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Thusjanthan Gunapalasingham

Head Of Risk Management at Danmarks Nationalbank

Thusjanthan Gunapalasingham, CFA has a strong background in risk management and quantitative analysis. Thusjanthan is currently the Head of Risk Management at Danmarks Nationalbank, where they are responsible for overseeing the Reserve Management and Risk Management activities related to the government debt portfolio. This includes tasks such as developing strategic asset allocation, hedging strategies, and ESG frameworks, as well as limit calibration for various types of risks and overall risk reporting.

Prior to their current role, Thusjanthan worked at Nordea as a Chief Analyst, focusing on interest rate risk in the banking book and behavioral modeling. Thusjanthan also held a position as deputy head of the modeling team and served as the product owner for a project that developed a quant library for estimation of behavioral models. In addition, they worked as a desk quant in Treasury, specializing in linear and non-linear interest rate products.

Before their time at Nordea, Thusjanthan was an Economist at the European Central Bank, where they gained experience in economic analysis and research. Thusjanthan also worked as an Economist at Danmarks Nationalbank, specializing in macroeconomic analysis.

Thusjanthan's work experience began as a Research Assistant at Danmarks Nationalbank, where they supported research projects. Thusjanthan also gained early experience as a Student Assistant at HP Fondsmæglerselskab A/S.

Overall, Thusjanthan Gunapalasingham, CFA has a diverse range of experiences in risk management, quantitative analysis, and economic research, making him a highly knowledgeable and skilled professional in the finance industry.

Thusjanthan Gunapalasingham, CFA, obtained their MSc in Business Administration and Management Science, Cand.merc.(mat.) from Copenhagen Business School from 2011 to 2013. Their field of study during this time was Economics and Mathematics. Prior to that, from 2008 to 2011, they earned their BSc in Business Administration and Management Science, HA(mat.), also from Copenhagen Business School. Their field of study during this period was also Economics and Mathematics.

In terms of their high school education, Thusjanthan Gunapalasingham attended Odsherreds Gymnasium from 2004 to 2007, where they obtained their High School degree. Their field of study during this time was Mathematics and Chemistry.

Furthermore, Thusjanthan Gunapalasingham has also obtained the Chartered Financial Analyst (CFA) Charterholder certification from the CFA Institute in September 2019.

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Timeline

  • Head Of Risk Management

    June, 2022 - present

  • Economist

    September, 2013

  • Research Assistant

    2011

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