model.
• Jonathan E. Ingersoll,, one of the authors of the Cox–Ingersoll–Ross model of the yield curve.
• Kiyoshi Itō, was a Japanese mathematician whose work is now called Itō calculus.
• Robert A. Jarrow, a co-creator of the Heath–Jarrow–Morton framework for pricing and credit risk model utilized in the financial field.
• John Kelly,, American physicist, Bell Labs scientist, best known for formulating the Kelly criterion.
• Sang Bin Lee, author of the Ho–Lee model.
• Martin L. Leibowitz, developed dedicated portfolio theory.
• Francis Longstaff,, known for the Longstaff-Schwartz interest rate model.
• Frederick Macaulay,, Canadian-American economist, introduced the concept of Bond duration.
• Harry Markowitz,, American economist, Nobel Memorial Prize in Economic Sciences. Pioneering work in Modern Portfolio Theory.
• Benoît Mandelbrot, was a French American mathematician, the father of fractal geometry.
• Robert C. Merton,, American economist, and laureate Nobel Memorial Prize in Economic Sciences.
• John von Neumann,, Hungarian American mathematician made major contributions to a vast range of fields
• Victor Niederhoffer,, American, the father of Statistical arbitrage and of Market microstructure studies.
• Stephen Ross,, American, known for initiating several important theories and models in financial economics.
• Mark Rubinstein,, American, a senior academic in the field of finance, focusing on derivatives, particularly options.
• Myron Scholes,, Canadian-American, financial economist who is best known as one of the authors of the Black–Scholes equation.
• Eduardo Schwartz,, American, pioneering research in the real options method of pricing investments under uncertainty.
• Claude Shannon,, American, mathematician, electronic engineer, and cryptographer known as "the father of Information Theory".
• William F. Sharpe,, American Nobel Memorial Prize in Economic Sciences, one of the originators of the Capital Asset Pricing Model.
• Nassim Nicholas Taleb,, Lebanon, considers himself less a businessman than an epistemologist of randomness.
• Thales,, Greek, one of the Seven Sages of Greece, made the first recorded option trade.
• Ed Thorp,, American author of Beat the Dealer, the first book to mathematically prove, in 1962, that the house advantage in blackjack could be overcome by card counting.
• Alan White, noted for the Hull-White model.
• Oldrich Vasicek,, Czech, breakthrough paper, describing the dynamics of the yield curve; see Vasicek model.

Other well-known figures

• Cliff Asness,, American, co-founder of AQR Capital Management, credited with popularizing value and momentum strategies.
• David Blitz,, Dutch, founding researcher of Robeco Quantitative Investments contributor to factor investing literature.
• Jean-Philippe Bouchaud,, French physicist and econophysicist, former editor of Quantitative Finance.
• Damiano Brigo,, Italian, known for results in systems theory, probability and mathematical finance.
• Aaron Brown,, American risk expert, known for the idea that the economics of modern global derivatives evolved from gambling.
• Gunduz Caginalp,, Turkish American, researcher known for work in quantitative behavioral finance.
• Neil Chriss, American, mathematician, academic, hedge fund manager, first director of the Courant Institute Mathematical Finance Program.
• Jakša Cvitanić,, Croatian, Professor of Mathematical Finance at the California Institute of Technology.
• Raphael Douady, French mathematician, Head of Laboratory of Excellence on Financial Regulation at the Sorbonne.
• Darrell Duffie, Canadian, Dean Witter Distinguished Professor of Finance at Stanford Graduate School of Business.
• Bruno Dupire,, French, known for showing how to derive a local volatility model.
• Frank J. Fabozzi, American, prolific author, co-developer of the Kalotay–Williams–Fabozzi model.
• J. Doyne Farmer,, American, one of the founders of the Prediction Company.
• Jim Gatheral, Scottish, known for work on the volatility smile and the volatility surface.
• Hélyette Geman French mathematician known for change of numeraire methods in mathematical finance.
• Kenneth C. Griffin,, is an American hedge fund manager.
• Albert Hibbs, noted American mathematician and the "voice" of JPL.
• Peter Jaeckel, German mathematician who has influenced the development of the use of Monte Carlo methods in Mathematical Finance.
• Mark S. Joshi, British Australian author, researcher and consultant in mathematical finance.
• Andrew Kalotay,, Hungarian-American, Wall Street quant and chess master, statistician and mathematician.
• Nicole El Karoui,, mathematician, and pioneer in the development of Mathematical Finance.
• Piotr Karasinski, quantitative finance pioneer; best known for the Black–Karasinski model.
• Sheen T. Kassouf, economist known for research in financial mathematics.
• David X. Li,, Chinese, pioneered the use of Gaussian copula models for the pricing of collateralized debt obligations.
• Andrew Lo,, leading authority on hedge funds and financial engineering; he proposed the Adaptive market hypothesis.
• David Luenberger,, mathematical scientist known for his research and his textbooks.
• William Margrabe author of Margrabe's formula.
• Fabio Mercurio,, Italian, mathematician, internationally known for incomplete markets theory.
• Attilio Meucci, Italian, applied mathematician, known for refining the Black–Litterman model and other portfolio and risk management methodologies.
• Salih Neftçi, leading expert in the fields of stochastic processes and financial engineering.
• Norman Packard,, American, is a chaos theory physicist and one of the founders of the Prediction Company and ProtoLife.
• William Perraudin, British, economist, specializing in the fields of risk and pricing of debt instruments.
• Riccardo Rebonato, former physicist specializing in yield curve modeling and risk management.
• Isaak Russman, was a Russian mathematician and economist.
• David E. Shaw, computer scientist and computational biochemist who founded D. E. Shaw & Co.
• Peng Shige,, Chinese, mathematician noted for his contributions in stochastic analysis and mathematical finance.
• Steven E. Shreve, academic and widely read author in mathematical finance.
• James Harris Simons,, American hedge fund manager, mathematician, and philanthropist.
• Case Sprenkle, early researcher in option pricing theory.
• Stuart Turnbull, co-developer of the Jarrow–Turnbull model for credit risk
• Pim van Vliet,, Dutch quantitative fund manager, researcher with contributions to low-volatility investing.
• Paul Wilmott, UK researcher, consultant and lecturer in quantitative finance.
• Marc Yor,, French mathematician, known for work on stochastic processes, especially properties of semimartingales, Brownian motion and other Lévy processes.