In 2002–04, Krogstrup worked as an Associate Economic Affairs Officer for the UN-ESCWA in Beirut. In 2004–07, she worked at the Post Graduate Institute of International Studies in Geneva. She then joined the Swiss National Bank, first as adviser to the vice-governor (2008-2010) and then as a senior economist (2010–11) before in 2011 being appointed assistant director and deputy head of monetary policy analysis.
In 2012–13, Krogstrup served as an external expert on the Danish government's Committee on the Identification, Regulation, and Resolution of Systemically Important Financial Institutions in Denmark. From August 2015 to April 2016, on leave from the Swiss National Bank, she was a visiting fellow at the Peterson Institute for International Economics.[2] In 2015–19, she worked for the IMF in Washington, D.C.[1]
On 1 June 2019, Krogstrup assumed a position as Assistant Governor and Head of Economics and Monetary Policy at the Danish central bank Danmarks Nationalbank. In November 2020 she succeeded Hugo Frey Jensen as one of the three members of Danmarks Nationalbank's Board of Governors.[3][4]