Andreas Søjmark is part of the research group 'Probability in Insurance & Finance' in the stats department here at the LSE. Very briefly, Andreas works on problems at the interface of stochastic analysis and mathematical finance, focusing in particular on the mathematical challenges stemming from the need to understand 'systemic risk' in large financial systems. That is, the risk of financial distress spreading through the financial system and creating large scale problems akin to what we witnessed in the 2008-2009 global financial crisis and many other smaller crashes. 

Before joining the LSE, Andreas held a Chapman Fellowship in Mathematics at Imperial College London, and before that he spent the summer of 2019 as an LMS Early Career Fellow at Columbia University in New York just after finishing his DPhil in Mathematics at the University of Oxford.