This course is limited to 21 students, maximum of seven students per instructor.
Kwant Daddy! Global Head of Quantitative Research, Saxo Bank
Jesper Andreasen (Kwant Daddy): Global Head Of Quantitative Research, Saxo Bank
Jesper Andreasen is head of Quantitative Research at Saxo Bank in Copenhagen. Jesper has previously held senior positions in the quantitative research departments of Danske Bank, Bank of America, Nordea, and General Re Financial Products. Jesper’s recent research focusses on efficient and accurate methods for computing credit and market risk. Jesper holds a PhD in mathematical finance from Aarhus University, Denmark. He received Risk Magazine’s Quant of the Year awards in 2001 and 2012, joint with Leif Andersen and Brian Huge respectively, and is an honorary professor of mathematical finance at Copenhagen University.
Brian Norsk Huge:
Senior Specialist Quant, Saxo Bank
Brian Norsk Huge: Senior Specialist Quant, Saxo Bank
Quantitative Analyst, Saxo Bank
Frederik Kryger-Baggesen: Quantitative Analyst, Saxo Bank
Frederik Kryger-Baggesen works as a quantitative analyst at Saxo Bank in Copenhagen where he specialises in margin and counterparty risk modeling. Frederik holds an MSc in mathematics and economics from Copenhagen University.