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18 - 21 November 2024

InterContinental O2London

Brian Huge
Head of Quant at Saxo Bank
Speaker

Profile

Brian Huge is working as the Head of 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.

Agenda Sessions

Differential machine learning: nailing fast XVA and friends with ML
Nov 13, 14:00
View Session
Learning volatility – now with mean reversion
Nov 14, 16:45
View Session

At this event

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Global Head of Quant Innovation

MUFG Securities