Jacob Hald Hansen

Jacob Hald Hansen Email and Phone Number

Quant Portfolio Manager | Gas | DC | PhD @ Danske Commodities
denmark
Jacob Hald Hansen's Location
Aarhus, Central Denmark Region, Denmark, Denmark
About Jacob Hald Hansen

Quant Portfolio Manager | Gas Trading | DC | PhD in Finance/EconomicsStriving to innovate by bringing financial theory and new perspectives to the energy markets.I am a highly ambitious quantitative economist with a desire to innovate and improve the status quo. I am a researcher by heart, critically minded and opinionated, but aware of my own limitations and an ambassador for close collaboration. I have a strong interest in quantitative finance and asset pricing but also of the trading aspect of markets. I dearly believe great opportunities exists when merging academia with the energy markets. I hold a PhD in economics/finance from Aarhus University. My main research areas is asset pricing, econometrics, and machine learning. I’ve published in both Journal of Financial and Quantitative Analysis and Journal of Empirical Finance.

Jacob Hald Hansen's Current Company Details
Danske Commodities

Danske Commodities

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Quant Portfolio Manager | Gas | DC | PhD
denmark
Employees:
366
Jacob Hald Hansen Work Experience Details
  • Danske Commodities
    Quantitative Portfolio Manager | Gas
    Danske Commodities Oct 2024 - Present
    Aarhus, Central Denmark Region, Denmark
    Researching, developing, and managing long-term systematic strategies across global gas markets.
  • Danske Commodities
    Senior Quantitative Analyst
    Danske Commodities Jan 2023 - Oct 2024
    Aarhus, Middle Jutland, Denmark
    Quantitative Analyst in the Risk Modelling team.Striving to innovate by bringing academic theory to the energy markets.I am running a larger research project seeking to quantify and research energy market risk factors and the company’s exposure. We enhance active risk management and gain deeper insights into opportunities and exposures in a portfolio perspective. I believe in a broader macro approach as any asset class is driven by common factors, especially during increased financialization. This view help bridge the gap between energy and the rest of the markets. I’ve conducted high-level research and developed a comprehensive non-standard pricing model, program for both daily valuations and monitoring, and alternative risk measures for a part of the renewable portfolio.Python and a bit of C#
  • Aarhus Bss - Aarhus University
    Phd Fellow
    Aarhus Bss - Aarhus University Sep 2018 - Sep 2022
    Aarhus
    My research is within the field of empirical asset pricing. I've worked extensively with high-dimensional and big data during my PhD. To handle this, I mainly used Python, cloud computing, and machine learning. Besides my knowledge of asset pricing and time-series econometrics, I've worked extensively with various machine learning methods through my research and courses. Moreover, I also have experience within natural language processing and advanced classifiers such as long short-term memory networks and convolutional neural networks.In my first paper, I document asymmetric patterns in subsequent responses to good and bad earnings surprises when retail investors are the most attentive. If earnings news is bad, a strong reversal is present, consistent with an attention-induced buying pressure. If the news is good, then even though the announcement must also have been attention-grabbing, no subsequent buying pressure is observed. My second joint paper - Published in Journal of Financial and Quantitative Analysis - examines the vast number of potential factors that explain the cross-sectional variation in the post-earnings announcement drift. The literature have provided, what we term, a "zoo" of controls. We are the first to systematically tame this zoo by applying newly developed machine learning methods to this problem, which allows us to obtain valid inferences in the presence of a high-dimensional set of controls.The third joint paper - Published in Journal of Empirical Finance - studies bubbles on the US housing market under the COVID-19 pandemic. We use statistical methods to identify periods of explosiveness in price-rent ratios across metropolitan areas. The bubble tests reveal strong evidence of explosive house prices during the COVID-19 pandemic. In contrast to earlier bubble episodes, we find that the frequency and size of bubble formations under the pandemic have been at least as strong in low-density as in high-density metropolitan areas.
  • Financelab
    Investment Panel Aarhus - Board Member
    Financelab Aug 2017 - Dec 2018
    Aarhus
    Investment Panel Aarhus seeks to exploit market inefficiencies in Danish small- and midcap stocks, implementing fundamental analysis to find undervalued stocks. The investment strategy is based Benjamin Grahams "Value Investing" with a focus on smaller companies, as these are often traded at a discount due to limited analyst coverage and asymmetric information. The panel publishes each case to the FinanceLab website and have been featured in Danish Radio 24/7 – Millionærklubben, hosts several lectures and courses at Aarhus University. · Historical returns: 10.2% in 2017, 23.2% in 2016, 43.9% in 2015 and 35.9% in 2014.· Significantly beating the OMX All benchmark in all consecutive years.· Fundamental analysis using DCF and other valuation techniques.· Strategic and market analyses.· Publication of investment cases.· Independent advisory regarding portfolio allocations.www.FinanceLab.dk/IPA/
  • Aarhus Bss - Aarhus University
    Teaching Assistant
    Aarhus Bss - Aarhus University Feb 2018 - Jun 2018
    Aarhus
    Teaching assistant in Introductory Statistics at the Department of Management for Marketing and Management Communication students.
  • Dealhaus
    M&A Analyst
    Dealhaus Jul 2016 - Feb 2018
    Aarhus Area
    DealHaus is a boutique corporate finance firm with the primary focus on middle-market mergers and acquisitions (M&A). Specializing in advising small and medium-sized companies in corporate and asset acquisitions and disposals, capital raises and other strategic transactions. I worked part-time during my Bachelor and Master studies as an analyst with different work areas, which include but are not limited to:• Identification of potential buyers, analysis, valuation and coordination of full transaction processes for corporate acquisitions.• Strategic, technical and financial analysis • Identification of potential investors for capital raises.• Strategic and financial advisory for start-up companies.• Development of information memorandums and pitches.
  • Financelab Aarhus
    President
    Financelab Aarhus Apr 2016 - Jun 2017
    Aarhus
    FinanceLab seeks to facilitate the bridge between academically founded theory and practical applications by arranging courses, lectures and other relevant activities.• FinanceLab is the place where financial nerds, investors and entrepreneurs can share their ideas and benefit from others’ specific areas of expertise and interest. • FinanceLab provides students at Aarhus University with lectures, workshops, study trips and hosts the main event Investment Camp Aarhus. • Events include M&A workshops, trading courses and investment courses. • The associated Investment Panel manages a portfolio consisting exclusively of Danish small-cap stocks.Responsibility as President of the Board: • Managing and coordinating partner contacts and overall strategy of FinanceLab Aarhus • Daily management and guidance of the board consisting of 10-12 board member's.• Coordination and planning of study trips, whole day events, courses and workshops.www.FinanceLab.dk
  • Financelab Aarhus
    Treasurer, Board Member
    Financelab Aarhus May 2015 - Mar 2016
    Aarhus
    FinanceLab is a volunteer student organisation at Aarhus BSS that seeks to bridge the gap between academia and the industry.Treasurer from end December 2015 to April 2016. During this time I learned practical accounting skills that is needed at a smaller organisation.www.FinanceLab.dk
  • Kvickly
    Service Employee, Wine Department
    Kvickly Aug 2009 - Aug 2014
    Ry, Denmark
    Worked in different departments such as checkout, packing groceries for an online supermarket (Osuma) and in the wine section from 2012 and onwards.Key takeaways: Thriving with responsibility for making independent decisions and learned leadership abilities from managing underage workers.

Jacob Hald Hansen Skills

Finance Economics Econometrics English Microsoft Excel Statistics Corporate Finance Company Valuation Quantitative Economics Matlab Financial Econometrics

Jacob Hald Hansen Education Details

Frequently Asked Questions about Jacob Hald Hansen

What company does Jacob Hald Hansen work for?

Jacob Hald Hansen works for Danske Commodities

What is Jacob Hald Hansen's role at the current company?

Jacob Hald Hansen's current role is Quant Portfolio Manager | Gas | DC | PhD.

What schools did Jacob Hald Hansen attend?

Jacob Hald Hansen attended Aarhus Bss - Aarhus University, University Of California, San Diego - Rady School Of Management, Aarhus Bss - Aarhus University, University Of St.gallen, Aarhus Bss - Aarhus University, Silkeborg Business College.

What are some of Jacob Hald Hansen's interests?

Jacob Hald Hansen has interest in Second World War, Investing And Fitness, Education, Hunting, History.

What skills is Jacob Hald Hansen known for?

Jacob Hald Hansen has skills like Finance, Economics, Econometrics, English, Microsoft Excel, Statistics, Corporate Finance, Company Valuation, Quantitative Economics, Matlab, Financial Econometrics.

Who are Jacob Hald Hansen's colleagues?

Jacob Hald Hansen's colleagues are Nora Kozak, Simon Møller-Kristensen, Emil Wellejus, Pari Mørk, Marianne Quist, Niklas Munksgaard Berg, Sara Rye Petersen.

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