Summary
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.
11 years of coding experience
7 years of employment as a software developer
BSc Economics (165/180 ECTS), BSc Economics (165/180 ECTS) at Københavns Universitet - University of Copenhagen
Technical University of Denmark