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Leif B. Andersen is a quantitative finance researcher who currently serves as the Global Co-Head of The Quantitative Strategies & Data Group at Bank of America. He is also an adjunct professor at NYU's Courant Institute for Mathematical Sciences serving as a Mathematics in Finance industry adviser,[1][2] and in Carnegie Mellon University's MS in Computational Finance program.[3] Additionally, He also serves as an Associate Editor of Journal of Computational Finance.[4]
Career
editLeif started his career as an Engineer at Robert Bosch GMBH (Stuttgart, Germany) where he specialized in flexible manufacturing systems using robotics and vision systems. He then worked for 9 years at General Re Financial Products (GRFP), before moving to Bank of America where he has been employed since 2002.[5]
Leif has published numerous research papers in the field of quantitative finance.[6] He is also co-author of the three volume book series - Interest Rate Modelling[7] and Co-editor of the book Marin in Derivatives Trading.[8]
Leif is a recipient of several awards. He was named the Risk.Net Quant of the year twice in 2001 and 2018.[9] In 2023, he was awarded the prestigious Financial Engineer of the year award by IAQF.[10][11]
Leif holds MS in Electrical and Mechanical Engineering from the Technical University of Denmark, an MBA from University of California at Berkeley, and a PhD in Finance from Aarhus Business School.
References
edit- ^ "LEIF ANDERSEN". NYU Courant. Retrieved 2024-05-06.
- ^ sidesea (2022-10-07). "NYU Courant - Announcing Our New Industry Adviser - Leif Andersen". NYU Courant. Retrieved 2024-05-06.
- ^ University, Carnegie Mellon. "Faculty - Master of Science in Computational Finance - Carnegie Mellon University". www.cmu.edu. Retrieved 2024-05-06.
- ^ "Journal of Computational Finance Editorial Board - Risk.net". www.risk.net. Retrieved 2024-05-06.
- ^ "BofA Hires Gen Re Quant In New York". GlobalCapital. 2002-04-21. Retrieved 2024-05-06.
- ^ "SSRN Authors Page - Leif Andersen". SSRN.
- ^ Andersen, Leif B. G.; Piterbarg, Vladimir V. (2010). Interest rate modeling (1st ed.). London ; New York: Atlantic Financial Press. ISBN 978-0-9844221-0-4. OCLC 700943205.
{{cite book}}: CS1 maint: date and year (link) - ^ Andersen, Leif B.G; Pykhtin, Michael (2018). Margin in Derivates Trading (1st ed.). Risk Books. pp. https://riskbooks.com/margin-in-derivatives-trading. ISBN 9781782723905.
- ^ katie (2024-02-02). "NYU Courant - Quants of the year: Leif Andersen, Michael Pykhtin and Alexander Sokol". NYU Courant. Retrieved 2024-05-06.
- ^ "Bank of America Quantitative Strategies Leader Is Named Financial Engineer of the Year". www.garp.org. Retrieved 2024-05-06.
- ^ "IAQF Press Release" (PDF).
Category:Financial economists Category:University of California, Berkeley alumni Category:Carnegie Mellon University faculty Category:Courant Institute of Mathematical Sciences faculty