Christian Sibbersen

Quantitative Analyst at Danske Commodities

Aarhus, Central Denmark Region, Denmark

About

Experience

  • Quantitative Analyst at Danske Commodities
    Nov 2023 - Present · 2 yrs 9 mos

    • Research, develop, and backtest systematic trading strategies for European gas futures and spot • Optimize and refine execution strategies through analysis of historical trade performance • Quantitative analysis to support signal generation and execution in discretionary trading

  • Anavo Energy Trading (1 yr 3 mos)
    • Head of Operations
      Dec 2022 - Oct 2023 · 11 mos

      ⦁ Team lead on operations and analytics / data science ⦁ Developing trading strategies for day-ahead, intraday and imbalance markets ⦁ Implementation of models for automated trading and continuous evaluation of performance ⦁ Controlling risk, collateral, and liquidity effects of strategies

    • Quantitative Trader
      Aug 2022 - Nov 2022 · 4 mos

      ⦁ Developing trading strategies for day-ahead, intraday and imbalance markets ⦁ Implementation of models for automated trading and continuous evaluation of performance

  • Research Scientist at Arla Foods
    Apr 2019 - Aug 2022 · 3 yrs 5 mos

  • Research Statistician at Region Syddanmark
    Nov 2017 - Mar 2019 · 1 yr 5 mos

  • Postdoctoral Researcher at Aarhus University
    Sep 2014 - Oct 2017 · 3 yrs 2 mos