- Insurance reserving and risk models – Development from scratch or implementation in vendor system. Validation of internal models.
- Financial risk management strategy and systems – Risk appetite statements, risk and capital methodology, implementation of measurement and reporting.
- Solvency II advisory – Training, compliance assessment, development of optimisation strategies, review in connection with M&A processes.
- Project lead on the EIOPA Stress Test 2018 for a major Danish life insurer.
- All-round expert on Solvency II at Danica Pension.
- Leading the development and maintenance of systems for computing and reporting capital requirements at Danica Pension
- Developing methodology for allocation of capital costs at Danica Pension consistent with the allocation principles of owner Danske Bank (as a part of a Danske Bank talent development programme)
- Validation of an internal model for specific market risk at Danske Bank.
- Advising on credit capital allocation and optimisation strategies at Danske Bank.
- Working with a stochastic internal model for credit Value-at-Risk at Danske Bank. Leading the porting of the model from vendor solution to R.
- Using and maintaining a stochastic ALM projection model, and developing it for use as a Solvency II internal risk model, at ATP – the Danish Labour Market Supplementary Pension Scheme.
- Experience with a broad range of programming languages and technologies: R, C++, C#, SQL (including database design), Python, Excel/VBA, and Julia.