Dr. Jesper Andreasen

Dr. Jesper Andreasen (aka, “Kwant Daddy”) is the Head of Quantitative Research at Danske Bank and a quantitative specialist in exotic and structured derivatives, mathematical modeling, numerical methods and IT implementation. Before joining Danske Bank, he headed the Fixed Income Quantitative Research Department at Bank of America in London, covering interest rate and hybrid derivatives. Dr. Andreasen has also held positions in the quantitative research departments of Nordea, Bank of America, and General Re Financial Products. His specific research interests include: term structure modeling, volatility smiles, and numerical methods.

In 2001, Dr. Andreasen received Risk Magazine’s Quant of the Year award. He holds a PhD in Mathematical Finance from Aarhus University, Denmark.