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Leif B. Andersen

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Leif B. Andersen is an academic and researcher in the field of quantitative finance. He serves as the Global Co-Head of the Quantitative Strategies & Data Group at Bank of America and an adjunct professor at NYU Courant Institute of Mathematical Sciences, where he served as the adviser of the Mathematics in Finance industry,[1][2] and in Carnegie Mellon University's MS in Computational Finance program.[3] Leif is an Associate Editor of The Journal of Computational Finance.[4]

Career

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Leif 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 Margin 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 (FEOY) award by IAQF.[10]

References

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  1. ^ "LEIF ANDERSEN". NYU Courant. Retrieved 2024-05-06.
  2. ^ sidesea (2022-10-07). "NYU Courant - Announcing Our New Industry Adviser - Leif Andersen". NYU Courant. Retrieved 2024-05-06.
  3. ^ University, Carnegie Mellon. "Faculty - Master of Science in Computational Finance - Carnegie Mellon University". www.cmu.edu. Retrieved 2024-05-06.
  4. ^ "Journal of Computational Finance Editorial Board - Risk.net". risk.net. Retrieved 2024-05-06.
  5. ^ "BofA Hires Gen Re Quant In New York". GlobalCapital. 2002-04-21. Retrieved 2024-05-06.
  6. ^ "SSRN Authors Page - Leif Andersen". SSRN.
  7. ^ 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.
  8. ^ 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.
  9. ^ katie (2024-02-02). "NYU Courant - Quants of the year: Leif Andersen, Michael Pykhtin and Alexander Sokol". NYU Courant. Retrieved 2024-05-06.
  10. ^ "Bank of America Quantitative Strategies Leader Is Named Financial Engineer of the Year". www.garp.org. Retrieved 2024-05-06.
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