Jakob Lavröd is a Senior Quantitative Risk Analyst at Svenska Handelsbanken AB, one of the leading Nordic banks. With a background in mathematical physics and more than 10 years of experience in data analysis and quantitative modeling, Jakob specializes in statistical inference, model validation, and advanced risk measurement.

At Handelsbanken, he works on the development and validation of models for credit risk (IFRS 9), interest rate risk in the banking book (IRRBB), and operational risk under Pillar 2. He played a key role in designing Sweden’s first SFSA-approved IMS NMD model for IRRBB EVE calculations — contributing to the full cycle from regulatory interpretation and model construction to system implementation.

Prior to joining Handelsbanken, Jakob held risk management and model validation roles at Entercard Group AB and Ikano Bank, where he developed IFRS 9 modeling frameworks, designed quantitative validation methodologies, and introduced Gaussian process theory to credit risk monitoring, creating an early warning system for portfolio deterioration.

Jakob’s analytical approach is grounded in his scientific training and extensive programming experience (R, MATLAB, SAS, Monte Carlo simulation). His professional focus is on bridging theory and practice in financial risk modeling, improving statistical transparency and regulatory compliance, and fostering data-driven decision-making in modern banking.