Quantitative research

Operating out of Paris and New York, Natixis's quantitative research team supports the Bank's financial innovation process and ensures it remains competitive on extremely challenging and evolving markets.

Team of experts geared to innovation

Led by Michel Crouhy, teams of financial engineers in Paris and New York support the Bank's quantitative research needs, in collaboration with Natixis Asset Management's research teams.

These teams develop and implement mathematical and statistical models used for valuing complex financial products - especially derivatives and structured transactions. They are also responsible for calculating hedging for the associated risks.

Their contribution enables the Bank to innovate and remain competitive on constantly-evolving markets. Quantitative research and financial engineering make a genuine contribution to the Bank's financial innovation process.

  • Coordinate and rationalize quantitative research worldwide for all asset classes, i.e. equities, fixed income, exchange rates, credit and commodities
  • Set strategic objectives and providing leadership in the valuation of financial products and the modeling of risks for all asset classes
  • Develop synergies between market activities, corporate lending and asset management
  • Advise senior management on the development of new products and the risks involved
  • Keep abreast of new technological developments so as to maintain “best practices"

The Natixis Foundation for Quantitative Research – a bridge between the Company and academic research

The Natixis Foundation for Quantitative Research was founded in 2006 in order to support mathematical research geared to financial applications:
  • capital-market finance
  • risk management
  • econometrics, statistical finance
  • valuation
  • and financial hedging products and complex insurance
With support from its scientific committee, the Foundation makes a major contribution to advancing quantitative research.

Supporting international research

The Natixis Foundation for Quantitative Research is currently the only corporate foundation providing international support for mathematical research. The Foundation contributes to the latest advances made by academic research teams worldwide.

This support takes the form of:
  • bursaries for doctoral theses and academic research work concerning themes directly related to financial institutions’ current concerns.

  • quantitative research prizes:

    • The Louis Bachelier Prize: this prize, sponsored by the Académie des Sciences in association with the Société de Mathématiques Appliquées et Industrielles (SMAI), is awarded every two years to a researcher aged under 45 who commands a strong reputation in academic and professional circles. It rewards the researcher’s overall work in the fields of financial modeling, mathematics applied to insurance and risk management, and scientific calculation methods applied to finance and insurance.

    • The Prize for the Best Master’s Dissertation for Quantitative Finance: this prize is awarded annually for outstanding research work conducted by master’s students on complex contemporary subjects of importance for banks, insurers and asset management firms. All prize-winning research makes use of cutting-edge quantitative finance techniques.

    • high-level conferences co-organized in conjunction with top-ranking international academic institutions.

    For more information on the Natixis Foundation for Quantitative Research