Kenneth Dencker Petersen

Kenneth Dencker Petersen is a Lead Quantitative Analyst specializing in Credit Risk at Jyske Bank, with a career spanning from 2005 to the present. In the current role, Kenneth leads the development of compliant models within the Internal Ratings-Based (IRB) framework, focusing on data handling, risk parameter estimation, and documentation maintenance. Previous roles include Senior and Quantitative Analyst positions, where Kenneth concentrated on estimating key credit risk parameters such as PD, LGD, and EAD. Kenneth's foundational experience includes a position as a Quantitative Auditor, performing audits on credit risk models. Kenneth holds a Master of Science in Economics from Aarhus University, with earlier experience as a Research Assistant in the bank's economic research department.