Leif B. Andersen

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

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]