Cathrine Jacobsen

Cathrine Jacobsen currently serves as a Risk Manager at PKA since July 2022, focusing on liquidity risk modelling, factor-based portfolio construction, market risk modelling of derivatives, Solvency II compliance, and the ORSA process. Prior to this role, Cathrine was a Director at ATP Pensions from May 2014 to June 2022, where responsibilities included market risk modelling of derivatives, risk premium strategies, alternative investments, and contributing to factor-based risk model frameworks. Earlier career experiences include positions as a Senior Risk Analyst and Risk Analyst, as well as academic roles at Copenhagen Business School as an Assistant Professor and Postdoc. Cathrine began a Ph.D. program at the University of Copenhagen from December 2006 to November 2009, following an M.Sc. in Mathematics Economics obtained from the same university in 2006.