christoffer ramsden

quantitative risk analyst and application specialist

About

Specialties: Equity, index fund and ETF trading through various brokers and online brokers for more than 10 years. CFD trading through CMC Markets for 3 years. Options trading through amongst others, Interactive Brokers for 4 years. I have a small hobby project doing automatic algorithmic trading with an ActiveX API between Matlab and Interactive Brokers. My current focus is on high probability, low risk and capital preserving credit spread strategies using liquid, vanilla index options.

Country

sweden

City

lund

Industry

oil & energy

Skill

options strategies, trading, derivatives, fixed income, options, risk management, equities, business analysis, financial risk, fx options, portfolio management, capital markets, back office, investment banking, finance

Experience

customer services

tradimus ab

2001-9 - 2004-9 · 3 yrs 1 mo

Assignments in media, sales, telecom and technical support.

intern and msc thesis student

ubs

2007-8 - 2008-8 · 1 yr 1 mo

* Development of interpolation methods for option re-pricing * in the risk management department. In house risk * management software and models. * Verification of credit risk models, exposure modelling. * Department of credit and country risk control.

economy assistant

dhl

2006-6 - 2007-6 · 1 yr 1 mo

* Quotations, advices, invoices and complaints. Summer * intern two times and weekend job during the school * semester.

quantitative risk analyst and application specialist

modity energy trading ab

2017-9 - Present · 9 yrs 1 mo

trading application consultant

dong energy

2011-12 - 2015-8 · 3 yrs 9 mos

Endur front office specialist.

system development consultant

simcorp

2008-9 - 2011-4 · 2 yrs 8 mos

Transactional framework development. Implementing the settlement process for new instruments and supporting existing back office functionality within areas such as delivery of underlying contracts, cash management and Xpress Instruments.

business consultant

addedo

2015-9 - 2017-9 · 2 yrs 1 mo

IBM Cognos TM1 Consultant.

Education

the faculty of engineering at lund university

management

2003-1 - 2008-1 · 5 yrs 1 mo

Derivatives pricing, Statistics in finance, Risk valuation, Stochastic processes, Markov processes, Simulation. Numerical analysis, Optimization, Complex calculus, Continuous modelling, Transforms, Control theory, Linear programming, Theory of functions. Calculus, Multivariate calculus, Differential equations, Linear algebra, Mathematical statistics, Mathematical economics.

lund university

economics

2005-1 - 2007-1 · 2 yrs 1 mo

Portfolio theory, Option theory, Econometrics, Fixed income assets, Empirical finance, Advanced financial economics. Microeconomics, Macroeconomics, Accounting, Marketing, Organizational theory, Integration, Cost management, Economic history