Course Leaders

This course is limited to 21 students, maximum of seven students per instructor.

Jesper Andreasen:

Head of Quantitative Analytics, Verition Fund Management LLC

Jesper Andreasen: Head of Quantitative Analytics, Verition Fund Management LLC

Jesper Andreasen is head of Quantitative Analytics at Verition Fund Management LLC. Jesper has previously held senior positions in the quantitative research departments of Saxo Bank, 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:

Head of Quant, Saxo Bank

Brian Norsk Huge: Head of Quant, Saxo Bank

Brian Huge is working as the head of Quant at Saxo Bank. Before joining Saxo Bank Brian worked as a quant for 20 years in Danske Bank. Brian has a Ph.D. in Mathematical Finance from University of Copenhagen. In 2012 he was awarded Quant of the Year for his work on Volatility Interpolation and Random Grids.

Frederik Kryger-Baggesen:

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.