Quantitative Analyst
CurrentMainly valuation and market risk analysis of financial assets including:• Valuation of exotic and vanilla instruments.• Prudent valuation.• Analysis of market exposures and VaR.• Regulatory measures for banking book.
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@sek.se
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Patrik Hellgren is listed as Quantitative Analyst at Swedish Export Credit Corporation, a with 266 employees, based in Greater Stockholm Metropolitan Area, Sweden. AeroLeads shows a work email signal at sek.se and a matched LinkedIn profile for Patrik Hellgren.
Patrik Hellgren previously worked as Quantitative Analyst at Self-Employed and Quantitative analyst at Erik Penser Bankaktiebolag. Patrik Hellgren holds Phd, Mathematics from Stockholms Universitet.
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Generally interested in mathematical modelling with a wide theoretical knowledge. Practical experience in e.g. predictive modelling (using fuzzy logic, regression methods etc.), clustering algorithms, optimization algorithms, valuation and risk analysis of financial derivatives, statistical measures and methods like VaR and EVT, monte-carlo simulation and sensitivity analysis.Programming experience in C#, Python, R and Golang for both developing and quantitative analysis.
Listed skills include Derivatives, Quantitative Analytics, Quantitative Finance, Mathematical Modeling, and 36 others.
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Stockholm, Sweden
Mainly valuation and market risk analysis of financial assets including:• Valuation of exotic and vanilla instruments.• Prudent valuation.• Analysis of market exposures and VaR.• Regulatory measures for banking book.
Stockholm, Sweden
Quantitative/Algorithmic trading privately in the world of Finance and Sports betting:• Algorithmic/quantitative trading in, mostly, stocks on the nordic exchanges.• Development of predictive mathematical models using different mathematical methods such as Fuzzy logic, regression based methods, SVR (support vector regression), clustering algorithms, metrics, optimization algorithms.• System development for implementing models including data warehousing and API programming.• Also experience of algorithmic/quantitative trading in sports betting developing mathematical models for automatic trading.
Stockholm, Sweden
developing quantitative methods for e.g.:• Valuation of financial instruments, including mostly vanilla and exotic options on equities and commodities.• VaR and CVaR estimates for market risk exposures.• Scenarioevaluation and stresstests.• Credit-VaR and CVA for counterparty exposures.• Estimating capital requirements• System developing for firm-wide risk evaluation
Stockholm, Sweden
Phd student in mathematics. Research area was Differential Geometry.Teaching assistant in mathematics constituted 20% of my employment.
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Stefan Haga
Colleague at Swedish Export Credit CorporationStockholm, Stockholm County, Sweden
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MN
Marek Niemiec
Colleague at Swedish Export Credit CorporationGreater Stockholm Metropolitan Area, Sweden
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CJ
Cherif Johan Farhat
Colleague at Swedish Export Credit CorporationGreater Stockholm Metropolitan Area, Sweden
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NM
Nilu Masroor
Colleague at Swedish Export Credit CorporationSweden
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WL
Wilma Lilljequist
Colleague at Swedish Export Credit CorporationStockholm, Stockholm County, Sweden
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KE
Kristoffer Eriksson
Colleague at Swedish Export Credit CorporationGreater Västerås Metropolitan Area, Sweden
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FH
Fredrik Hellström
Colleague at Swedish Export Credit CorporationTyresö, Stockholm County, Sweden
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ER
Evanra Rumondor
Colleague at Swedish Export Credit CorporationSurabaya, East Java, Indonesia
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DK
Daniel Knezevic
Colleague at Swedish Export Credit CorporationStockholm, Stockholm County, Sweden
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AR
Ann-Britt Rehnström
Colleague at Swedish Export Credit CorporationStockholm County, Sweden
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Concentration: Differential Geometry. Dissertation: G-structures and Families of Isotropic Submanifolds in Complex Contact Manifolds..
Concentration: Vehicle Engineering and Applied Mathematics. Thesis: Attractors of Noninvertible Maps (Dynamical Systems, Mathematics)
Quick answers generated from the profile data available on this page.
Patrik Hellgren works for Swedish Export Credit Corporation.
Patrik Hellgren is listed as Quantitative Analyst at Swedish Export Credit Corporation.
AeroLeads has found 1 work email signal at @sek.se for Patrik Hellgren at Swedish Export Credit Corporation.
Patrik Hellgren is based in Greater Stockholm Metropolitan Area, Sweden while working with Swedish Export Credit Corporation.
Patrik Hellgren has worked for Swedish Export Credit Corporation, Self-Employed, Erik Penser Bankaktiebolag, and Stockholm University.
Patrik Hellgren's colleagues at Swedish Export Credit Corporation include Stefan Haga, Marek Niemiec, Cherif Johan Farhat, Nilu Masroor, and Wilma Lilljequist.
You can use AeroLeads to view verified contact signals for Patrik Hellgren at Swedish Export Credit Corporation, including work email, phone, and LinkedIn data when available.
Patrik Hellgren holds Phd, Mathematics from Stockholms Universitet.
Patrik Hellgren is listed with skills including Derivatives, Quantitative Analytics, Quantitative Finance, Mathematical Modeling, Time Series Analysis, Probability Theory, Equities, and Var.
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