Professor Ingrid Jensen
Volatility Analytics
Professor Ingrid Jensen is a senior faculty member specializing in quantitative risk and volatility analytics. She is recognized for her research, regulatory consulting, and leadership in model audit and peer review.
Professor Ingrid Jensen has built her career at the intersection of quantitative risk modelling and volatility analytics, with a strong reputation for technical rigor and practical relevance. Her research spans risk assessment, model audit, and the implementation of peer review frameworks in data-driven environments. She is widely cited for her contributions to the understanding of model transparency in financial systems.
In addition to academic work, Jensen consults for regulatory bodies and financial institutions across Europe, supporting the development of audit protocols and the evaluation of analytics teams. Her expertise lies in bridging technical analysis with regulatory requirements, ensuring models stand up to external scrutiny.