Jan R. M. Röman

Jan Röman is Senior Lecturer, Mälardaran University, where he teaches analytical finance and financial engineering. He is also a financial engineer in the Quantitative Risk Modelling Group at Swedbank Robur Funds, where he specializes in risk model validation, focusing on all inputs to front office systems including interest rates and volatility structures. Jan has over 16 years financial markets experience mostly in financial modeling and valuation in derivatives environments.  He has held positions as Head of Market and Credit Risk, Swedbank Markets, Senior Risk Analyst at the Swedish financial Supervisory Authority, Senior Developer at SunGard and Senior Developer, OMX Stockholm Exchange. He holds a License degree in Theoretical Physics from Chalmers University of Technologyand hasreceived a scholarship of the Nordic Minister Council to research at NORDITA, the Nordic Institute for Theoretical Physics.