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(Opdateret 2023-05-24)Erfaren analytiker
Søborg, Danmark
Modersmål Danish, English, Begynder Svenska, Norwegian, German
- Databehandling og dataanalyse
- Modeludvikling og modelvalidering
- Risikostyring
Kvalifikationer (29)
LGD
IFRS 9
INTERNAL AUDITS
CRR
PD
Credit Risk
AUDITS
IRB
DOCUMENTATION
RISK ASSESSMENTS
AUDIT
ECL
Risk Management
GOVERNANCE
PERFORMANCE TESTING
ADVANCED ANALYTICS
FINANCE
DUE DILIGENCE
Excel
TEACHING
SCR
Deep Learning
Machine Learning
SAS
FUNDRAISING
C#
Python
ACOUSTIC
EVENT PLANNING
Resumé
www.jasb.io
MSc in physics from the University of Copenhagen, with a bachelor's degree in
engineering (Space Technology) from the Technical University of Denmark.
Professional experience from Deloitte (Actuarial, Risk & Advanced Analytics),
providing assistance on financial risk management and risk assessments for several
Nordic banks and financial institutions.
Former analyst at Nykredit (Denmark's largest credit union), responsible for IFRS 9
impairment (ECL) calculations and statistical portfolio analysis at the Group level.
Deep knowledge of all phases of technical and regulatory credit risk modelling
within the IFRS 9 and CRR/Basel framework, with strong quantitative, written and
analytical skills.
Professionel erfaring
2022-05 - Nuværende
www.jasb.io
2021-10 - 2022-05
- IFRS 9 and IRB model validations for several large Scandinavian financial institutions.
- Several areas and levels within IFRS 9 and IRB model validation; data representativeness, data completeness, methodology, performance testing, code review and independent recalculations.
- Development of internal PD and LGD models for the assessment of RWA (Risk-Weighted Assets) and expected credit losses (ECL).
- Review of regulatory self-assessments as part of internal audits and initial validations.
- Numerous documentation tasks, e.g., technical model specifications and validation reports.
- Assistance on the drafting of technical standards, validation principles and governance structure surrounding risk management and risk modelling.
- Audit of Solvency II regulatory Solvency Capital Requirements (SCR).
- Statistical portfolio analysis, including benchmark evaluation the ECL levels for a Norwegian bank as part of due diligence.
- Revisions and recalculations of solvency capital requirements.
- Annual IFRS 9 audits for several Danish banks.
2020-02 - 2021-05
- Backtesting of the ECL levels, implementation of model updates, code optimization and code review in SAS.
- Authoring the ECL technical model documentation and providing information to the Danish Financial Supervisory Authority (DFSA).
2015-01 - 2020-01
Tester and developer of a new electronic assignment platform in the mathematics software Maple.
2014-08 - 2015-02
Startup incubator for and by engineering students at the Technical University of Denmark. Responsibility for fundraising, event planning and communication.
2013-09 - 2015-01
2014-08 - 2014-12
Student magazine at the Technical University of Denmark
Akademisk baggrund
2017-09 - 2019-11
2013-09 - 2017-01
2007-01 - 2009-01
Kontakt konsulent
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