Brian HugeSenior Specialist Quant at Saxo Bank
Brian Huge is working as a Senior Specialist Quant at Saxo Bank.
Before joining Saxo Bank Brian worked as a quant for 20 years in Danske Bank.
Brian has a Ph.D. in Mathematical Finance from University of Copenhagen.
In 2012 he was awarded Quant of the Year for his work on Volatility Interpolation
and Random Grids.