Gustav Gistvik Email & Phone Number

Stockholm, Stockholm County, Sweden

Stockholm, Stockholm County, Sweden

Stockholm, Sweden

Part of the team of seven old Nektar colleagues launching Frost. A fixed income relative-value fund operating mostly in the nordic markets. My main responsibilities were the models for valuation of the funds assets, pre- and post-trade analysis, calculating risk measures and regulatory reporting but as a small team launching a hedge fund everyone helps where necessary.

Stockholm, Sweden

Joined the Nektar Front Office Risk team, a group with fantasic colleagues, very skilled, driven and humorous.The teams main tasks were to maintain and improve the internally developed front office systems the portfolio managers used as well as the general IT infrastructure for the fund. Some contributions of mine to the team were financial knowledge of the instruments traded (swaps, swaptions, futures, bonds, repos , fxos etc.), SQL, handling ad-hoc requests from PMs or CIO. A lot of my time was spent calulating relevant measures, coding them and visualizing data the fund obtained. One of the best things I take with me from Nektar is the mindset that you can acomplish anything. If you don't have it, then build it!

Stockholm, Sweden

Company Background:Brummer & Partners is a leading European hedge fund company through its offering of well diversified asset management solutions and by successfully generating good risk-adjusted absolute return over the years regardless the state or behaviour on the capital markets. The group has attracted many skilled fund management teams which in turn have generated great returns to countless number of private individuals, businesses and institutional investors.Quantitative analyst:The valuations team where I worked was responsible for the offical and intraday valuations of some of the funds under the Brummer hedge fund umbrella. The instruments cover a broad range of vanilla and exotic financial products in FX, interest rates, credit, equity and fixed income. During my last year I was leading a project onboarding the hedgefund Nektars FX trades onto the trade platform Calypso.

London, United Kingdom

I worked at the global macro hegdefund Canosa Capital as their quantitative analyst. I was resonsible for day-to-day valuations and risk calculations in FX, equity, credit and interest rate products in the trade system Calypso helping the asset managers, traders and risk officer. A fantastic hands-on experience where I learned many aspects of the financial markets which I have found very useful in my career and helped shape my understanding of the financial world.

Stockholm, Sweden

Master thesis regarding the Least-squares Monte-Carlo method. Implementing the LSMC on Proxy portfolios aswell as optimizing and creating a function generator to apply the LSMC on.http://www.diva-portal.org/smash/record.jsf?pid=diva2%3A750620&dswid=1890