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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, and in Carnegie Mellon University’s MS in Computational Finance program. Additionally, He also serves as an Associate Editor of Journal of Computational Finance.

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.

Leif has published numerous research papers in the field of quantitative finance. He is also co-author of the three volume book series - Interest Rate Modelling and Co-editor of the book Marin in Derivatives Trading.

Leif is a recipient of several awards. He was named the Risk.Net Quant of the year twice in 2001 and 2018. In 2023, he was awarded the Financial Engineer of the year award by IAQF.

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.