Award Categories

Award Categories

General award categories 

- Breadth and coverage 

- Impact 

- Innovation 

- Strategy 

 

Computational awards 

- Computational infrastructure 

- Data parallel programming 

- Core math library 

- Domain-specific languages 

- High-performance computing (HPC) on the cloud 

- Quant management framework 

- Domain-specific languages - Derivatives 

- Domain-specific languages - Insurance 

- Quantitative development environment 

- Simulation frameworks 

 

Innovation awards 

- Innovation in computational frameworks 

- Innovation in computational languages 

- Innovation in mathematical environments 

- Innovation in credit modeling 

- Innovation in traded credit 

- Innovation in collateral analytics 

- Innovation in XVA analytics 

- Innovation in market risk 

- Innovation in portfolio management 

 

Optimization awards 

- Optimization engine 

- Application of optimization to analytical problems 

 

Insurance awards 

- Insurance risk analytics 

- Annuity pricing and modeling 

- Insurance - asset and liability management 

- Insurance - risk and capital management 

- Insurance - scenario generation and stress testing 

- Insurance - financial planning and analysis 

 

Solution category awards 

- Loans 

- Model validation tools and accelerators 

- Mortgage analytics 

- Over the counter (OTC) derivatives 

- Alt. credit 

- Natural catastrophe modelling 

- Climate risk analytics 

- Collateralized loan obligations (CLOs) 

- Commercial mortgage-backed securities (CMBS) 

- Portfolio optimization 

- Retail price optimization 

- Credit risk analytics for retail credit 

- Credit risk analytics for wholesale credit 

- Economic scenario generation 

- Equities performance attribution 

- Equity derivatives 

- Exchange-traded derivatives 

- xVA 

- CVA 

- MVA/margin analytics 

- Fixed income: municipals 

- Fixed-income performance attribution. 

- Funds transfer pricing (FTP) 

- Asset and liability management solution 

- Fund transfer pricing solution 

- Liquidity risk management 

- Capital and balance sheet optimization solution 

- P&L analytics 

- Transaction cost analysis 

- Performance attribution fixed income 

- Performance attribution equities 

- Front office risk management 

 

Pricing/valuation/asset class-specific analytics awards 

- FX pricing 

- OTC derivatives pricing 

- Structured credit pricing 

- RMBS pricing 

- CMBS pricing 

- Private credit & modelling 

- Fixed income (corporate bonds) 

- Fixed income (convertibles) 

 

Application of AI in finance 

- AI innovation in capital markets 

- AI innovation in retail banking 

- AI innovation in wholesale banking 

- AI innovation in insurance