Michael Viktor Bolvig Olsen Email & Phone Number

With a background in Mathematical Finance and data analysis on Financial instruments at CBS I perceive myself as a strong logical problem solver. I am currently looking for a full-time job in the Financial sector that allows me to get hands-on experience with the analysis of securities from a risk management and/or investment point-of-view. My master's program has allowed me to gain substantial data and analytical experience in areas of Finance and Statistics. In my thesis project I have worked extensively with several volatility models used in performance analysis of hedge portfolios based on S&P500 index call-options. The implementation of these models has likewise given me valuable insight in the behaviour of hedge portfolio profit-&-loss based on choice of hedge volatility. Likewise, I have gained insight into several aspects of credit risk modelling, e.g. default intensity models and regulatory capital requirements in banking.In my position as research assistant at the Center for Financial Frictions (FRIC) in CBS I have provided analytical assistance in several Finance projects based on credit derivatives. This includes (but is not limited to):- Data collection from several databases, e.g. Bloomberg, Markit, Mergent FISD, TRACE, etc.- More specifically, programming algorithms to download, clean and manipulate data tables with a combination of R and SQL code- Construction of R code to estimate model parameters, including CDS-implied default intensities, funding cost, interest rates time-series, etc.- Mapping unique IDs across databases for credits to effectively link e.g. bond data with CDS data.- Extensive analytical work in assessing value of bond redeemability, bond price outlier identification, resolving general data issues. A lot of which I built algorithms to systematically identify and remove data issues, as well as displaying model output for troubleshooting purposes.My role as research assistant has provided me with valuable experience working with large datasets of Financial data and programming scripts to automate data processes and computations.

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