Career
A path from institutional risk work into independent research, data systems, and a long-term capital platform.
Risk Control and Asset Allocation Analyst
SEB - Scandinavia
Entered SEB after graduate school as a disciplined training ground for credit risk, macro data, cross-currency portfolio volatility, and capital needs across European industrial clients.
Industrial Capital Research
European industrial and institutional projects
Participated in research on automation equipment, medical technology, communications infrastructure, and long-cycle research and development investment models.
Independent Cross-Border Research
London and New York
Worked between European capital institutions and U.S. industrial funds, choosing a more independent path before entering any family core structure. The period clarified a central view: capital has few borders, but risk always does.
Research Team Formation
Private research platform
Built an initial team from 11 to 18 specialists across financial analysis, data engineering, industrial research, policy risk, and private equity diligence. The goal was not market prediction, but a repeatable framework that reduces human bias.
U.S. Return and Technology Transition
TPG-related technology and investment work
Returned to the United States and engaged with technology and investment projects linked to computing power and industrial infrastructure. This became the turning point toward AI-assisted investment decision systems.
Research Expansion and System Refinement
Palo Alto, Menlo Park, Seattle, Boston, and global research routes
Expanded contact with founders, CTOs, engineering leads, and laboratory researchers. The platform grew into dual structures for public market and macro risk models, private market screening, long-term themes, and overseas financial analysis.
Long-Term Capital Research Platform
Core decision layer with extended research network
Maintains a research network of roughly 180 to 220 people while keeping the core decision layer deliberately small. The platform defines itself as long-term capital research, not short-term speculation.
From manual judgment to reviewable computation.
The research system evolved after early model instability and high manual error. Historical cases and decision paths were structured into a reusable knowledge base, then matched against live market data to improve consistency.
Mentorship from Per Stromberg influenced the platform's method and structure. Later advisory input from Anil Kashyap strengthened the macro-financial and banking-system risk layer.