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Nicolai Riiber holds a B.Sc. and M.Sc. in Mathematics-Economics (cand.scient.oecon) from the University of Copenhagen.
Nicolai’s academic fields of interest include financial markets, investments, pricing and hedging of financial derivatives, valuation adjustments (XVA), asset liability management, risk management, computational methods, insurance, and pensions.
Nicolai is currently employed as a Teaching Assis-tant at the Department of Finance of CBS.
Nicolai is currently working as an Actuary (Senior Consultant) at PwC Denmark where he delivers actuarial and risk modelling services to Danish and international clients. Examples of previous projects include risk management support, climate (ESG) risk modelling, model governance, model validation and valuation of long-term liabilities.
Nicolai has previously worked 5 years at Nordea Bank Denmark in various risk management roles covering market and counterparty credit risk.
Nicolai is responsible for teaching the exercise classes and grading exams in the courses Fixed Income and Derivatives and Risk Management which are part of the Graduate Diploma (HD) in Business Administration (Finance) programme.
Furthermore, Nicolai will as of 2023 be supervising bachelor level students with their projects in Finance.