Rising star in quant finance: David Itkin

In quantitative finance, as in other areas of technology, the simplest ideas are often the most effective. So it has proved for David Itkin, this year’s winner of the Risk.net award for rising star in quant finance.Itkin, an assistant professor in statistics at LSE, has developed a new way of assessing price impact in portfolios of trades. In doing so, he has simplified past methods in a manner that has drawn plaudits from peers.Johannes Muhle-Karbe, head of mathematical finance at Imperial College London, ...