Thor Nielsen
Lead Quantitative Analyst
Copenhagen, Capital Region of Denmark
Summary
👤
Senior🎓
Top SchoolThor Nielsen is a Lead Quantitative Analyst with a PhD in econometrics and over a decade of experience building and validating risk and pricing models across insurance and banking. He combines hands-on development (Matlab, Python, R, SQL, VBA) with deep expertise in simulation, copula dependence modelling, Solvency/market-capital frameworks and FRTB-era market risk practices. Comfortable translating regulatory requirements into robust internal models, he has led ground-up VaR infrastructure, capital modelling projects and extensive model validation and documentation. He also teaches applied Monte Carlo methods at the University of Copenhagen and supervises MSc projects, reflecting a talent for making complex quantitative methods practical and reproducible. Colleagues describe him as structured, social and fastidious about correct modeling and clear, automated reporting—skills he applies both in enterprise risk teams and classroom settings.
10 years of coding experience
2 years of employment as a software developer
Cand.Oecon (IMSQE), Econometrics and Quantitative Economics, Cand.Oecon (IMSQE), Econometrics and Quantitative Economics at Aarhus UniversityDoctor of Philosophy (PhD), Econometrics and Quantitative Economics, Doctor of Philosophy (PhD), Econometrics and Quantitative Economics at Københavns Universitet - University of CopenhagenBachelor, BSc in Business Administration and Management Science, Bachelor, BSc in Business Administration and Management Science at Copenhagen Business School
Danish, English
Github Skills (11)
image-viewer9
photography8
wxwidgets8
photo8
openexr8
image-processing7
cross-platform4
cpp4
interpreter4
programming-language3
standard-library3
Programming languages (1)
Github contributions (5)
ThorNielsen/loxint
Oct 2017 - May 2018
C++ interpreter for the Lox programming language.
Contributions:66 commits, 8 pushes, 1 branch in 6 months
cpploxlox-programming-languagestandard-libraryprogramming-language
ThorNielsen/newton-fractals
Feb 2018 - Sep 2018
Contributions:4 pushes, 2 branches in 7 months
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