Global Co-Head of the Quantitative Strategies Group, Bank of America Merrill Lynch
Leif B. G. Andersen is the Global Head of The Quantitative Strategies Group at Bank of America Merrill Lynch. 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 University of Aarhus Business School. He was the co-recipient of Risk Magazine’s 2001 and 2018 Quant of the Year Awards, and has worked for more than 25 years as a quantitative researcher in the global markets trading area. He has authored influential research papers and books in all areas of quantitative finance, including the three-volume monograph “Interest Rate Modelling.” (co-authored with Vladimir Piterbarg). He is an Associate Editor of Journal of Computational Finance
