Brian Huge

Senior 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.