Nicolai first joined Capital Four as a quantitative analyst in December 2007.

From March 2009 to June 2014 Nicolai was away working first at Deloitte Financial Advisory Services as a consultant on quantitative and risk management issues, then spending four years at Nykredit Asset Management where he worked as a portfolio manager on investment grade and high yield corporate bonds.

Nicolai holds a MSc in Economics from University of Copenhagen.