Leif Andersen
Bio
Leif B. G. Andersen is the Global Co-Head of The Quantitative Strategies & Data Group (QSDG) at Bank of America, and is an adjunct professor at NYU’s Courant Institute of Mathematical Sciences and at Â鶹¹ÙÍø’s Tepper School of Business. He holds MSc's 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. Having started his career as a robotics engineer at Bosch GBMH in Stuttgart, Leif moved to Finance in 1993 and has now worked for more than 30 years as a quantitative researcher in the global markets area. He was IAQF’s Financial Engineer of the Year in 2023, and a recipient of Risk Magazine’s 2001 and 2018 Quant of the Year Awards. Leif has authored influential research papers and books in all areas of quantitative finance, including the popular 3-volume monograph Interest Rate Modeling, co-authored with Vladimir Piterbarg. He is an Associate Editor of Journal of Computational Finance and Mathematical Finance.