Established in 2010, the prize is awarded to an individual in their early career for research contributions to the mathematical modeling of financial markets, based on publications in peer-reviewed journals.
The SIAM Activity Group on Financial Mathematics and Engineering Early Career Prize (SIAG/FME Early Career Prize) is awarded at the SIAM Conference on Financial Mathematics and Engineering to one individual in their early career for distinguished contributions to mathematical modeling in finance in the three calendar years preceding the award year.
The candidate’s work must contain significant research contributions to mathematical modeling in finance. One key paper must be cited as evidencing the contributions, though a body of papers may be discussed in the nomination. The qualifying key paper must have been published in English in a peer-reviewed journal within the three calendar years preceding the award year. Either the recipient must be a graduate student or the key paper must have been published no more than three years after the candidate received their Ph.D. The committee may consider exceptions to the three-years-from Ph.D. rule, for career interruptions or delays occurring, e.g., for child bearing, child rearing, or elder care.
For the 2025 award, the paper must have been published between the dates of January 1, 2022 - December 31, 2024. The candidate must have received their Ph.D. no earlier than 2019. The key paper must have been published no more than three years after the candidate received their Ph.D.
Congratulations to the 2023 recipient, Renyuan Xu! Learn more about her accomplishments.
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Read the full prize specifications.
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Learn about the SIAM Activity Group on Financial Mathematics and Engineering.
The SIAG/FME Early Career Prize includes a certificate containing the citation. As part of the award, the recipient will be invited to give a brief plenary talk at the conference. SIAM will reimburse the recipient for reasonable travel expenses incurred in giving the talk.
The prize will next be awarded at the 2025 SIAM Conference on Financial Mathematics and Engineering.
The Chair of the SIAM Activity Group on Financial Mathematics and Engineering and the Chair of the Prize Committee will announce the award at the SIAM Conference on Financial Mathematics and Engineering and present the award to the recipient. An announcement of the award will appear in SIAM News and on the activity group's website.
Agostino Capponi (Chair) Beatrice Acciaio Martin Larsson Alexander Schied Luitgard A. M. Veraart
Mike Ludkovski (Chair)Paolo GuasoniJulien GuyonLane HughstonLuitgard A. M. Veraart
Jean-Pierre Fouque (Chair) Francesca Biagini Alvaro Cartea Kay Giesecke Matheus Grasselli Harvey Stein
Sebastian Jaimungal (Chair) Rene Carmona James Gatheral Josef Teichmann
Read More about the Winner
Ronnie Sircar (Chair) Peter Bank Erhan Bayraktar Roger Lee Mihai Sirbu
Rama Cont (Chair) Damir Filipovic James Gatheral Kay Giesecke Roger Lee Thaleia Zariphopoulou
Thaleia Zariphopoulou (Chair) Rama Cont Mark Davis Knut Solna Mete Soner
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