Marex Solutions is delighted to celebrate a major industry recognition: our Head of Solutions Quants, Vladimir Lucic, has been named one of the Quants of the Year at Risk Awards 2026, alongside academic collaborator Professor Alex Tse of University College London.
The award highlights their pioneering work in developing a new market-making framework for option portfolios — a long-standing challenge in derivatives trading. Their model introduces a closed-form, portfolio-level approach that accounts for risk, market microstructure and trader signals. The result is a practical, elegant and commercially deployable solution that sets a new standard for our industry.
This innovation is already being integrated into Marex Solutions’ market-making infrastructure, marking a major step forward for our quant capabilities and for the clients we serve.
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