Christina Falch

Senior Risk Manager at KommuneKredit
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Contact Information
us****@****om
(386) 825-5501
Location
Hørsholm, Capital Region, Denmark, DK
Languages
  • English Professional working proficiency
  • Dansk Native or bilingual proficiency

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Experience

    • Denmark
    • Financial Services
    • 1 - 100 Employee
    • Senior Risk Manager
      • May 2022 - Present

    • Denmark
    • Financial Services
    • 300 - 400 Employee
    • Senior Financial Analyst
      • Mar 2019 - May 2022

      - SimCorp Dimension - Pricing and valuation - Solvency II - SimCorp Dimension - Pricing and valuation - Solvency II

    • Denmark
    • Financial Services
    • 700 & Above Employee
    • Chief Analyst
      • Apr 2018 - Mar 2019

      - Research, Danish covered bonds- Strategies and analysis- MiFID II for research

    • Senior Analyst
      • Apr 2007 - Apr 2018

      - Research, Danish covered bonds- Strategies and analysis- Government bonds- Futures, swaps and swaptions- MiFID II for research

    • Denmark
    • Insurance
    • 200 - 300 Employee
    • Senior Portfolio Manager
      • Feb 2001 - Feb 2007

      - Danish and European covered bonds - Futures, swaps and swaptions - Long only and alpha strategies - Asset Liability Management - Hedging of FX and interest rate risk - Cash Management - SimCorp Dimension - Danish and European covered bonds - Futures, swaps and swaptions - Long only and alpha strategies - Asset Liability Management - Hedging of FX and interest rate risk - Cash Management - SimCorp Dimension

    • Senior Analyst
      • Sep 2000 - Feb 2001

      Research, Danish covered bonds

    • Analyst
      • Aug 1997 - Sep 2000

      - Research on Danish mortgage bonds- Strategies and analysis- Nykredit Danish mortgage bond index- Prepayment models and pricing of callable mortgage bonds

    • Assistant Analyst
      • Jun 1995 - Aug 1997

Education

  • Copenhagen Business School
    Cand.merc.mat, Erhvervøkonomi og matematik
  • Copenhagen Business School
    Bachelorgrad, HA(mat.)
    1991 - 1994
  • Rutgers University - Camden
    Summer school - Course: "Elementary differential equations", A
  • University of North Carolina at Chapel Hill
    Summer school - Course: "Basic accounting principles"​, B+

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