Simon Thomsen Email & Phone Number

Aarhus, Dk

Hovedstaden, Danmark

Group Risk Management, Market & Counterparty Credit RiskTools: The same listed below, but with Python

København, Hovedstaden, Danmark

Group Risk Management, Market RiskMy job is to analyze and report the day-to-day market risk figures to internal and external stakeholders from a second line of defense point of perspective.Examples of tasks:- The analysis and reporting of ratios such as Value at Risk (VaR), Stressed Value at Risk (SVaR), Interest Rate Risk in the Banking Book (IRRBB), Fundamental Review of the Trading Book (FRTB) and other risk measures approved by the boards and executive boards in… Show more Group Risk Management, Market RiskMy job is to analyze and report the day-to-day market risk figures to internal and external stakeholders from a second line of defense point of perspective.Examples of tasks:- The analysis and reporting of ratios such as Value at Risk (VaR), Stressed Value at Risk (SVaR), Interest Rate Risk in the Banking Book (IRRBB), Fundamental Review of the Trading Book (FRTB) and other risk measures approved by the boards and executive boards in Nykredit Realkredit-koncernen, Nykredit Bank-koncernen and Totalkredit.- Ongoing dialogue with Group Finance & Investments, Funding & Capital, Corporates & Institutions, Compliance and Internal Audit.- The reporting of VaR-backtesting and stresstests regarding the balance principle to the Danish FSA.- The reporting of European Banking Authority (EBA) stresstests, Quantitative Impact Studies (QIS) and Global Systemically Important Banks (G-SIB) to the Danish FSA.- The development and optimization of current/future solutions with IT.- Preparation for future regulatory changes.Along side my primary job description listed above I am appointed ARCO (Assistant Risk & Compliance Officer) in Risk & Conduct.Examples of tasks:- Help local management by strengthening the compliance culture.- Identification of non-financial risks and the controls to mitigate these risks.- Coordination of inspections done by the Danish FSA.- Overview of regulation, documents, GDPR data and issues in Group Risk Management.- Product implementation from a Risk Management point of view.Tools: SQL, VBA, Python, BEC, Calypso, Summit, SimCorp Dimension, Refinitiv Eikon, Power BI, MetricStream, inhouse developed applications etc. Show less

Kalvebod Brygge 1, 1780 København V

Group Risk Management, Liquidity riskMy job was to analyze and report the day-to-day and short/long term liquidity figures to internal and external stakeholders from a second line of defense point of perspective.Examples of tasks:- The analysis and reporting of ratios such as Liquidity Coverage Ratio (LCR), Standard & Poor's Liquidity Ratio and Stable Funding Ratio to the different boards, executive boards, committees and risk takers of Nykredit A/S (Nykredit Realkredit… Show more Group Risk Management, Liquidity riskMy job was to analyze and report the day-to-day and short/long term liquidity figures to internal and external stakeholders from a second line of defense point of perspective.Examples of tasks:- The analysis and reporting of ratios such as Liquidity Coverage Ratio (LCR), Standard & Poor's Liquidity Ratio and Stable Funding Ratio to the different boards, executive boards, committees and risk takers of Nykredit A/S (Nykredit Realkredit, Nykredit Bank and Totalkredit).- Ongoing dialogue with Group Treasury, Group Finance and Markets.- The reporting of LCR, Additional Liquidity Monitoring Metrics (ALMM) and Net Stable Funding Ratio (NSFR) to the Danish FSA.- The reporting of Quantitative Impact Studies (QIS) to the European Banking Authority (EBA).- Stresstesting of liquidity ratios.- The development and optimization of current/future solutions with IT.- Preparation for future regulatory changes.Tools: SQL, SAS, VBA, BEC, Summit and SimCorp Dimension Show less

Kalvebod Brygge 47, 1560 København

BankingAssisting clients and financial institutions with widespread inquiries regarding banking, mortgages, investments and pension. Everything from products, prices and technical solutions to margins on mortgages, credit card fraud and anti-money laundering.Examples of banking tasks are credit assessment and short term credits, the onboarding of new clients and everything related to credit cards, bank accounts and homebanking. Mortgage tasks are questions related to… Show more BankingAssisting clients and financial institutions with widespread inquiries regarding banking, mortgages, investments and pension. Everything from products, prices and technical solutions to margins on mortgages, credit card fraud and anti-money laundering.Examples of banking tasks are credit assessment and short term credits, the onboarding of new clients and everything related to credit cards, bank accounts and homebanking. Mortgage tasks are questions related to establishments, conversions, refinancing and termination of DKK and EUR, Nykredit and Totalkredit mortgages. Investments and pension tasks are questions related to different investment solutions, preliminary income statements to SKAT and pension insurances. Show less

Kalvebod Brygge 47, 1560 København

Alongside my studies I worked as a Service Consultant at Nykredit getting hands-on experience with banking and mortgage for more than two years. This combination made me develop an interest for managing financial risks in the changing regulatory scene of the financial sector.Contact with large and small business and private clients, in all segments from standard to private banking customers, about services in areas such as mortgage, everyday banking, and investment/pension.- On… Show more Alongside my studies I worked as a Service Consultant at Nykredit getting hands-on experience with banking and mortgage for more than two years. This combination made me develop an interest for managing financial risks in the changing regulatory scene of the financial sector.Contact with large and small business and private clients, in all segments from standard to private banking customers, about services in areas such as mortgage, everyday banking, and investment/pension.- On Nykredit's "Blue List" of the most skilled student assistants that fulfills criteria in areas such as performance, work quality, work moral and experience.- Responsible for the training and planning of new employees in the same and other teams.- Sometimes responsible for the daily operations in our team and the organization of team meetings.- Change agent for the team during a corporate strategic transition.- Experienced in presentations and in speaking in front of an assembly. Show less

Master Of Science (Msc), Finance And International Business

Activities and Societies: Member of Studenterlauget, FIBU (Finance & International Business Union), FinanceLab, and FACCA (Finance.

Electives

Summer University

Bachelor Of Science (Bsc), Economics & Business Administration

Activities and Societies: Member of Studenterlauget, FIBU (Finance & International Business Union), FinanceLab, and FACCA (Finance.

Business Courses, Semester At Sdsu, Freemover

Exchange stay as a freemover together with a Danish fellow student and two Germans. The stay featured studying the American way, big.

Upper Secondary School, International Class, With Special Focus On The Usa, Mathematics And English

Short-term exchange stay at Asheville High School, North Carolina

Continuation School

Elementary School