Frederik Thygesen

Quantitative Specialist
+45 2263 1992

One of my hobbies is baking bread with sourdough. While it might seem simple, it is rather challenging and rewarding when it succeeds. It is about refining each step in the process to get the right crumb and height. If you make a mistake at any stage, the bread will not get as good.

This attention to detail and mindset of refinement also comes in handy here at ACI. With a background in mathematics (actuarial mathematics), I’m the brain behind ACI’s quantitative risk models. It has been fun to convert the risk management at ACI from qualitative to quantitative, driven by numbers rather than gut feeling.

I love immersing myself in log-normal distributions and Monte Carlo simulations. However, I also enjoy sharing and teaching others about the quantitative approach on a less complex level. And like with my sourdough bread, I refine each step in our risk management process, so the result improves each time.

Core competencies

  • Quantitative risk analysis
  • Compliance


  • ISO31000 Risk Manager (2016)

Meet ACI’s specialists