Leif B. G. Andersen is the Global Co-Head of The Quantitative Strategies Group at Bank of America Merrill Lynch. He holds MCs in Electrical and Mechanical Engineering from the Technical University of Denmark, an MBA from University of California at Berkeley, and a PhD in Finance from Aarhus Business School. He was the co-recipient of Risk Magazine's 2001 Quant of the Year Award, and has worked for more than 20 years as a quantitative researcher in the derivatives pricing and risk management areas. He has authored influential research papers and books in all areas of quantitative finance, and is an Associate Editor of Journal of Computational Finance.
Peter Cai is a Managing Director in charge of portfolio risk management at Morgan Stanley. He leads a global team aggregating, analyzing and stress testing Morgan Stanley's risk exposures, spanning all of the firm's businesses and operations. Peter also worked as a risk strategist in the Fixed Income division at Lehman Brothers (now known as Barclays Capital). Prior to working at Lehman Brothers and Morgan Stanley, he was the global director of consulting at Askari, a boutique risk solutions firm. Peter holds a Ph.D. in Materials Science from Pennsylvania State University as well as the Financial Risk Manager (FRM) and Professional Risk Manager (PRM) certifications.