Johan Emil Westergaard

Johan Emil Westergaard

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location of Johan Emil WestergaardCopenhagen, Capital Region of Denmark, Denmark

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  • Timeline

  • About me

    Principal Portfolio Manager hos Danmarks Nationalbank

  • Education

    • Københavns Universitet - University of Copenhagen

      -
      Master of Science - MS Mathematics-Economics

      Thesis title: Rough Volatility - with a deep neural network calibration approachRelevant electives:Quantitative Risk ManagementContinuous Time Finance I/IIComputational FinanceOptimal Stopping with ApplicationsLarge Scale Data Analysis

    • Københavns Universitet - University of Copenhagen

      -
      Bachelor of Science - BS Mathematics-Economics

      Relevant electives:Stochastic Processes II/IIIApplied Programming(C++)

  • Experience

    • Danmarks Nationalbank

      Aug 2017 - now

      Monetary policy implementation and FX reserve management.Member of the investment and risk committee Monetary policy implementation, government debt and FX reserve management.Member of the investment and risk committee Monetary policy implementation, government debt and FX reserve management.Member of the investment and risk committee Dealer/Economist in Monetary Policy Operations and Government Debt, Banking and Markets Research Assistant in Government Debt, Banking and Markets

      • Principal Portfolio Manager

        Feb 2025 - now
      • Senior Portfolio Manager

        Jan 2023 - Feb 2025
      • Portfolio Manager

        Jan 2021 - Jan 2023
      • Dealer/Economist

        Jul 2020 - Jan 2021
      • Research Assistant

        Aug 2017 - Jun 2020
    • Københavns Universitet - University of Copenhagen

      Feb 2020 - Jun 2020
      Teaching Assistant

      Bachelor theses in continuous time finance

    • Københavns Universitet - University of Copenhagen

      Feb 2021 - Jun 2021
      External Lecturer

      Thesis advisor for bachelor students in continuous time finance

  • Licenses & Certifications

    • Fixed Income Certificate(FIC) - Pass with Distinction

      ICMA - International Capital Market Association
      Oct 2022
      View certificate certificate
    • ACI Dealing Certificate

      ACI Financial Markets Association