CV

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Experience

Quantitative Researcher, Stockholm University
Aug 2021 – Present
PhD defended April 2026; continuing as postdoctoral researcher

  • Built Python and R pipelines to process 700+ GB of tick-level data and reconstruct the LSE limit order book.
  • Developed trade-classification algorithms matching trades to displayed quotes, showing common liquidity measures overstate trading costs by 7–24%.
  • Trained linear, ridge, and lasso models on ~200 million tick-by-tick observations, improving out-of-sample R² from 0.06% on daily data to 9% on tick-level data.
  • Worked with regulatory enforcement data on illegal insider trading, identifying what makes market crimes more likely to be detected and prosecuted.
  • Analyzed venue selection across exchanges and dark markets using combined regulatory and tick-level data, showing how trading urgency and opacity affect execution choices.
  • Presented to audiences of 150+ at international conferences; won the Ola Bengtsson Award for best finance PhD paper.

Independent Research (self-directed)
Dec 2025 – Present

  • Design and backtest systematic equity strategies in Python and R—long-run wealth creation, trend following, mean reversion—and publish weekly results with code on LinkedIn and Blog & Code.
  • Published Buy the Dip, featured in The Wall Street Journal: analyzed 4,174 UK stocks and showed that deeper drawdowns predicted weaker 12-month returns than the broad market.

Author, An Introduction to the Discount Factor Models
Mar 2020 – Nov 2020

Customer Advisor, Credit, Noba Bank
Jan 2020 – Aug 2021

  • Monitored repayment capacity and credit risk across a portfolio of unsecured consumer loans, supporting risk assessment and revised payment plans for at-risk borrowers.

Customer Advisor, Credit, Sergel Kredittjänster
Aug 2019 – Jan 2020

  • Handled debt-collection cases end-to-end; consistently achieved top-tier customer evaluations.

Working Papers

Bias in Execution Cost Measures (with Björn Hagströmer)
From Suspected to Prosecuted: Investigating Insider Trading — SSRN
Bright Light, Dark Room: Where Do Corporate Insiders Trade? (with Lars L. Nordén) — SSRN

Education

PhD in Finance, Stockholm University
Aug 2021 – Apr 2026
Dissertation: Markets in the Dark: Insider Trading and Measurement Bias

MSc in Banking and Finance, Stockholm University
Aug 2019 – Aug 2021
Thesis (with Jesper Andersson): Does the tick size regime on systematic internalisers improve market quality?
Awards: Nasdaq/Swedish House of Finance Thesis Award, Skandia Best Thesis Award

BSc in Business and Economics, Luleå University of Technology
Aug 2016 – Aug 2019

Skills & Interests

Programming: Python, R, SQL, LaTeX
Market Data: LSEG Workspace & Tick History, LSEG I/B/E/S, LSE Rebuild Order Book data, PDMR Transactions, Regulatory enforcement data (STORs)
Languages: Swedish (native), English (fluent), Italian (conversational)
Interests: Chess (peak rating 1850), long-distance running, skiing