Research and development of a Python framework which is able to handle a wide array of models.in the areas of stress tests, systemic risk, network, macro. models, and models of systemic risk International financial stability

This startup was started in 1984. Programming in fortran and pascal a software PCIM was created. It could solve large macroeconomic models on the then new PC (with 640k RAM). Until then Mainframe had been the only way to handle such large model. The PCIM software was primary used by the users of the Danish model ADAM. PCIM was updated to reflect new soft- and hardware and used for more than 25 year by major institutions in Denmark.Now it prowides help on datascience and model solving using Modelflow (https://github.com/IbHansen/Modelflow2)

Macroprudential stress test

Research and development of stress tests and models of systemic risk International financial stability

Stress testing models Stress testing system Modeling of the financial system

Deputy head of Market operations Portefolio management IT Financial market intelligence Compliance

Management of Credit and market risk of the NationalbankDevelopment of risk management systems

Head of Strategy and Research Division of the Investment Department

Responsibilities: - Debt Strategy - Risk Control systems - Development of liability allocation models - Mortage market

Developed mean variance model (using GAMS) for the currency allocation of the Danish foreign debt. Resulting in a major restructuring of the currency composition.Quantitative models for risk measurement of debt.

Macroeconomic policy analysisModel solving

Running of the macroeconomic model ADAM - in TSP. ADAM is still is used to analyze economic policy in Denmark. Created a Visualization package in fortran for publication ready charts of economic data and forecasts

Did the micro econometric analysis of Local government spendings (in SAS) as input to the work of a commission which should reform the grant system for local governments. Created a system in APL which was used to calculate grants for all local governments in Denmark.

Participated in an micro econometric analysis (using SPSS) of local government expenses. Result in a report showing how Copenhagen did not receive its fair amount of Government grant. Led to government commission investigating the issue and a major change in the grant system. See next job