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S&P Global Market Intelligence

Blake Rasmussen

Director, Head of Product Development in North America for Equity, Structured Products, FX, Commodities in Portfolio Valuations

Blake began his career at Prism Valuation, where he was an integral member of the Quant team. In this role, he focused on building sophisticated pricing models for financial derivatives, managing the price challenge framework, and conducting comprehensive risk analysis and management on data and pricing processes. Blake started his career in New York with IHS Markit as product design and development analyst, developing and enhancing pricing models for financial derivatives in the equities space for Portfolio Valuations. Blake now leads the product team at S&P Global for a diverse range of asset classes, including equity, structured products, FX and commodities. With a strong analytical background and a commitment to innovation, Blake continues to drive advancements in valuation methodologies and risk management practices.

Blake Rasmussen holds a Master of Science in Pure Mathematics, with a specialization in Model Theory. He also holds CQF (Certificate in Quantitative Finance) and FRM (Financial Risk Manager) designations.

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