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Hello World, I’m Ned.
Quant Risk Analyst

I am a senior quantitative risk analyst and a graduating PhD in marketing analytics. Welcome to my personal website, where you can discover the ideas and projects that extend beyond my academic papers, some of which haven't yet found their way to publication. Curious about my work (or just wanna chat)? Feel free to get in touch with me!

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A little bit about me

Professionally speaking, I am responsible for monitoring various credit risk models. It’s a bit like being a reality TV producer—ensuring the stars (models) deliver drama-free performances, calming down the overzealous cast (developers) when things get messy, and editing just enough to keep the audience (regulators) entertained without uncovering too many behind-the-scenes mishaps.

Academically speaking, I have spent over four years in retail analytics, focusing on marketing-mix effectiveness at both consumer and store levels. My research has kept me intellectually curious and interested in disentangling complex systems.

Personally speaking, during my free time, I love playing video games, trying new restaurants, experimenting in the kitchen, doing yoga, and dancing. I also try to keep up with reading, though my attention span has definitely shortened lately!

About Me
May 2024 – Present
Nordea
(Credit) Risk Models Monitoring and Performance
Aug 2019 – Present
Stockholm School of Economics
Evaluating retail marketing mix effect and teaching SQL
Aug 2014 –Aug 2018
Fiscal Policy Office, Ministry of Finance
Proposed new optimal tax policies via data-driven approach

Experience

I am (by training) an economist, a quantitative risk analyst, a policy maker, and a marketer who can code/program (in R, Python, SAS and Spark) and run advance statistical analyses using marketing analytics techniques. In my current role, I am responsible for (credit risk) model monitoring and developing a testing framework, specifically for Loss Given Default (LGD) and concentration risk models.

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Empirical Research in Marketing

The Long-Term Effects of Online Channel Adoption in Grocery Retailing

How Does Long-Term Adoption of Online Grocery Channels Affect Customers' Purchasing Behaviors? Insights from Nordic Grocery Data.

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The Long-Term Effects of Online Channel Adoption in Grocery Retailing
When Do Discounts Matter? Potential Drivers of Discounts Elasticities Across Brands, Categories and Store Formats

When Do Discounts Matter? Potential Drivers of Discounts Elasticities Across Brands, Categories and Store Formats

What Influences the Power of a Discount in Retail? Unveiling Hidden Factors with Nordic Grocery Data Across Hypermarkets, Supermarkets, and Convenience Stores.

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Navigating Asymmetry: Insights from Aggregate and Choice Models on the Influence of Regular Prices and Discounts

How Do Regular Prices and Discounts Uniquely Influence Retail Sales? Exploring Asymmetric Effects Across Store Formats with Insightful Nordic Grocery Data.

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Navigating Asymmetry: Insights from Aggregate and Choice Models on the Influence of Regular Prices and Discounts
Do The Winners Take It All? How Covid-19 Affected Playlist Followers on Spotify

Do The Winners Take It All? How Covid-19 Affected Playlist Followers on Spotify

Who Gained the Most Playlist Followers During the Pandemic? Exploring the Surge in Spotify Playlist Popularity Amidst COVID-19.

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Education

2019-2024
Stockholm School of Economics, Sweden
PhD in Business Administration, Marketing Analytics
2015-2016
Cornell University, USA
Master in Applied Behavioral Economics (Behavioral Finance Focus)
2012-2017
Thammasat University, Thailand
Bachelor of Economics