Experience

kompasbank

• Denmark
• Banking
• 1 - 100 Employee

• Vice president, risk analytics

  • Oct 2021 - Present

  We are building a bank from scratch and I contribute over a broad range with - credit risk: impairment calculations (IFRS 9) - external reporting (Finance and credit related) - internal reporting (NUMBERS and ORGANISATION) - “first user on the data lake” - ambassador for data democracy throughout the company - establishing model risk governance - 2LoD model validation and risk assessments - projects to be mentioned: building robust credit processes, PD model, kreditregister, interest rate on the banking book, capital correctness etc. Show less



PenSam

• Denmark
• Financial Services
• 200 - 300 Employee

• Riskanalyst

  • Mar 2018 - Oct 2021

  - credit, market and liquidity risk: governance and reporting (PenSam Bank) - solvency calculation (PenSam Bank) - impairments: modeling approach and validation (IFRS 9) - responsible for internal and external regulatory reports (ICAAP, ILAAP, recovery plan, pillar III report) - operational risk (PenSam Pension) - model risk governance (PenSam Pension) - credit, market and liquidity risk: governance and reporting (PenSam Bank) - solvency calculation (PenSam Bank) - impairments: modeling approach and validation (IFRS 9) - responsible for internal and external regulatory reports (ICAAP, ILAAP, recovery plan, pillar III report) - operational risk (PenSam Pension) - model risk governance (PenSam Pension)



Nykredit

• Financial Services
• 700 & Above Employee

• Senior Analyst

  • Jul 2015 - Mar 2018

  I am responsible for various aspects of forecast and budgetting - responsible person for distribution of costs within the company and between daughters (Transfer Pricing) - project leader for eg. company-wide projects - business partner for several internal departments - strategic work - development and evaluation of KPIs - and all kind of requests concerning costs and expenses I am responsible for various aspects of forecast and budgetting - responsible person for distribution of costs within the company and between daughters (Transfer Pricing) - project leader for eg. company-wide projects - business partner for several internal departments - strategic work - development and evaluation of KPIs - and all kind of requests concerning costs and expenses



Danske Bank

• Denmark
• Financial Services
• 700 & Above Employee

• Senior Analyst

  • Feb 2014 - Jun 2015

  As part of the Portfolio Analytics group I was involved in the calculation of expected loss and economic capital as well as providing analysis for the credit risk appetite of the bank. Furthermore I was in charge of various projects and ad hoc tasks within Risk Analytics.

• Senior Analyst

  • Mar 2013 - Jan 2014

  Maternity leave

• Analytiker

  • Jan 2012 - Feb 2013

  As part of the Model Performance Group I was responsible for the validation of credit risk parameters as PD, LGD, CF and haircut.


University of Copenhagen
• Denmark
• Research
• 700 & Above Employee
• Post-Doc

  • Sep 2009 - Dec 2011

University of Basel
• Switzerland
• Research Services
• 700 & Above Employee
• Post-Doc

  • Dec 2007 - Jul 2009

Karlsruhe Institute of Technology (KIT) / University of Karlsruhe (TH)
• Ph.D. student

  • 2004 - 2007