Mikael Grundstroem

Worked in the Product Management Department within the Price Analysis team. Responsible for daily Net Asset Value calculations and P&L reconciliations on the Man Investments Managed Accounts. In addition, worked closely on investment trading strategies employed to certain market conditions.

Worked in the Market Risk Measurement & Analysis team within the Chief Risk Officer department. Responsible for daily Fixed Income Commodity and Currencies VaR and Stress reporting and analysis as well as production weekly and monthly legal entity risk reports. In addition, work on credit risk focusing on issuer risk concentrations and general assessment of risk exposures throughout the UBS group.

Worked in the Data Bank Services responsible for the financial reporting of central banks. This involved quality controls of reported data and defining the scope of new statistics to be reported in the light of ongoing research needs. Moreover, represented the BIS at international meetings.

Worked in Money and Banking Statistics Division with development and production of financial market statistics. I provided research assistance in the units work regarding yield curve estimations of Euro area government bonds and swap contracts.

Level 2 Candidate

Relevant course work: • Time series analysis and Econometrics • Macro-Economics (Advanced) • Accounting • Applied Econometrics • Micro-Economics (Advanced) • Contract Law • Multivariate Analysis (Advanced) • Financial Economics (Advanced) • Credit/Insolvency Law