Jonas Brunholm Jensen

Researcher at Sparnord

Speaker

Jonas is an Industrial PhD at Spar Nord Bank in collaboration with Aalborg University. His research explores new ways to understand and quantify credit behavior, with a particular focus on identifying early signs of credit deterioration.

By combining statistical techniques with novel Machine Learning methods, the project aims to improve how customers, and their credit behavior, are represented.

With a background in Model Validation, Jonas has extensive knowledge regarding IRB and IFRS9 models and a strong understanding of the regulation surrounding the models.