SIAG-FME
Recognition

Early Career Prize

Established in 2010, the prize honours a researcher in their early career for distinguished contributions to the mathematical modelling of financial markets, based on work published in peer-reviewed journals in the three calendar years before the award year.

Who is eligibleEarly-career researchers

Graduate students, or within three years of the PhD when the key paper appeared.

The awardCertificate + travel

A certificate with the citation, and reimbursed travel to the conference.

Next awardSIAM FM27

Arlington, US · Jun 15-18, 2027

Nomination deadlineOctober 15, 2026

Nominations for the 2027 prize are closed.

How the prize works

Eligibility

  • The candidate’s work must be a significant research contribution to mathematical modelling in finance.
  • One key paper must be cited, published in English in a peer-reviewed journal within the three calendar years before the award year; a wider body of work may also be discussed.
  • The candidate must be a graduate student, or the key paper must have appeared no more than three years after the PhD. Exceptions may be considered for career interruptions or delays, e.g. for child bearing, child rearing, or elder care.
  • The prize can be received only once.

For the 2027 prize

  • The key paper was published between January 1, 2024 and December 31, 2026.
  • The candidate received their PhD no earlier than 2021.
  • The key paper was published no more than three years after the candidate’s PhD.

Nomination materials

  • A nominator’s letter of recommendation
  • The candidate’s CV
  • The bibliographic citation of the key paper
  • Two or three letters of support from experts in the field

Selection and award

  • A prize committee of SIAG/FME members, approved by SIAM, reviews the nominations and recommends a recipient together with a citation of up to 25 words.
  • The recipient is notified at least three months in advance and receives the prize at the conference from the SIAG/FME Chair and the committee Chair.
  • The award is announced in SIAM News and on this website.

2027 prize committee

Current committee
ChairMathieu RosenbaumÉcole Polytechnique
MemberMarcos CarreiraA5X
MemberSebastian JaimungalUniversity of Toronto
MemberScott RobertsonBoston University
MemberThaleia ZariphopoulouUniversity of Texas at Austin

Looking ahead to the next prize.

Details of the next call will be published by SIAM.

Full specifications ↗

Past recipients

Recipients and selection committees since the prize was first awarded in 2010.

2025

Johannes Wiesel

Selection committeeIgor Cialenco (Chair), Francesca Biagini, Damir Filipovic, Nizar Touzi, Jiongmin Young

2023

Renyuan Xu

Selection committeeAgostino Capponi (Chair), Beatrice Acciaio, Martin Larsson, Alexander Schied, Luitgard A. M. Veraart

2021

Ariel Neufeld

Selection committeeMike Ludkovski (Chair), Paolo Guasoni, Julien Guyon, Lane Hughston, Luitgard A. M. Veraart

2019

Daniel Lacker & Mykhaylo Shkolnikov

Selection committeeJean-Pierre Fouque (Chair), Francesca Biagini, Alvaro Cartea, Kay Giesecke, Matheus Grasselli, Harvey Stein

2016

Matthew Lorig & Andreea Minca

Selection committeeSebastian Jaimungal (Chair), Rene Carmona, James Gatheral, Josef Teichmann

2014

Tomoyuki Ichiba

Selection committeeRonnie Sircar (Chair), Peter Bank, Erhan Bayraktar, Roger Lee, Mihai Sirbu

2012

Sergey Nadtochiy

Selection committeeRama Cont (Chair), Damir Filipovic, James Gatheral, Kay Giesecke, Roger Lee, Thaleia Zariphopoulou

2010

Erhan Bayraktar

Selection committeeThaleia Zariphopoulou (Chair), Rama Cont, Mark Davis, Knut Solna, Mete Soner