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From Sep 2024: CTO & Co-Founder of heukno with the vision to create a new type of AI with self generated data & goals that can change the AI landscape. This requires using all my previous experience:Solid theoretical background in statistics/mathematics and probability theory (PhD) combined with 20+ years of practical experience in investment banking, implementing derivatives pricing- and regulatory risk-models in computer systems and business in Nordea and Saxo Bank. This, both hands on as well as from a leadership, project management and regulatory compliance angle. Always curios to learn about computer science, mathematical models, algorithms, persons, and their intersections.COMPETENCIES• IT: Broad knowledge about computers, Linux & tools (exclusively at home since 1994), system design and integration, infrastucture, programming languages (C++, Python), DSLs, Design Patterns, gRPC, Docker, Raspberry Pi, and open source.• Models: Statistical and mathematical models & methods/algorithms, investment banking derivatives pricing and risk models, regulatory capital risk models, financial markets. Data science and AI/ML methods and libraries like PyTorch & XGBoost, and LLMs.• Leadership: Solid leadership and coaching experience from teams of 45 reports and virtual teams around 80. Uses this formally and informally to make things happen in my own organisation as well as cross organisational in projects. Interacts with stakeholders at all levels from board level to junior employee and candidates.PERSONAL TRAITS AND WAYS OF WORKING• Always with a view to the end goal and a determination to reach it.• Does this in a systematic way, taking in new information, and with a holistic view to all aspects of a problem, including organisational and personal aspects.• Shows genuine enthusiasm and acts with integrity in everything I do.Keywords: Computers, Linux & tools, C++, Python, open source, DSLs, statistics/mathematics, numerical algorithms, leadership, banking, investment banking, derivatives models, regulatory compliance, artificial intelligence, machine learning#computers, #linux, #c++, #python, #opensource, #dsl, #statistics, #mathematics, #numericalalgorithms, #models, #leadership, #banking, #investmentbanking, #derivatives #derivativesmodels, #regulatorycompliance, #regulatorymodels, #ai, #artificialintelligence, #ml, #machinelearning
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Cto And Co-FounderHeuknoFrederiksberg, Dk
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Cto & Co-FounderHeukno Sep 2024 - PresentCopenhagen, Capital Region Of Denmark, DenmarkCTO & Co-Founder of heukno with the vision to create a new type of AI with self generated data & goals that can change the AI landscape.
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Sailgp Data Analysis & Ai MethodsSelf-Employed Dec 2023 - Aug 2024Copenhagen, Capital Region Of Denmark, Denmark• Assess AI methods from first principles in Python and with PyTorch AI library for e.g. image recognition and function fitting.• Different neural network layers including transformers for Large Language Models (LLM).• Applications analysing SailGP (https://sailgp.com/) data together with Rockwool Denmark SailGP Team (https://sailgp.com/teams/rockwool-denmark/). SailGP is the equivalent of Formula 1 racing for boats (https://www.youtube.com/watch?v=L8eq8hoUhBE). For each of 10 ``flying'' F50 boats 200--300 variables are sampled 10 times per second, and the goal is to learn from the data how to sail faster.• Excursions into Quantum Computing and Tensor Networks.Keywords: Python, Pandas, NumPy, AI, Data Science, PyTorch, LLM, SailGP, Quantum Computing#python, #pandas, #numpy, #ai, #datascience, #pytorch, #llm, #sailgp, #quantumcomputing
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Specialist QuantSaxo Bank Jan 2019 - Sep 2023Copenhagen Area, Capital Region, Denmark• Building next generation derivatives calculation engine at Saxo Bank from scratch in C++ with DSLs, math methods, calibration routines, pricing & risk models.• Integration to existing systems & organisation.• Configuration of system to Saxo needs and infrastructure.• Regression testing against and migration from old system.• Develop, code, debug and test math, pricing/risk and data handling routines.Keywords: C++, Build infrastructure, gRPC with C++/Python API, DSL for payoff scripting, DSL for model composition, Docker, Linux, Sphinx#c++, #infrastructure, #grpc, #python, #dsl, #payoffscripting, #modelscripting, #docker, #linux, #sphinx -
Sabbatical – Enjoing LifeSelf Employed Jul 2018 - Dec 2018Copenhagen Area, Capital Region, DenmarkResigned from Nordea to take leave, enjoy life, learn new things, and explore opportunities.Keywords: Startup community, Kotlin, Android, Sailing#startup, #community, #kotlin, #android, #sailing -
Executive Director, Head Of Model Monitoring And Performance, Risk ModelsNordea Dec 2017 - Jun 2018Copenhagen Area, Capital Region, Denmark• Model Monitoring and Performance was responsible for regulatory governance and follow up on the performance of capital and risk models in Group Risk Management, including IRB models.• Formed the team from scratch and created reporting (e.g. coverage of models and model issues) and tools to this effect.• Included e.g. roll out of the Methodology and Analytics Committee to the IRB Credit Models area and responsibilitiy for the Materiality Assessment team.Keywords: Model Monitoring, IRB Credit Models, IRB Materiality Assement, ECB Governance, TRIM#modelmonitoring, #irb, #irb, #materiality assesment, #ecb, #trim
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Executive Director, Head Of Analytics And Business Design, Chief Analytics Officer, GmccrNordea Jul 2016 - Nov 2017Copenhagen Area, Capital Region, Denmark
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Senior Director, Head Of Analytics And Business Design, Chief Analytics Officer, GmccrNordea Mar 2016 - Jun 2016Copenhagen Area, Capital Region, Denmark• Group Market & Counterparty Credit Risk (GMCCR) was responsible for Market- and Counterparty Credit Risk risk modelling, and Risk Platform and FRTB implementation.• As part of Group Risk Management at Nordea, GMCCR is responsible for regulatory governance and risk management in the area of market-, counterparty- and liquidity-risk as well as stress testing.• I formed Analytics and Business Design (with 45 people) supporting these areas with the regulatory approved internal models for market and counterparty credit risk (VaR models, IRC, IMA, Counterparty Credit Risk, IMM, ...) that was responsible for Nordeas capital requirements in these areas, as well as e.g. a market data team that was the basis for some of these models.• Business owner of Risk Platform and FRTB (80 FTE) that was part of Trading and Risk Programme together with FICC, FRC and IT. The programme was to make Nordea compliant to regulation as FRTB, RDARR, stress testing requirements, and give one golden data source.• Internal model governance was handled in the Methodology and Analytics Committee (MAC) established by and driven out of Analytics & Business Design.Keywords: Market Risk, Counterparty Credit Risk, FRTB, Business owner of Risk Platform, Methodology and Analytics Committee#risk, #marketrisk, #counterpartyrisk, #frtb, #methodologycommittee -
Senior Director, Head Of Product Development/Quantitative AnalyticsNordea Markets Jun 2014 - Feb 2016Copenhagen Area, Capital Region, Denmark• Product Development consists of teams responsible for all pricing & trading risk models and infrastructure development within FICC (Fixed Income Currencies & Commodities), capital management and activities related to implementation of regulation like IM and FRTB.• Integrated the Trading Models team responsible for DMB and FX Options modelling in Product Development, making Product Development responsible for all models relating to trading in Nordea Markets.• Extending our IT infrastructure and model framework to cope better with portfolio based computations like XVA calculations (as opposed to one trade at a time calculations).Keywords: Project Portfolio Management, Leadership#projectmanagement, #leadership -
Senior Director, Head Of Product Development/Quantitative AnalyticsNordea Markets Dec 2013 - Jun 2014Copenhagen Area, Capital Region, Denmark• Created the Capital Management team December 2013 to handle all regulatory capital related activities, e.g. hedge CVA Risk charge, lower counterparty credit risk by clearing/backloading, monitor market risk usage, Initial Margin, etc.• This was a result of the continued focus on regulatory capital and the associated costs after the financial crises.Keywords: Capital Management#capital
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Senior Director, Head Of Product Development/Quantitative AnalyticsNordea Markets Feb 2013 - Dec 2013Copenhagen Area, Capital Region, Denmark
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Director, Head Of Product Development/Quantitative AnalyticsNordea Markets Dec 2009 - Feb 2013Copenhagen Area, Capital Region, Denmark• Global Rates Trading & Product Development was formed as a merger of several parts of the trading organisation.• As a member of the GRT&PD management group I have had focus on IT project portfolio planning and execution/project management of model and system implementation changes from a front office point of view.• Product Development was split in two teams and further resources added, Model Development (models and infrastructure) and Desk Quant (”bridging” organisation and time, ad-hoc analysis, tools, run projects and support of trading).• All models and calibration routines were interfaced with Excel and trading and risk systems.• Grid computing setup enabled more than 20.000 hours of calculations/dayKeywords: Trading Infrastructure, Desk Quant Team, Trading Support, Evolve organisation#trading, #infrastructure, #tradinginfrastructure, #quant, #organisation
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Director, Head Of Product Development/Quantitative AnalyticsNordea Markets Feb 2007 - Dec 2009Copenhagen Area, Capital Region, Denmark
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Chief Analyst, Head Of Product Development/Quantitative AnalyticsNordea Markets Feb 2005 - Feb 2007Copenhagen Area, Capital Region, Denmark• Heading the Product Development team responsible for derivatives models for IR, inflation, credit & structured equity, as well ensuring anchoring in the organisation and integration to other IT systems.• Further developed the scripting language used for vanilla and exotic derivatives in all asset classes, having models and trades independent, and handled back office information and fixings.Keywords: Coaching, Derivatives Pricing Models, Connecting to other systems, Structured Credit, Derivatives#coaching, #derivatives, #derivativespricing
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Senior Analyst, Product Development/Quantitative AnalyticsNordea Markets Feb 2002 - Feb 2005Copenhagen Area, Capital Region, Denmark• General infrastructure for pricing and risk management of generic script based derivatives trades, including implementation in trading systems and roll out through out the organisation.• Roll out involved setting up processes for MO and BO, as well as new model and product approval procedures.Keywords: Generic contract language, DSL, C++ library, CDS pricing#contractlanguage, #dsl, #c++library, #creditderivative
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Analyst, Product Development/Quantitative AnalyticsNordea Markets Mar 2000 - Feb 2002Copenhagen Area, Capital Region, Denmark• Development of models for derivatives pricing and risk management in C++, primarily for credit derivatives, but also interest rate models.
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Ph.D. In StatisticsThe Royal Veterinary And Agricultural University (Kvl), Department Of Mathematics And Physics Nov 1996 - Feb 2000Copenhagen Area, Capital Region, DenmarkTitle of thesis: Statistical inference and perfect simulation for point processes observed with noise
Jens Lund Education Details
Frequently Asked Questions about Jens Lund
What company does Jens Lund work for?
Jens Lund works for Heukno
What is Jens Lund's role at the current company?
Jens Lund's current role is CTO and Co-Founder.
What is Jens Lund's email address?
Jens Lund's email address is je****@****dea.com
What schools did Jens Lund attend?
Jens Lund attended Københavns Universitet - University Of Copenhagen, Department Of Mathematical Statistics.
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Jens Graabaek
Denmark
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