1997 - 2020 SEB Markets, Copenhagen - fixed income quant analystI was responsible for design, implementation and maintenance of front office and analytical systems with functionalities covering- analysis and monitoring of relative value in fixed income markets- price engine for executable quoting of DGBs on MTS, - systems for real-time monitoring of P&L and risk of market maker and prop trading desks- automated reporting to management and risk controlI was responsible for setting up structured derivatives and models for the calculation of their price and riskI indulged in everlasting efforts to reduce the burden of tedious routine tasks through automation and optimization of processes...

Delta Global Trading was a (hedged!) hedge fund working out of Cambridge, Massachusetts, USA. My role was to- setup the analytical framework for trading in the Danish mortgage bond market- build, maintain and develop our proprietary systems - live P&L, risk, line usages, reports...- setup targets and perform relative value trading in G20 fixed income marketsAll activities were based on a quantitative approach and proprietary analytical models for identifying relative value in the various fixed income markets we operated in

Developing and maintaining front-, middle- and back-office systemsTeaching in SimCorp's external course programme aimed at risk takers and controllers in the financial sector. Subjects ranging from simple bond analysis to advanced option pricing based on stochastic modelling of interest rates