Rasmus Højgaard Frederiksen


Rasmus joined the Danish pension fund PKA in 2016 and has been a full-time investment
professional since 2018. PKA is one of the largest pension service providers in Denmark with EUR37 billion assets under management and 320,000 members. Rasmus is a portfolio manager in the equity and liquid alternatives investment team. His areas of expertise are within alternative risk premia strategies and cross asset volatility. During his time at PKA, Rasmus has especially focused on locating new investment opportunities stemming from pricing distortions.

Furthermore, Rasmus has been responsible for overseeing several of the externally managed alternative risk premia strategies across various asset classes. Rasmus holds an MSc in Finance and Investments from Copenhagen Business School.