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9 followers · 4 following
  • SEB
  • Stockholm, Sweden

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Achievement: Pull Sharkx3Achievement: Pair ExtraordinaireAchievement: YOLOAchievement: Arctic Code Vault Contributor
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Achievement: Pull Sharkx3Achievement: Pair ExtraordinaireAchievement: YOLOAchievement: Arctic Code Vault Contributor
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gbfredrik/README.md

Hi there, I'm Fredrik 👋

During the day, I work for SEB Group as a quant developer/analyst within market risk and model validation, focusing on derivatives pricing. I mainly contribute to the development of our forks of the Open Source Risk Engine and QuantLib. I also build integrations to front office and risk systems with Python and SQL.

At night, I'm a coding enthusiast who spends his time doing challenges on HackerRank and LeetCode.

Contact

📫 For inquiries, reach out to me on LinkedIn: LinkedIn/GBFredrik

Pinned

  1. Model-Validation/Engine Model-Validation/Engine Public

    Forked from OpenSourceRisk/Engine

    Open Source Risk Engine

    C++ 1

  2. MSc-Financial-Mathematics-Multi-Curve-Modeling-Risk-Performance-Attribution MSc-Financial-Mathematics-Multi-Curve-Modeling-Risk-Performance-Attribution Public

    Developed as part of a master's thesis project at Linköping University, Sweden.

    MATLAB

  3. BSc-Mathematics-Regime-Switching-Weather-Options BSc-Mathematics-Regime-Switching-Weather-Options Public

    An Implementation of Markov Switching Models for Weather Derivative Pricing

    MATLAB 2