Denmark
Covered Structured Products, Equity Trading and Retail Bonds desk (valuation of OTC options, Greeks, Monte-Carlo simulations, managing limit system for market-making activities in stocks, futures and options, VaR, monitoring and implementation of end-to-end daily risk processes – calculations, alerts, dashboards, preparing reports and presenting to senior management).
External Lecturer at Master’s Program in Quantitative Finance (QFin) - Industry Lab IV.
Worked on developing and implementing a comprehensive CCP (central counterparty) risk management EMIR-compliant model (modelling VaR, margins, stress testing, liquidity etc.)