Challenge of new risk model moved Svenstrup from academia and sales to CIO
A year ago 44-year old Mikkel Svenstrup became Chief Investment Officer for the 90,000 members of two Danish pension funds for engineers, lawyers and economists. A major departure from a role as salesperson and advisor to pension funds, with a background in academia. He was lured to the job because it involved crating a new risk-based investment strategy.
BY ANNE LOUISE HOUMANN
Twenty years ago, Mikkel Svenstrup's job was to create mortgage bond models. While he studied mathematics and economics at Aarhus University in Denmark, he worked at Scanrate, a company which develops analytical models to price Danish mortgage bonds.
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