Sebastian Aaen

Associate Director, Quantitative Risk Analyst

Copenhagen Metropolitan Area Denmark
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Summary

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Senior
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Top School
Sebastian Aaen is an Associate Director and quantitative risk professional with 11 years of experience bridging software engineering, mathematics, and economics to build market risk management systems. At Nordea Markets he has served as risk quant and product owner for multiple teams, translating complex statistical models and ML techniques into production-grade risk tooling. His background in software technology and an MSc in Mathematical Modelling give him a rare combination of hands-on systems design and rigorous quantitative modelling. He moves fluidly between coding, model validation, and stakeholder-facing product decisions, ensuring models are both auditable and operationally robust. Based in Copenhagen, he has progressed through roles from market risk manager to senior quant, reflecting consistent delivery and growing leadership responsibility. Colleagues describe him as methodical and pragmatic, with a talent for turning abstract mathematical ideas into practical risk controls.
code11 years of coding experience
job7 years of employment as a software developer
bookBSc Economics (165/180 ECTS), BSc Economics (165/180 ECTS) at Københavns Universitet - University of Copenhagen
bookTechnical University of Denmark
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Github Skills (5)

loss5
voice3
style-transfer3
autoencoder3
pytorch2

Programming languages (1)

Python

Github contributions (5)

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OliverFlecke/ProjectPlanner

Mar 2015 - May 2015

Contributions:73 pushes in 1 month
sebakeaaen/ml-ops-project

Jan 2025 - Jan 2025

Project for 02476 Machine Learning Operations, DTU
Contributions:7 PRs, 70 pushes, 2 branches in 14 days
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Sebastian Aaen - Associate Director, Quantitative Risk Analyst