Michael Viktor Bolvig Olsen

Michael Viktor Bolvig Olsen Email and Phone Number

Risk Analyst at DLR Kredit A/S, Math geek with much love for Quantitative Finance @ DLR Kredit A/S
denmark
Michael Viktor Bolvig Olsen's Location
Copenhagen Metropolitan Area, Denmark
About Michael Viktor Bolvig Olsen

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.

Michael Viktor Bolvig Olsen's Current Company Details
DLR Kredit A/S

Dlr Kredit A/S

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Risk Analyst at DLR Kredit A/S, Math geek with much love for Quantitative Finance
denmark
Website:
dlr.dk
Employees:
200
Michael Viktor Bolvig Olsen Work Experience Details
  • Dlr Kredit A/S
    Risk Analyst
    Dlr Kredit A/S Feb 2022 - Present
    København, Hovedstaden, Danmark
  • European Central Bank
    Trainee
    European Central Bank Mar 2021 - Feb 2022
    Frankfurt Rhine-Main Og Omegn
    Trainee in Analytical Credit & Master Data division in Directorate General Statistics, ECB.
  • Copenhagen Business School
    Scientific Assistant
    Copenhagen Business School Jun 2020 - Sep 2020
    Frederiksberg, Hovedstaden, Danmark
  • Copenhagen Business School
    Student Assistant (Research Assistant)
    Copenhagen Business School Mar 2019 - May 2020
    Københavnsområdet, Danmark
  • Atos It Solutions And Services A/S
    It Service Desk Technician
    Atos It Solutions And Services A/S Aug 2013 - Sep 2014
    Supporting Novozymes as 1st line technical engineer, progressing user requests in systems, user administration, HW IMAC, SW IMAC, File restores, missing functionality incidents as well as service requests.
  • Køge Handelsskole
    After-School Assignment Counsellor
    Køge Handelsskole Nov 2012 - Jun 2013
    Guiding and counseling students in assignments given, helping peers structure their tasks to obtain higher and more effective resolution results.
  • Rishoej If Svøm
    Swimming Instructor
    Rishoej If Svøm Feb 2010 - Jun 2013
    Training and supervising lessons in swimming as trainer/assisting trainer.

Michael Viktor Bolvig Olsen Skills

English Technical Support Customer Support Facebook Social Networking Active Directory

Michael Viktor Bolvig Olsen Education Details

Frequently Asked Questions about Michael Viktor Bolvig Olsen

What company does Michael Viktor Bolvig Olsen work for?

Michael Viktor Bolvig Olsen works for Dlr Kredit A/s

What is Michael Viktor Bolvig Olsen's role at the current company?

Michael Viktor Bolvig Olsen's current role is Risk Analyst at DLR Kredit A/S, Math geek with much love for Quantitative Finance.

What schools did Michael Viktor Bolvig Olsen attend?

Michael Viktor Bolvig Olsen attended Copenhagen Business School, Copenhagen Business School, Bosei, Køge Handelsskole.

What are some of Michael Viktor Bolvig Olsen's interests?

Michael Viktor Bolvig Olsen has interest in Logical Deduction, Japan (Culture And Language), Swimming, Ancient Eastern Religion, Philosophy.

What skills is Michael Viktor Bolvig Olsen known for?

Michael Viktor Bolvig Olsen has skills like English, Technical Support, Customer Support, Facebook, Social Networking, Active Directory.

Who are Michael Viktor Bolvig Olsen's colleagues?

Michael Viktor Bolvig Olsen's colleagues are Jørgen Matzen, Marcus B. Nordfalk, Julie Fuglede Larsen, Julie Christine Krogh Hertz-Ladiges, Frederik Arp Kraglund, Anders Winstrøm, Jørgen Øtettgaard.

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