Experience

Elo

• Finland
• Insurance
• 100 - 200 Employee

• Portfolio Manager

  • Jun 2019 - Present

• Interest Rate Analyst

  • Jan 2018 - Jun 2019

• Risk Analyst

  • Jan 2014 - Dec 2017

  I worked as a senior level risk analyst in Middle Office. My other main responsibilities included: - Internal reporting to Fixed Income and Credit desks and Hedge Funds. For reporting and data visualization I use Tableau. - Data and valuation models for bonds and derivatives. This includes functionality of our main system, Simcorp. - Helping our younger analysts and sharing my experience and knowledge was also important part of the job. - Helping another team… Show more I worked as a senior level risk analyst in Middle Office. My other main responsibilities included: - Internal reporting to Fixed Income and Credit desks and Hedge Funds. For reporting and data visualization I use Tableau. - Data and valuation models for bonds and derivatives. This includes functionality of our main system, Simcorp. - Helping our younger analysts and sharing my experience and knowledge was also important part of the job. - Helping another team, which is responsible for Solvency Capital Requirements with implementations and regulatory instructions. E.g. I implemented valuation and risk calculation models for all derivatives instruments with Matlab. Other than that, the usual quant stuff, (e.g. factor modelling, pricing models, etc.), using mostly Matlab, Bloomberg, and SQL-databases.



Pension Fennia

• Risk Analyst

  • Jun 2011 - Dec 2013

  This was essentially the same job as my job at Elo, since Pension Fennia merged with Pension Tapiola in at the beginning of 2014 and the new company became Elo. Other than that, I was partially allocated to our Solvency and Risk team. I was also responsible for CVA-valuations for OTC-derivatives. At the beginning I used VBA and a little bit of C++ implementing libraries for derivatives valuations, bond portfolio sensitivities and other risk figures (durations, DV01 etc.), option… Show more This was essentially the same job as my job at Elo, since Pension Fennia merged with Pension Tapiola in at the beginning of 2014 and the new company became Elo. Other than that, I was partially allocated to our Solvency and Risk team. I was also responsible for CVA-valuations for OTC-derivatives. At the beginning I used VBA and a little bit of C++ implementing libraries for derivatives valuations, bond portfolio sensitivities and other risk figures (durations, DV01 etc.), option calculators, historical simulation VaR, etc. Then we switched to Matlab in 2012. Show less



Allianz Global Investors

• Financial Services
• 700 & Above Employee

• Intern: Financial Engineering

  • Oct 2010 - Mar 2011

  Internship in a financial consulting unit of a German asset management company. I worked in a few different projects. My first task was to participate in a larger consultancy project for investigating how alternative real assets affect portfolio returns and risks. My responsibility was mathematical modelling of electricity spot price in the Nordic electricity exchange. After this, I worked with credit risk modelling (credit migrations) related to company’s risk metrics model. I also worked with… Show more Internship in a financial consulting unit of a German asset management company. I worked in a few different projects. My first task was to participate in a larger consultancy project for investigating how alternative real assets affect portfolio returns and risks. My responsibility was mathematical modelling of electricity spot price in the Nordic electricity exchange. After this, I worked with credit risk modelling (credit migrations) related to company’s risk metrics model. I also worked with company’s risk reporting tools, which are used to produce reports for client funds. I improved the implementation of the tools, which had been programmed with VBA and re-implemented some code with Matlab. I used Matlab in all projects. Show less



Pension Fennia

• Assisting Mathematician

  • Apr 2010 - Aug 2010

  I worked in a Finnish pension insurance company where my main responsibilities included customer calculations and providing customers information regarding their insurance. My other tasks included developing insurance technical software applications. I programmed a software to be used in the calculations for the financial statement (with SAS) and also developed Excel and VBA-based interest rate calculators to be used in both customer service and in-house calculations.



Tilastokeskus - Statistics Finland

• Finland
• Government Administration
• 300 - 400 Employee

• Trainee

  • May 2009 - Aug 2009

  Structural Business Statistics My responsibilities were to store and verify the correctness of Financial Statement data received from companies and Tax Administration. I also prepared the release of Financial statement statistics on business services and wrote an article about Finnish forest industry.