𝐇𝐚𝐫𝐧𝐞𝐬𝐬𝐢𝐧𝐠 𝐀𝐝𝐯𝐚𝐧𝐜𝐞𝐝 𝐓𝐨𝐨𝐥𝐬 𝐟𝐨𝐫 𝐒𝐭𝐫𝐚𝐭𝐞𝐠𝐢𝐜 𝐌𝐚𝐫𝐤𝐞𝐭 𝐑𝐢𝐬𝐤 𝐌𝐚𝐧𝐚𝐠𝐞𝐦𝐞𝐧𝐭EnvisionRisk provides a state-of-the-art risk management framework that leverages advanced technology, market data, and robust analysis tools, enabling clients to transform market uncertainties into investment opportunities.𝐄𝐧𝐯𝐢𝐬𝐢𝐨𝐧𝐑𝐢𝐬𝐤 𝐀𝐏𝐈: 𝐈𝐦𝐦𝐞𝐝𝐢𝐚𝐭𝐞 𝐀𝐜𝐜𝐞𝐬𝐬 𝐭𝐨 𝐂𝐫𝐮𝐜𝐢𝐚𝐥 𝐌𝐚𝐫𝐤𝐞𝐭 𝐃𝐚𝐭𝐚 𝐚𝐧𝐝 𝐑𝐢𝐬𝐤 𝐌𝐞𝐭𝐫𝐢𝐜𝐬Leveraging advanced technologies for predictive analysis your applications gain immediate access to crucial market data, high-level risk metrics like Value-at-Risk (VaR) and Expected Shortfall (ES), stresstest and create bespoke insights for your portfolio.• 𝐄𝐟𝐟𝐢𝐜𝐢𝐞𝐧𝐜𝐲: Automate exhaustive processes such as data collation and risk analysis.• 𝐅𝐥𝐞𝐱𝐢𝐛𝐢𝐥𝐢𝐭𝐲: Draw the specific data you need, precisely when you need it, in the format you prefer.• 𝐀𝐜𝐜𝐮𝐫𝐚𝐜𝐲: Our sophisticated algorithms assure you of precise, dependable risk measurements.• 𝐂𝐨𝐬𝐭-𝐄𝐟𝐟𝐞𝐜𝐭𝐢𝐯𝐞: Leverage our advanced tools without significant investments in infrastructure or proprietary software.𝐁𝐞𝐲𝐨𝐧𝐝 𝐭𝐡𝐞 𝐍𝐨𝐫𝐦What sets us apart? In a word - realism. While traditional risk management approaches often rely on oversimplified assumptions and models that inadequately account for extreme market fluctuations, we challenge these norms with an innovative and robust approach.We've moved beyond the standard Gaussian-based models that tend to overlook 'fat-tailed' financial returns and extreme events. Instead, we utilize Extreme Value Distribution (EVD) and the Peaks Over Threshold (POT) method. By focusing on these 'tail risks', we offer a more realistic representation of potential losses, ensuring that your business is prepared for even the most adverse market conditions.At EnvisionRisk, we provide a transparent and dynamic risk measurement framework.

Nova is the global by-invitation-only top talent network for students and young professionals that enables the world’s most capable professionals and students to share, learn and connect with each other, and with progressive companies. All members of Nova have been chosen after a selection process focusing on their personal qualities, professional and academical achievements.

Team Lead, lead architect and developer on development and implementation of state of the art portfolio risk calculation framework based on R and C++.My team played an important role in providing Senior Management, Markets and Treasury with precise and attentive risk-based analysis that allow for risk-informed decision making.Key responsibilities/actions were:• Global Head of Quantitative Risk & Models• Member of the Group Risk & Capital management team.• Responsible for the development of models to evaluate the Group’s market, operational and credit risk exposures.• Architecture/Design of the quantitative risk framework• Built the risk framework in R, C++, Shiny and MS SQL from scratch under tight time constraints• Responsible for the Fundamental Review of the Trading Book (FRTB) initiative in Saxo Bank.

Developing and implementing RAROC (risk adjusted pricing).Key responsibilities/actions were:• Initiator, architecture and design of the RAROC framework• Prototype development in R• Implemented prototype in production in C#/.NET• Architect and lead developer on BASEL III models• Delivered the RAROC framework as a .NET library which was easy integrated into Jyske Bank´s systems (in the merger)• Training of colleagues in R and C#

Development and implementation of AIRB-models within a Basel II/III framework.Key responsibilities/actions were:• In charge of the validation of BRFkredit’s AIRB-models – an important part of the company’s IRB-applications to the Danish FSA.• Architecture/Design of LGD models using statistical regression models (a important machine learning technique)• Methodology design and development of the rating philosophies point in time, through the cycle and downturn based on R• Training of colleagues in C#

Development of regulatory framework for market risk.Key responsibilities/actions were:• Architecture and design of the calculation framework for the regulatory market risk• Architecture and design of the GUI for the risk reports• Development of the framework in C#/.NET• Ad hoc development of prototypes in R