Andreas Søjmark

Andreas Søjmark is an Assistant Professor and MSc Quantitative Methods for Risk Management Programme Director at the Department of Statistics, London School of Economics and Political Science (LSE). Previously, he held a Chapman Fellowship in Mathematics at Imperial College London and was an LMS Early Career Fellow at Columbia University in New York. He completed his DPhil (PhD) in Mathematics at the University of Oxford.

His research focuses on stochastic analysis and mathematical finance, particularly systemic risk in large financial systems. He studies how financial distress propagates through interconnected networks, drawing lessons from crises like the 2008–2009 global financial collapse. His work integrates probability theory, statistical modeling, and frameworks to mitigate cascading failures.

Notable publications include studies on McKean–Vlasov equations, SPDE models for systemic risk, and contagion dynamics in financial systems. These contributions highlight his theoretical and applied research in understanding risk propagation mechanisms.

• Recipient of the Chapman Fellowship in Mathematics at Imperial College London
• LMS Early Career Fellow at Columbia University (2019)

He advises the MSc Quantitative Methods for Risk Management programme and collaborates with the 'Probability in Insurance & Finance' research group at LSE, advancing interdisciplinary approaches to financial risk analysis. Fluent in Danish, English, and German, his expertise bridges academic rigor and real-world financial challenges.