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QuantMinds International
18 - 21 November 2024
InterContinental O2London

Brian Huge
Head of Quant at Saxo Bank


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

  • Learning volatility – now with mean reversion