Thomas Hemming Larsen Email and Phone Number

Working in Treasury Models with developing and implementing behavioral models for Interest Rate Risk in the Banking Book. Modelling of non-maturing deposits interest rate sensitivity, duration and stability.Automation projects.Developing tools for risk management, issuances etc.

Responsible for managing Structural FX risk in Nordea. Main priority was to reduce volatility in the CET1-ratio from FX fluctuations by trading in FX spot, forwards, swaps and options.Very involved in risk reporting, capital, accounting processes and regulatory dialogue with the ECB on FX.Involved in various projects on both linear and non-linear interest rate risk.

Responsible for managing Structural FX risk in Nordea. Main priority was to reduce volatility in the CET1-ratio from FX fluctuations by trading in FX spot, forwards, swaps and options. Very involved in risk reporting and accounting processes on FX.

Investing in unlisted investments, mainly private equity and credit funds. Also managing Nordea's unlisted holdings in various companies.

Nordea Treasury. Worked with Alternative Investments (private equity, credit funds and hedge funds), Group Investment, mainly performing quantitative analysis. In addition, assisted with both strategic and tactical asset allocation in Nordea's internal pension funds.

Fixed Income Trading. Responsible for the settlement and limit checking of all the Danish fixed income trades and some of the international fixed income trades.

Danish Fixed Income. Responsible for the settlement and limit checking of all the Danish fixed income trades.

Private Banking Køge. Assisted investment advisors with return and asset allocation material for clients.