Antoine Savine is a French mathematician, academic and professional with financial derivatives. Antoine is affiliated with Superfly Analytics at Danske Bank, winner of the In-House System of the Year 2015 Risk award and RiskMinds’ Excellence in Risk Management and Modelling 2019 award. In the past, he has held multiple leadership positions in quantitative finance, including Global Head of Derivatives Research at BNP-Paribas. He was influential in the development of cashflow scripting in quantitative finance, and the wide adoption of adjoint differentiation (AAD) for risk management.

Antoine holds a PhD from Copenhagen University, and also teaches Volatility and Computational Finance. He wrote the book on AAD with Wiley (Modern Computational Finance, 2018) and is best known for his work on Volatility and Interest Rate Models.