Kostas Nikolakopoulos, Statistical Data Analysis Developer in London, United Kingdom
Kostas Nikolakopoulos

Statistical Data Analysis Developer in London, United Kingdom

Member since November 5, 2017
Kostas is a data scientist and quantitative analytics specialist focusing on developing predictive models using machine learning techniques. He worked with multiple clients in the financial services sector in projects such as future balance predictions, credit risk modeling, and simulation engines. Kostas has extensive coding experience in Python, R, and C++ and academic background in theoretical physics with a doctoral degree from Sussex University and an MSc degree from Imperial College.
Kostas is now available for hire

Portfolio

Experience

Location

London, United Kingdom

Availability

Part-time

Preferred Environment

TensorFlow, Jupyter Notebook, RStudio, Visual Studio, PyCharm

The most amazing...

...performance increase I've implemented brought down the time needed to run a model from days to minutes.

Employment

  • Credit Risk Quant

    2018 - 2020
    Bank of America Merrill Lynch
    • Delivered an IRC/CRM regulatory project dictated by Brexit migration requirements.
    • Enhanced aspects of the model to better reflect theoretical requirements and historical behavior. Conducted statistical tests and submitted them to the validation department.
    • Improved the performance of the model implementation. Identified properties of the current model, which enabled the execution to be reduced from days to hours.
    Technologies: SQL, Python, C++
  • Flow Rates Quant

    2018 - 2018
    BNP Paribas
    • Contributed to the pricing and risk platform of the electronic transformation project.
    • Implemented pricers and risk across rates products such as swaps, bonds, and futures.
    • Enhanced the C++ library for pricing and risk calculations.
    Technologies: Python, C++
  • Quant Developer

    2017 - 2018
    Bank of America Merrill Lynch
    • Collaborated with the model performance team for backtesting models of the bank for all asset classes.
    • Improved and enhanced the Python codebase and user interface.
    • Used Python and C++ coding for the simulation of risk factors and correlations, applied for calculating profit and loss, XVA, and margins.
    Technologies: C++, Python
  • Behavioral Modeler

    2016 - 2016
    Royal Bank of Scotland
    • Led the behavioral modeling team in preparation for separating the Williams & Glyn division of the Royal Bank of Scotland.
    • Developed predictive behavioral models for residential mortgages and current or savings accounts. The models' owner was the treasury, using them for the purposes of funds transfer pricing (FTP) and interest rate risk management.
    • Coordinated the development of the Python library for the team and developed a web-based GUI for business users to run the models.
    Technologies: Python
  • Python Quant Modeller

    2014 - 2016
    Barclays Bank, PLC
    • Developed predictive behavioral models for various portfolios of the bank's investment, corporate, and retail parts using historical time series data. I was personally responsible for the residential mortgage book and the corporate term loans book.
    • Managed the full lifecycle of the models, from data cleaning to presentation and documentation of results. Performed ad-hoc statistical analyses, scenario analyses, backtesting, and model reviews.
    • Contributed to the quant analytics grad training, gaining exposure to all the departments of the bank.
    • Performed ad-hoc statistical modeling and statistical data analysis for various projects of the team.
    Technologies: SQL, C++, Python
  • Consultant

    2013 - 2014
    d-fine, Ltd.
    • Conducted current accounts modeling for a major bank based in Vienna.
    • Developed a supervisory mechanism for the EU bank regulator.
    • Gained exposure and experience in the large-scale application architecture.
    Technologies: SQL, Java, C++, R, Python

Experience

  • House Price Prediction

    Developed a Jupyter notebook-based application for the UK house price predictions and trends. There is an optional data scrapping module to refresh most up to date prices. The client can input their property characteristics such as postcode, number of bedrooms, or garden, and get the estimated price. There is also an add-on feature for trend predictions based on property characteristics.

  • Sports Arbitrage App

    A Python application to detect real-time arbitrage opportunities in the sports market and place appropriate bets. The application constantly reads the odds from a big list of betting websites and identifies the optimal positioning of bets. There is a possibility to place bets for the websites that allow API connections.

Skills

  • Languages

    Python, C++, R, SQL, Java
  • Libraries/APIs

    TensorFlow
  • Tools

    PyCharm, Visual Studio
  • Paradigms

    Data Science
  • Platforms

    RStudio, Jupyter Notebook, Amazon Web Services (AWS)
  • Other

    Mathematics, Mathematical Modeling, Statistical Modeling, Statistical Data Analysis, Data Analytics, Statistics, Data Modeling, Web Scraping, Bayesian Inference & Modeling, APIs, AWS

Education

  • Doctoral Degree in Theoretical Physics
    2009 - 2013
    University of Sussex - Sussex, UK
  • Master's Degree in Theoretical Physics
    2007 - 2008
    Imperial College London - London, UK
  • Bachelor's Degree in Physics
    2001 - 2006
    Aristotle University of Thessaloniki - Thessaloniki, Greece

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