Karl J. V. Vestergaard

Karl J. V. Vestergaard

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  • Timeline

  • About me

    Data Scientist | MSc in Mathematical Business Economics

  • Education

    • Køge Business College

      2009 - 2012
      HHX Business Mathematics
    • Københavns Universitet

      2016 - 2017
      Cand.polit Electives
    • Copenhagen Business School

      2016 - 2019
      Master of Science in Mathematical Business Economics CM(mat.)

      Master's Thesis:Applying Machine Learning in Equity Trading (Grade: 12/A)Finance courses:Mathematical Finance 1Mathematical Finance 2Credit Risk Modeling – Theory and ApplicationFixed Income Derivatives: Risk Management and Financial InstitutionsFinancial Models in Excel and VBAQuantitative courses:Stochastic Processes and their Statistical AnalysisSampling TheoryEconometrics Financial EconometricsMultivariate Statistical… Show more Master's Thesis:Applying Machine Learning in Equity Trading (Grade: 12/A)Finance courses:Mathematical Finance 1Mathematical Finance 2Credit Risk Modeling – Theory and ApplicationFixed Income Derivatives: Risk Management and Financial InstitutionsFinancial Models in Excel and VBAQuantitative courses:Stochastic Processes and their Statistical AnalysisSampling TheoryEconometrics Financial EconometricsMultivariate Statistical ModelsData Science courses:Big Data AnalyticsProgramming and Statistics using SAS Show less

    • Copenhagen Business School

      2012 - 2016
      Bachelor of Science in Mathematical Business Economics HA(mat.)

      Quantitative courses:Linear algebra and mathematical analysisAdvanced linear algebra and mathematical analysisNumerical analysis and computer scienceOperations ResearchMathematical analysis and static optimizationProbability and StatisticsDifferential equations and optimal control theoryStatistical modelsBusiness & Economic courses:Business EconomicsMarketingMicroeconomicsMacroeconomics IMacroeconomics IIGame… Show more Quantitative courses:Linear algebra and mathematical analysisAdvanced linear algebra and mathematical analysisNumerical analysis and computer scienceOperations ResearchMathematical analysis and static optimizationProbability and StatisticsDifferential equations and optimal control theoryStatistical modelsBusiness & Economic courses:Business EconomicsMarketingMicroeconomicsMacroeconomics IMacroeconomics IIGame TheoryFinanceOrganization and ManagementIndustrial EconomicsOther:Scientific theory Show less

  • Experience

    • Jem & fix - Danmarks eneste lavpris byggemarked

      Jun 2009 - Jan 2011
      Serviceassistent
    • Vestergaard Nielsen A/S

      Feb 2011 - Sept 2015
      Student Assistant

      Vestergaard Nielsen A/S is an engineering and construction company with approx. 50 employees.Part of the Finance department.• Independent payroll to the employees.• Reports and statements. Including time registration and reports regarding salary and project costs.• Follow-up on payments of invoices.• In addition, I have implemented several web-based IT systems, including online project management / time registration and an online invoice system.

    • Finanstilsynet

      Jan 2015 - Oct 2015
      Student Analyst

      Part of the Capital Markets.• Special implementation of validation checks on transaction data for both internal use and The European Securities and Markets Authority (ESMA).• Programming in VBA and SAS including:o Programming in VBA for automation of monthly graphs of CIBOR quota and marking patterns for further investigation and inspection.o Programming in SAS for data processing, macro coding and SQL extraction.• Ad hoc tasks regarding external correspondence:o Contact to foreign authorities. E.g. The U.S. Securities and Exchange Commission (SEC).o Contact to Danish securities dealers. Show less

    • EY

      Nov 2015 - Nov 2017
      Student Consultant

      Part of the Financial Accounting Advisory Services.• Development and reviewing of databases and models in Excel, VBA and SQL for internal and external use. This includes:o Advanced databases to manage the invoice process for large clients.o Management Reporting Models to SME clients.o Optimises and digitises processes in Excel and VBA, to reduce administratively and manually work.• My team was part of EY Academy, and we have developed an Excel Course which we taught at network sessions and seminars. Show less

    • BankInvest

      Dec 2017 - Jul 2019
      Student Risk Analyst

      Part of the Risk department, which focuses on identifying, quantifying, and analysing the risk in BankInvest's portfolios.• Developing of risk models within Excel, VBA and SQL. Has updated our risk management modules after we switched data supplier in 2018.• Making statistics and risk reports to the portfolio managers as well as investment management.• Streamline, optimise and digitise processes through Excel, VBA and SQL.

    • CERIUS

      Aug 2019 - now
      Data Scientist

      Part of Portfolio & Strategic Asset Management.• Analysis of the condition of the assets in the electricity grid.• Optimise and forecast the investment plans for the assets.

  • Licenses & Certifications