Investment Risk Modelling Research Project

Salary Unpaid

Are you about to write your master’s thesis or a similar project and interested in exploring the exciting area of generative models for high-dimensional time series? Do you want to develop novel solutions to the risk modelling challenges that investment professionals experience in practice? Then this unique research collaboration opportunity might be perfect for you.

Investment risk modelling at a glance

Investment risk modelling is essentially about generating joint paths for a large panel of risk factors, e.g., interest rates, credit spreads, implied volatilities, FX rates, and equity returns. The dimensionality of the problem poses a challenge in itself, but it is particularly challenging to accurately capture both the time series and cross-sectional properties of the risk factors (some of which are observed with different frequencies).

Research project topic

Increased computational power and large-scale machine learning methods might offer elegant solutions to the above risk modelling challenges, and this is the main topic of the research collaboration. We offer suggestions for concrete problem formulations depending on the number of ECTS credits that you have available, which can be anything from 10 to 60 ECTS.

What’s in it for you?

You will get to apply your theoretical knowledge to practical investment risk modelling problems in collaboration with experienced investment professionals and thus be faced with the nuances that are inherent to real-world risk modelling. You will have access to data that is properly prepared for analysis and therefore be able to maximize the time you spend on the research and development part of the project. Finally, we will make computational resources available to you if necessary.

The company

Fortitudo Technologies is a fintech company offering novel software solutions as well as quantitative and digitalization consultancy to the investment management industry. Learn more about the company by visiting our website and freely explore some of our technologies as open source.


  • You hold a BSc and are pursuing an MSc in applied mathematics, mathematics, mathematics-economics, computer science, engineering, or similar

  • You have achieved excellent academic results and specialize in machine learning, statistical modelling, and data science

  • Python programming experience including the most common data science and machine learning packages (SciPy Stack and TensorFlow). If you don’t satisfy this requirement, you should be willing to put in extra work to catch up before and possibly during the project

How to apply

  • Send your cover letter, CV, and university grades transcript (in Danish or English) in PDF format no later than the 1st of December

  • Interviews will be conducted on a rolling basis, so please apply at your earliest convenience

  • If you have any questions, please contact Anton Vorobets by email or phone (+45) 31 509 209

For more information or questions please contact us at or phone number 31509209

Perks and benefits

This job comes with several perks and benefits

Flexible working hours
Flexible working hours

Time is precious. Make it count. Morning person or night owl, this job is for you.

Free coffee / tea
Free coffee / tea

Get your caffeine fix to get you started and keep you going.

Near public transit
Near public transit

Easy access and treehugger friendly workplace.

Social gatherings
Social gatherings

Social gatherings and games; hang out with your colleagues.

Skill development
Skill development

We want to take you from good to great.

New tech gear
New tech gear

Are you a true Tech Savvy? Macbook, trackpad, you name it, we get you covered.

See all 9 benefits

Working at
Fortitudo Technologies

Fortitudo Technologies is a fintech company offering novel investment technologies as well as quantitative and digitalization consultancy to the investment management industry. Learn more about the company at and freely explore some of our technologies as open source at

Read more about Fortitudo Technologies