Bruno Dupire is the Global Head of Quantitative Research, CTO Office at Bloomberg, which he joined in 2004. Before moving to New York, he headed the Derivatives Research teams at Société Générale, Paribas Capital Markets and Nikko Financial Products, where he was a Managing Director.
He is best known for pioneering the widely used Local Volatility model — the simplest extension of the Black–Scholes–Merton model that fits all option prices — in 1993, and the Functional Itô Calculus, a framework for path dependency, in 2009. He is a Fellow and Adjunct Professor at NYU and a member of the Risk Magazine “Hall of Fame”.
He received the 2006 “Cutting edge research” award from Wilmott Magazine and Risk Magazine’s “Lifetime Achievement” award for 2008, and was selected as the 2025 Financial Engineer of the Year by the International Association for Quantitative Finance (IAQF). He runs and organizes the Bloomberg Quant (BBQ) Seminar, the largest monthly event of its kind.
Host: Rafał Sieradzki, Ph.D. — Department of Financial Markets, KUE · NYU Stern · QFRG.