Quantitative Analyst at ING, Postdoctoral researcher at UvA
Ioannis is a Postdoctoral Researcher at the Computational Science Lab of the University of Amsterdam, carrying out research on data-driven methods for risk management. He is also a Quantitative Analyst at ING Bank where he is developing and implementing pricing and risk models. Ioannis received his PhD from the University of Amsterdam having worked as a Marie Curie fellow at ING as part of the EU funded project BigDataFinance 2015-2019. Before joining ING, he worked for the Royal Bank of Scotland as a Senior Analyst within the Risk Analytics and Models team, where he focused on the development of credit risk grading models, Economic Capital modelling, and Stress Testing. Ioannis holds a double MSc in Financial Mathematics with Distinction from the University of Edinburgh and Heriot-Watt University, and a BSc & MSc in Applied Mathematics from the National Technical University of Athens.
One of the most challenging aspects in the analysis and modelling of financial markets is the presence of an emergent, intermediate level of structure standing in between the microscopic dynamics of individual financial entities and the macroscopic dynamics of the market as a whole. This mesoscopic level of organisation is often sought for via factor […]