2025’s Top 20 Quant Professors
Rebellion Research Announces Its Top Quantitative Finance Professors of 2025
Colleges Ranking Index by Rebellion Research
Rebellion Research is proud to share its expanded Top Quant Professors of 2025 list, highlighting educators whose academic leadership and industry engagement define modern quantitative finance.
Charles Albert Lehalle
Global authority on market microstructure and execution. Senior research leader with experience across major banks and trading firms. Known for bridging academic theory with live market design and regulation. École Polytechnique
Petter Kolm
Director of the Mathematics in Finance program at NYU Courant. Renowned educator in portfolio optimization, quantitative asset management, and risk. Advisor to hedge funds and institutional investors. NYU
Harvey Stein
Veteran quant educator and practitioner with decades of experience in derivatives, risk systems, and trading infrastructure. Known for shaping industry ready quantitative talent. Columbia
Jim Gatheral
One of the most cited researchers in volatility modeling. Author of foundational texts used globally in quant programs. Former senior quant at major investment banks. Baruch
Andrew Lesniewski
Expert in interest rate modeling and derivatives pricing. Known for rigorous mathematical frameworks applied directly to trading desks and risk teams. Baruch
Michael Sotiropoulos
Leader in quantitative research and education with a focus on applied modeling and data driven finance. Actively involved in curriculum development tied to industry needs. Princeton
Michael Ning
Specialist in quantitative trading, machine learning, and applied statistics. Recognized for translating complex theory into deployable trading strategies. Baruch/Fordham
Qing Sheng
Respected educator in financial engineering and quantitative methods. Known for mentoring students into top tier quant roles. Turned Fordham’s MSQF program into a global powerhouse. Fordham
Rina Ashkenazi
Program Director at the University of Minnesota. Architect of industry aligned quantitative finance curricula. Strong focus on student outcomes and employer partnerships. University of Minnesota
Gordon Ritter
Quantitative finance educator with a deep background in mathematical physics. Recognized for clarity in teaching complex stochastic systems and real world derivatives modeling. University of Chicago / Columbia
Frank Fabozzi
Legendary figure in fixed income and quantitative investing. Author of dozens of seminal books used across universities and investment firms. Longstanding bridge between academia and practice. Johns Hopkins
Sudip Gupta
Leader in quantitative finance education and financial engineering. Known for applied research, student mentorship, and program building. Johns Hopkins
Jim Liew
Industry veteran and academic leader in data science, machine learning, and portfolio analytics. Strong focus on modern AI driven investment workflows. Johns Hopkins
Sebastian Jaimungal
Top researcher in stochastic control, energy markets, and quantitative trading. Highly influential in both academic publishing and hedge fund advisory work. University of Toronto
Alvaro Cartea
Global authority on market microstructure and algorithmic trading. Professor at Oxford with deep engagement in regulatory and institutional trading design. Oxford
Rama Cont
One of the most respected mathematical finance researchers globally. Known for foundational work in risk, systemic stability, and derivatives. Former regulator and academic leader. Oxford
Patrick Cheridito
Expert in stochastic processes and quantitative risk. Known for blending rigorous probability theory with financial applications. ETH Zürich
Paul Bilokon
Quantitative researcher and educator with strong focus on systematic trading, portfolio construction, and practical implementation. Imperial College London
Marcos Lopez de Prado
Pioneer in machine learning applied to finance. Author of industry defining work on backtesting, data science, and quantitative research integrity. Advisor to global asset managers. Cornell
Victoria Averbukh
Leader in quantitative finance education and curriculum innovation. Known for preparing students for real trading, risk, and data science roles. Led Cornell’s Financial Engineering school into the super elite. Cornell
Amal Moussa
Rising leader in quantitative finance education with a focus on modern financial engineering, analytics, and student career development. Recognized for integrating theory, technology, and applied finance. Columbia
Rebellion Research congratulates each honoree for shaping how the next generation of quants think, build, and trade.
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