Copenhagen Area, Capital Region, Denmark
Head of SP Execution at Nordea Markets
Banking
Education
Graduate School in Mathematics and Computing (FMB) (http://www.math.uu.se/Utbildning/Forskarutbildning/FMB/Examina/Doktorsexamina/) 2001 — 2006
PhD, Mathematics / Applied Mathematics (Stochastic Models for insurance and finance)
Sapienza Università di Roma 2004 — 2004
N/A, Semi-Markov models for insurance
Mälardalen University 2001 — 2006
PhD, Mathematics / Applied Mathematics (Stochastic Models for insurance and finance)
KTH Royal Institute of Technology 1996 — 2000
N/A, Mathematics & Computer Science
Stockholm University 1994 — 2000
Magister / Master, Mathematics
Experience
Nordea Markets July 2015 - Present
Nordea Markets January 2013 - Present
Nordea Markets March 2012 - December 2012
Nordea Markets August 2007 - March 2012
Mälardalen University January 2007 - July 2007
Mälardalen University July 2001 - December 2006
Nordiska Finanskollegiet February 2000 - June 2001
Front Capital Systems 1999 - 1999
Skills
Monte Carlo Simulation, Statistical Modeling, Credit Derivatives, Commodity, Trading Strategies, Mutual Funds, Quantitative Finance, Risk Management, Basel II, Structured Products, VAR, Econometrics, Financial Structuring, Quantitative Analytics, LaTeX, Python, Matlab, R, Fixed Income, Trading Systems, Investment Banking, Financial Markets, Stochastic Calculus, VBA, Derivatives, Interest Rate..., Market Risk, FX Options, Economics, Algorithms, Mathematical Modeling, Trading, Probability Theory, Numerical Analysis, Credit Risk, Time Series Analysis, CDO, Financial Engineering, Statistics, Currency, Equities, Portfolio Management, Hedge Funds, Valuation, Quantitative Investing, Investments, Capital Markets, Equity Derivatives, Hedging, Options