Kostas Nikolakopoulos
Quant Developer
Location
London, United Kingdom
Toptal Member Since
December 18, 2020
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 available for hire
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PepsiCo Global - Main
Python, Machine Learning, SQL, Amazon Web Services (AWS), Docker...
Reddit, Inc.
Data Science, Distributed Systems, Software Engineering, Go, Scala, Python...
Grata Inc
Data Science, Python, Economics, Natural Language Processing (NLP)...
Experience
Python - 10 yearsStatistical Modeling - 10 yearsMathematical Modeling - 10 yearsC++ - 10 yearsStatistical Data Analysis - 10 yearsMachine Learning - 7 yearsArtificial Intelligence (AI) - 7 yearsTensorFlow - 5 yearsLocation
Availability
Full-time
Preferred Environment
TensorFlow, Jupyter Notebook, RStudio, PyCharm, Visual Studio
The most amazing...
...performance increase I've implemented brought down the time needed to run a model from days to minutes.
Work Experience
2022 - 2022
ML Engineer
PepsiCo Global - Main
- Developed the Bayesian model for ad allocation using a very long list of features from ad campaigns.
- Trained and maintained on AWS of the Bayesian model for ad allocation.
- Performed analysis and presentation of the outcomes of the model, specifically feature importance, p-values, etc.
Technologies: Python, Machine Learning, SQL, Amazon Web Services (AWS), Docker, Bayesian Inference & Modeling, Bayesian Statistics, Jupyter Notebook, Visual Studio, Statistical Data Analysis, TensorFlow, Artificial Intelligence (AI), Data Modeling, Data Scientist, Data Science
2022 - 2022
Software and Data Engineer
Reddit, Inc.
- Developed algorithms to optimize advertisement revenue.
- Implemented model changes in Scala to include new features.
- Researched increasing revenue through better budget pacing techniques.
Technologies: Data Science, Distributed Systems, Software Engineering, Go, Scala, Python, Java, Spark, BigQuery, ETL, Mathematics, Quantitative Analysis, Numerical Analysis, Algorithms, Back-end Development, Machine Learning, Google BigQuery, Machine Learning Operations (MLOps), Jupyter Notebook, Statistical Data Analysis, Data Scientist
2021 - 2021
Data Scientist
Grata Inc
- Created an MVP for estimating a company's value from public data.
- Participated in data gathering and building data pipelines.
- Delivered a stand-alone Python app to run an ML model for live valuations.
Technologies: Data Science, Python, Economics, Generative Pre-trained Transformers (GPT), GPT, Natural Language Processing (NLP), PyTorch, Machine Learning, Statistics, Perl, R, Data Pipelines, Jupyter Notebook, Statistical Modeling, Statistical Data Analysis, Data Analytics, Data Modeling, Data Scientist, OCR
2021 - 2021
Python Quantitative Researcher
Tickup (Algo Fund)
- Designed and developed an algorithmic trading platform that connected multiple development components and technologies.
- Onboarded trading strategies from quant workspaces into the trading platform. Performed backtesting and parameter optimization under different scenarios.
- Cleaned, managed, and consolidated data prepared for the go-live version.
Technologies: Python, Go, SQL, Machine Learning, Data Engineering, Data Science, Quantitative Analysis, Quantitative Modeling, Quantitative Research, Pandas, Python 3, Quantitative Finance, Finance, Machine Learning Operations (MLOps), Deep Learning, R, Data Pipelines, Financial Forecasting, Artificial Intelligence (AI), Jupyter Notebook, Visual Studio, Statistical Modeling, Statistical Data Analysis, Software Engineering, TensorFlow, Data Analytics, Data Modeling, Data Scientist
2018 - 2020
Credit Risk Quant
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 the current model's properties, which reduced the execution from days to hours.
Technologies: SQL, Python, C++, Data Science, Data Engineering, Quantitative Analysis, Quantitative Modeling, Pandas, Python 3, Quantitative Finance, Finance, C#, Data Pipelines, Financial Forecasting, Jupyter Notebook, Visual Studio, Statistical Modeling, Statistical Data Analysis, Artificial Intelligence (AI), Data Analytics, Data Modeling
2018 - 2018
Flow Rates Quant
BNP Paribas
- Contributed to the pricing and risk platform of an electronic transformation project.
- Implemented prices and risk-across-rates products such as swaps, bonds, and futures.
- Enhanced the C++ library for pricing and risk calculations.
Technologies: Python, C++, Quantitative Analysis, Quantitative Research, Quantitative Modeling, Finance, Quantitative Finance, C#, Data Pipelines, Financial Forecasting, Jupyter Notebook, Visual Studio, Statistical Modeling, Statistical Data Analysis, Data Analytics, Data Modeling
2017 - 2018
Quant Developer
Bank of America Merrill Lynch
- Collaborated with the model performance team to backtest the bank models for all asset classes.
- Improved and enhanced the Python codebase and user interface.
- Used Python and C++ coding to simulate risk factors and correlations, applied for calculating profit and loss, XVA, and margins.
Technologies: C++, Python, Simulations, Data Engineering, Pandas, Python 3, Finance, Quantitative Finance, Quantitative Analysis, C#, Visual Studio, Statistical Modeling, Statistical Data Analysis, Data Analytics, Data Modeling
2016 - 2016
Behavioral Modeler
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, Machine Learning, Scikit-learn, Data Science, Data Engineering, Quantitative Analysis, Quantitative Modeling, Quantitative Research, Finance, Quantitative Finance, Statistical Modeling, Statistical Data Analysis, Data Analytics, Data Modeling
2014 - 2016
Python Quant Modeler
Barclays Bank, PLC
- Developed predictive behavioral models for various portfolios of the bank's investment, corporate, and retail parts using historical time series data; 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 bank departments.
- Performed ad-hoc statistical modeling and statistical data analysis for various projects of the team.
Technologies: SQL, C++, Python, Machine Learning, Scikit-learn, Artificial Intelligence (AI), Quantitative Analysis, Quantitative Modeling, Quantitative Research, Finance, Quantitative Finance, Financial Forecasting, Statistical Modeling, Statistical Data Analysis, Data Modeling
2013 - 2014
Consultant
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
I 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.
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, Go, Python 3, Scala, C#, Perl
Libraries/APIs
TensorFlow, Scikit-learn, Pandas, PyTorch
Tools
PyCharm, Visual Studio, BigQuery
Paradigms
Data Science, Quantitative Research, ETL
Platforms
RStudio, Jupyter Notebook, Amazon Web Services (AWS), Docker
Other
Mathematics, Mathematical Modeling, Statistical Modeling, Statistical Data Analysis, Data Analytics, Statistics, Data Modeling, Machine Learning, Artificial Intelligence (AI), Quantitative Analysis, Simulations, Web Scraping, Bayesian Inference & Modeling, APIs, Data Engineering, Quantitative Modeling, Quantitative Finance, Finance, Distributed Systems, Software Engineering, Numerical Analysis, Algorithms, Back-end Development, Google BigQuery, Machine Learning Operations (MLOps), Deep Learning, Bayesian Statistics, Economics, Natural Language Processing (NLP), Financial Forecasting, GPT, Generative Pre-trained Transformers (GPT), Data Scientist, OCR
Frameworks
Spark
Storage
Data Pipelines
Education
2009 - 2013
Doctoral Degree in Theoretical Physics
University of Sussex - Sussex, UK
2007 - 2008
Master's Degree in Theoretical Physics
Imperial College London - London, UK
2001 - 2006
Bachelor's Degree in Physics
Aristotle University of Thessaloniki - Thessaloniki, Greece