Nikolaj Theodor Thams Phone no. +45 25 15 06 29 | E-mail: thams@math.ku.dk

EDUCATION

University of Copenhagen Copenhagen, Denmark

PhD, Statistics Sep. 2019 – Aug 2022 Advisor: Jonas Peters Title: Using Causality for distributional robustness

University of Copenhagen Copenhagen, Denmark

Master of Science, Statistics (GPA 11.58) Sep. 2017 – Aug 2019 Thesis: Causal structure learning in multivariate point processes Spent semesters at ETH Zürich (2017) Interests: Machine Learning, Stochastic Processes, Graphical Models

University of Copenhagen Copenhagen, Denmark

Bachelor of Science, Mathematical Economics (GPA 12.0) Aug. 2016 – March 2017 Thesis: Weak convergence in abstract spaces Interests: Micro-/Macroeconomy, Numerical Analysis, Game Theory, Statistics, Financial Models

University of Copenhagen Copenhagen, Denmark

Bachelor of Science, Mathematics (GPA 11.73) Aug. 2013 – July 2016 Thesis: The lower K-groups of a ring Spent semesters at University of Aarhus (2013-2014) and University of Hong Kong (2016) Interests: Probability Theory, Analysis, Topology, Algebra Haderslev Katedralskole Haderslev, Denmark

Math A, Physics A, Chemistry A (GPA 11.7 raw, 12.1 w/ bonus) Aug. 2009 – July 2012 SRP: The Laplace transform and its applications to regularized harmonic fluctuations

WORK EXPERIENCE (NON-TEACHING)

McKinsey & Co. Copenhagen, Denmark Intern May 2018 – Jun 2018 Participated in a program of optimizing the client processes. Build a complex model in Excel and R. Swiss Re Copenhagen, Denmark and Zurich, Switzerland Student Actuary in Structured Solutions Aug. 2016 – Feb. 2018 Priced complex structures on insurance portfolios using Monte Carlo methods (in Java). Danish Agency for Culture Copenhagen, Denmark Student in the Danmarks Elektroniske Fag- og Forskningsbibliotek Jan. 2015 – Dec. 2015 Collected and analyzed data on usage of scientific publications by Danish universities.

TEACHING EXPERIENCE

University of Copenhagen, Copenhagen, Denmark Teaching assistant Aug. 2016 – current Taught courses An2 (2016, 2018), Measure- and Integration Theory (2016, 2018), An0 (2018, 2019) MentorDanmark Copenhagen, Denmark Private Tutor Jun 2013 – Dec 2015 Taught approx. 10 different students in Math and Physics, ranging between primary school and university level. Haderslev Katedralskole Haderslev, Denmark StudyCafé Aug. 2011 – Feb. 2o12 Helped fellow high school students with math and physics

SCIENCE OLYMPIADS AND COMPETITIONS

Causality4Climate NeurIPS 2019 Copenhagen, Denmark Winner Jul 2017 Winner of the Causality4Climate NeurIPS 2019 competition. In a team of 6 PhDs and PostDocs from Copenhagen, we built models to infer the causal structure of time series climate data. Business Analytics Challenge 2017 Copenhagen, Denmark Winner Jul 2017 Winner of Business Analytics Challenge. Build machine learning models predicting defaults from annual reports. Joint work with Lasse Petersen, Sebastian Pedersen and Simon Harmat. Academic supervisor was Prof. Niels Richard Hansen. Qvartz Hackathon Copenhagen, Denmark 2nd place Jun 2017 Build a R-model to analyze movements in client relationship over time, competing against other students. International Physics Olympiad Talinn, Estonia Honourable mentions Jul 2012 Participated in national finales, training with top 12, was selected for the top 5 team, representing Denmark at the International Physics Olympiad. Nordic Mathematics Olympiad Copenhagen, Denmark Participant Mar 2012 Participated in national finales, training for top 20 and Nordic finale. Withdrew voluntarily after Nordic finale due to ‘1- -competition-only’ rule. Danish Chemistry Olympiad Copenhagen, Denmark Participant Mar 2012 Participated in national finales, and was selected for training with top 12, but withdrew due to ‘1-competition-only’-rule.

MAJOR ACADEMIC ASSIGNMENTS

- Variational Inference and the LDA, supervised by Prof. Niels Richard Hansen, ‘Project outside Course Scope’ (2018) - Estimating maximum likelihood estimates in a Heston Model with the PaRIS algorithm, supervised by Jimmy Olsson and

submitted for the course Project in Statistics led by Prof. Niels Richard Hansen (2018) - Reduction to free boundary problem and super-harmonic characterizations, joint work with Aline Schilling, presented in

seminar on Optimal Stopping led by Prof. Patrick Cheridito at ETH Zürich (2017) - Weak convergence in abstract spaces, bachelor thesis supervised by Prof. Thomas Mikosch (2017) - The lower K-groups of a ring, joint work with Jacob Harder, bachelor thesis supervised by Henrik Holm (2016)

VOLUNTARY WORK

- Head of Student’s Council at MATH at University of Copenhagen. In charge of career day, ‘course videos’, exchange events and several other tasks, 2017-current.

- Organizer of Statistical Study Trip 2018 to London and Oxford, taking 16 students on a 4-day trip visiting companies and universities. Alongside co-organizer Anders Munch, we applied for funding, made all arrangements with universities and companies, arranged practicalities and had the leadership during the trip.

- Board member, KFUM&KFUK København and KFUM&KFUK Haderslev, 2011-current. - Volunteer, Studenterhuset, 2014-2015 - Volunteer, Friendship Ambassadors at Studenterhuset Aarhus, 2013-2014