Like most Danish drama, Follow the Money doesn’t portray Denmark in the most flattering light.

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In series one of the crime thriller, detective Mads Justesen uncovered a political scandal at the heart of a renewable energy business. Series two (which has just finished on BBC4 and it out on DVD today) sees him investigating a major bank.

As we've come to expect from Scandi drama, Follow the Money is dark and gripping, but it's refreshingly free of knitwear, serial killers or any mention of "hygge".

Creator Jeppe Gjervig Gram lives in Copenhagen and also wrote the hit series Borgen.

Unlike his indomitable hero, he finds time to enjoy the lighter side of life in the Danish capital. We asked him where he likes to hang out, dine and spend his Saturdays off.

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Do Danish people mind that Scandi noir makes Denmark look so, well, noir?

I don’t think they mind. Danes too like a good, dark crime story. And in Borgen it seemed to me that we portrayed Copenhagen as quite a nice place to live – a city where you share the city’s biking lanes with MPs on their way to work at Christiansborg.

What do you love about living in Copenhagen?

I love that the city is big enough to have a number of quite different neighbourhoods, each with a distinctive feel and attractions, but still small enough to make it feel cosy and homely. And a lot is going on at the moment – the food scene is really something.

Copenhagen's avant-garde dining scene is famous. Do you enjoy New Nordic cuisine?

I love it. Visiting Noma and getting their full 12-course menu back before they were named the world’s best restaurant is still my best dining experience ever. It was truly mind-blowing. Noma is closed now – it will reopen in a new incarnation later this year – but the legacy is felt all over the city. For instance, at the brilliant Kadeau.

But you cannot eat New Nordic cuisine all the time. My favourite places to dine with good friends before drinks in town is Pluto – lots of French bistro-style comfort food – and the smaller Vesterbro gem Italo Disco, a relaxed modern trattoria.

Which Danish delicacy would you recommend to British visitors?

I am addicted to good smørrebrød. A slice of dark rye bread with all kinds of different ingredients on top, always a certain traditional taste combination. Liver paté with fried bacon and mushrooms. Smoked eel with scrambled eggs. Or my favourite: Pickled herring with raw onion and a boiled egg – and a glass of snaps on the side. That is a slice of heaven to me. To be enjoyed in one of the many old, atmospheric smørrebrød places still strewn across the city.

What’s your favourite area of the city?

It is hard to pick one, but Christianshavn is probably the one I love the most. The old 17th and 18th century houses along the canals, the cobbled streets that feel so idyllic but also very much alive because a lot is happening there. Good restaurants, New Nordic favourites Noma and Kadeau, cafés and the controversial, hippy freetown of Christiania, where people go to party and smoke weed.

Rainbow-coloured house in Freetown Christiania, an autonomous community

I love Nørrebro a lot too. That is where I live. It is a younger, more urban neighbourhood – immigrants, punks, students and everybody else living together. If there is one area in Copenhagen that is a cultural melting pot, this is it. Lots of good kebab places, plenty of wine bars, and the heart of it all is the churchyard Assistens Kirkegård, nicknamed Assistenten (The Assistant), where people stroll, have a picnic and bask in the sun around the weathered headstones.

What’s your idea of the perfect Saturday?

I work most Saturdays, but if I don’t, I prefer just to stroll the city with my girlfriend, talking, having coffee in cafés, relaxing in one of the parks – maybe visiting an exhibition – and later on dining with good friends.

Where do you go to get away from the crowds?

Either north or south. The romantic old oak woods north of Copenhagen called Dyrehaven. Some of the trees are in fact very, very old. The oldest is almost 2000 years – that tree, called the Royal Oak, is the oldest living being in Denmark. Hurry though if you want to say hello because it is dying.

Or head south to the island of Amager – the charming fishing village Dragør. Go there in the summer, bathe near the harbour, have an ice cream on the waterfront and stroll the narrow streets with the iconic yellow houses. Both places are within 40 minutes from the centre of the city.

What’s your favourite time of year in Copenhagen?

Summer is wonderful. When the sun is shining, there is no place else I would rather be. Unfortunately, our weather is quite similar to British weather so it is not always the case. But I love the changing seasons. In the autumn I recommend long walks in the woods of Dyrehaven and in winter enjoy yourself indoors – eat lots, light candles in the long dark hours, or have a cocktail in the Nimb Bar in front of the big fireplace.

The famous old harbour Nyhavn

Can Borgen fans visit the real Borgen – Christiansborg Palace?

Yes, they have tours, though I would not expect them to talk too much about the TV show, if at all. It is about showcasing the Danish parliament and Danish democracy, not the TV series – as it should be. However, we actually never filmed inside the real Borgen, since only journalists are allowed to do that. We built our own interior version on set, quite indistinguishable from the real deal, and shot other parts in the Copenhagen Town Hall, which visitors can visit on their own.

Is there anything else you'd recommend to British visitors?

One of my favourite places in the city is the beautiful winter garden of the Ny Carlsberg Glyptotek with the tall palm trees under the Victorian glass ceiling. Bring a book, sit there and read in between exploring the museum.

Lastly, two hidden gems: The little-visited Davids Samling – a beautiful collection housed in the stately former apartments of its creator. It is one of the most significant collections in the western world of Islamic art AND they have a string of fabulous Hammershøi paintings. And it is free. Or if you are into edgy modern art, you should definitely pop by the small but so cool Last Resort Gallery in a backyard in Borgergade, and see what is going on at the moment.

The second season of the Danish financial thriller Follow the Money is out on DVD on Monday 10 April


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