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Data Scientist | Quantitative Analysis specialist
Kostas Nikolakopoulos
,
London, United Kingdom
Experience
Other titles
Skills
I'm offering
I am a Data Scientist - Quantitative Analytics specialist with focus on developing predictive models using machine learning techniques. I have extensive coding experience with Python/R/C++.
I have worked with clients like Bank of America, BNP Paribas, Barclays and ECB on a variety of projects such as:
• Future balance prediction for portfolios of mortgages and current accounts using AI/ML.
• Credit risk modelling and stress testing.
• Build simulation engine for correlation products.
My academic background is on theoretical physics with a PhD from Sussex University and MSc from Imperial College.
Please feel free to contact me directly if you would like to know more about my work.
I have worked with clients like Bank of America, BNP Paribas, Barclays and ECB on a variety of projects such as:
• Future balance prediction for portfolios of mortgages and current accounts using AI/ML.
• Credit risk modelling and stress testing.
• Build simulation engine for correlation products.
My academic background is on theoretical physics with a PhD from Sussex University and MSc from Imperial College.
Please feel free to contact me directly if you would like to know more about my work.
Markets
United Kingdom
Links for more
Once you have created a company account and a job, you can access the profiles links.
Industries
Language
English
Fluently
Ready for
Larger project
Ongoing relation / part-time
Full time contractor
Available
My experience
2018 - 2020
freelance
Credit Risk Quant
Bank of America Merrill Lynch.
• Delivery of IRC/CRM regulatory project dictated by Brexit migration requirements.
• Enhancing aspects of the model to better reflect theoretical requirements and historical behaviour. Statistical tests and submission to the validation department.
• Performance improvement of the model implementation. Identified properties of the current model which enabled the execution to be reduced from days to hours.
• Coding in C++/Python .
• Enhancing aspects of the model to better reflect theoretical requirements and historical behaviour. Statistical tests and submission to the validation department.
• Performance improvement of the model implementation. Identified properties of the current model which enabled the execution to be reduced from days to hours.
• Coding in C++/Python .
Python, CRM, C, Implementation, Regulatory
2018 - 2018
freelance
Flow Rates Quant
BNP Paribas.
Working on the pricing and risk platform for the electronic transformation project. Implementing pricers and risk across rates products such as Swaps, Bonds, Futures etc. Coding using C++.
C, Transformation
2017 - 2018
freelance
Quant Developer
Bank of America Merrill Lynch.
• Working with the Model Performance team for back-testing models of the bank for all asset classes. Focus on improving and enhancing the Python code base and user interface.
• Python / C++ coding for the simulation of risk factors and correlations, used for calculating PnL, XVA, margins etc.
• Python / C++ coding for the simulation of risk factors and correlations, used for calculating PnL, XVA, margins etc.
Python, C, Developer, Testing
2016 - 2016
job
Data Analytics Lead
Metapraxis Ltd.
• Prototype and test two models for company's clients using Python to be included in the in-house applications.
• Develop a model to predict new originations and cancellations of client's subscriptions.
• Develop a model for a client with thousands of child companies in order to cluster and categorise them according to different behaviours/revenues etc.
• Develop a model to predict new originations and cancellations of client's subscriptions.
• Develop a model for a client with thousands of child companies in order to cluster and categorise them according to different behaviours/revenues etc.
Python, Analytics, Test
2016 - 2016
job
Lead of behavioural modelling in preparation
RBS (Future Williams & Glynn).
for separating the Williams & Glynn part of the bank.
• Develop PD/EAD/LGD models for retail and corporate portfolios of the bank. The model's owner was the Treasury, using them for the purposes of Funds Transfer Pricing and interest rate risk management.
• Coordinate the development of the Python library for the team and develop a web-based GUI for business users to run the models.
• Develop PD/EAD/LGD models for retail and corporate portfolios of the bank. The model's owner was the Treasury, using them for the purposes of Funds Transfer Pricing and interest rate risk management.
• Coordinate the development of the Python library for the team and develop a web-based GUI for business users to run the models.
Python, Retail, Risk Management, Management, Development, Web, Treasury
2014 - 2016
job
Python Quant Modeller
Barclays.
• Develop predictive behavioural models for various portfolios of the Investment, Corporate and Retail parts of the bank using historical time series data. Personally responsible for the residential mortgage book, the corporate term loans book and corporate revolving loans.
• Responsible for the full life-cycle of the models, from data cleaning to result presentation and documentation. Performing ad-hoc statistical analyses, scenario analyses, back-testing and model reviews.
• Participated in the Quant Analytics Grad Training, gaining exposure to all the departments of the bank.
• Responsible for the full life-cycle of the models, from data cleaning to result presentation and documentation. Performing ad-hoc statistical analyses, scenario analyses, back-testing and model reviews.
• Participated in the Quant Analytics Grad Training, gaining exposure to all the departments of the bank.
Python, Retail, Training, Analytics, Testing, Performing
2013 - 2014
freelance
Consultant
d-fine Ltd.
• European Central Bank (ECB). Participated in the team that designed and implemented the Single Supervisory Mechanism (SSM). Focus on the database design and implementation.
• International bank in Vienna. Development and implementation of the liquidity risk model for term deposits. Development of user interface and report generation application.
• International bank in Vienna. Development and implementation of the liquidity risk model for term deposits. Development of user interface and report generation application.
Design, Database, Database design, Implementation, Development, International
My education
2009
-
2013
University of Sussex
PhD, Quantum Gravity
PhD, Quantum Gravity
2007
-
2008
Imperial College
MSc, Theoretical Physics
MSc, Theoretical Physics
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