Jonas Hal Email & Phone Number

Copenhagen

• 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.
• 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.

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Copenhagen Area, Denmark

• 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.
• 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

• 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)

• 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#

Lyngby

• 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

Master Of Science (Msc) In Business Administration And Management Science, Mathematical Finance

Mathematics And Statistics

Ha

Education record