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Former Global Head of Quantitative Research at Danske Bank
Prior to his current role, Jesper has held senior positions in the quantitative research departments of Bank of America, Nordea, and General Re Financial Products. Jesper’s recent research focusses on efficient methods for computing XVA and FRTB. Jesper holds a PhD in mathematical finance from Aarhus University, Denmark. He received Risk Magazine’s Quant of the Year awards in 2001 and 2012, joint with Leif Andersen and Brian Huge respectively, and is an honorary professor of mathematical finance at Copenhagen University.