Jakob Lavröd

Senior Quantitative Risk Analyst at Handelsbanken

Originally a mathematical physicist specialized in Bayesian inference, since moving over to quantitative risk in banking, Jakob has worked with modeling within both credit risk as well as interest rate risk. Throughout different roles Jakob has worked with model development, model validation and model usage, both in smaller unsecured lender, and currently for Handelsbanken, one of the most risk averse bank in the world.