New 'Agora' Enables Shift in Quants' Roles

Practitioners of quantitative finance—an eclectic group of physicists and poker players, sports bettors and academics—are no longer only building the risk-neutral pricing models that guide derivatives markets, the traditional “Q” group of quantitative problems. Increasingly, they are tasked with the “P” group too: building portfolios and hedges; adjusting credit, debt, and funding valuations; fine-tuning execution and margin management; and using analytics to hone client relationships.

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