Nikolai is a Consultant at Quaternion Risk Management. In his daily work he researches, develops and tests financial models that calculate the capital reserves for large investment banks. He likes to complement classical stochastic modeling with data science and machine learning technologies. His favorite programming languages are Python and C++.
In this previous life he completed a degree in mathematics at the University of Bonn, a PhD in mathematics at the University of Regensburg, has been an Academic Visitor in the Differential Geometry group at Imperial College London and is currently collaborating with the African Institute for Financial Markets and Risk Management at Capetown University and the FinTech Lab at Columbia University New York.
Nikolai likes to build bridges between academia and the business world.
Saturday 13:30–14:15 in Tower Suite 2