Johan is responsible for driving the development and implementation of AFII’s portfolio management tool, Fixed Income Optimisation for Net zero Alignment (FIONA), and other quantitative and portfolio capacities that AFII develops such as The Box, a quarterly league table of banks calculating their fee income for green vs. fossil fuel-based syndication.
A graduate from the Department of Mathematics and Mathematical Statistics at Umeå University, Johan worked as a consultant at Deloitte’s Risk Advisory practice for a number of years within the financial sector. His projects mainly focused on analytics on large data sets, but also within covered bonds, model validation, ICLAAP, Asset Quality Review and lending processes. The working environment was in Python, SQL, VBA, and other analytics tools.
His graduate thesis, “Greenhouse Gas Footprint Minimization of Credit Default Swap Baskets”, is directly related to the ECOBAR model and AFII’s work.