Antoine Savine

Antoine Savine is a French mathematician, academic and finance practitioner, serving as a managing director at Barclays, where he leads fixed-income quantitative analytics since late 2025. In the previous three years, he was running macro analytics at Hudson River Trading (HRT).

In the past decades, Antoine has held multiple leadership positions in quantitative finance, including global head of derivatives research at BNP-Paribas, and chief quantitative analyst at Danske Bank.

Antoine won IAQF’s Innovation Award in 2026. His team at Danske also won the In-House System of the Year 2015 Risk award and RiskMinds’ Excellence in Risk Management and Modelling 2019 award.

Antoine lectured at Copenhagen University’s MS in Mathematics-Economics for many years, with topics including Volatility Modeling, Numerical Finance and Machine Learning in Finance.

Antoine holds a Masters in Mathematics from the University of Paris-Jussieu and a PhD in Mathematics from Copenhagen University. He is best known in quantitative finance for his contribution to risk management, volatility and multi-factor interest rate models. As a practitioner, he was influential in the wide adoption of cashflow scripting and automatic differentiation (AAD).

Automatic Differentiation

& Differential Machine Learning

At Danske Bank, Antoine wrote the book on automatic adjoint differentiation (AAD) and developed differential machine learning with Brian Huge, a novel family of machine learning algorithms, capable of spectacular performance by combination with AAD.

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2026