Lazaros-Antonios Chatzilazarou
Senior Consultant, Quant Credit Risk @EY
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WORK HISTORY
Senior Consultant, Quant Credit Risk @EY
London, GB
AI-Powered Financial Data Extraction System *||• Developed an AI-powered IFRS9 data extraction system using Python and EYQ (enterprise AI services) to automate banking annual report analysis• Architected a scalable multi-bank framework for parsing complex financial regulatory disclosures across varied reporting formats• Implemented an advanced document processing pipeline utilizing EYQ embeddings and LLM techniques to extract key IFRS9 metrics• Engineered concurrent processing capabilities with ThreadPoolExecutor, significantly reducing processing time• Designed a unified data model consolidating credit risk metrics including ECL values, management adjustments, macroeconomic scenarios, and credit quality indicators• Created a centralized reporting system standardizing data from multiple banks into a single Excel workbook for comparative analysis• Implemented a CSV-based configuration system enabling non-technical users to maintain extraction prompts without code modification• Added robust error handling, recovery mechanisms, and validation features ensuring system resilience with inconsistent source documents—||* IFRS9 ECL Sensitivity Analysis Project *||• Led comprehensive IFRS9 ECL sensitivity analysis for a £24.1B portfolio of mortgage accounts• Developed and optimized R code for scenario weight testing across multiple economic scenarios (Growth, Central, Downside)• Implemented advanced memory management techniques for large-scale data processing, handling datasets with over 95M observations• Enhanced ECL calculation methodology by incorporating climate risk factors and coastal erosion assessment• Built SQL-based summary analytics to evaluate ECL impacts across different IFRS9 stages for risk management reporting• Automated complex data transformation and aggregation processes using R and SQL, significantly improving calculation efficiency
EDUCATION
City St George’s, University of London
Doctor of Philosophy - PhD, Economics
City St George’s, University of London
Master of Philosophy - MPhil, Economics
University of Ioannina
Master of Research - MRes, Economic Analysis
Universidad Carlos III de Madrid
Master of Science - MSc, Industrial Economics and Quantitative Finance
Anatolia College
“Anatolia” Primary and Elementary School
University of Ioannina
Bachelor's degree, Economics
ABOUT LAZAROS-ANTONIOS CHATZILAZAROU
Senior Consultant | PhD Economics | Quantitative Credit Risk | Data Science & Machine LearningI am a Senior Consultant at EY London (Quant Credit Risk, CNS) and a soon-to-be Doctor in Economics (PhD, City University, Q4 2025). I am affiliated with a US AI company developing Game Theory models and engineering prompts towards solving complex frameworks, and I also teach Mathematics, Econometrics, Data Analysis, and Game Theory at LSE. Academic Background- PhD in Economics (City University of London, 2025 – Defense Q4)- M.Phil. in Economics (City University of London, Distinction, Top 1%)- M.Sc. in Industrial Economics & Quantitative Finance (UC3M, “Sobresaliente”, Thesis: 1st Place, Spain)- M.Sc. in Economic Analysis (University of Ioannina, Greece)- B.Sc. in Economics (University of Ioannina, Greece) Professional Experience- EY London, Senior Consultant, Quantitative Credit Risk (sole PhD direct hire appointed at Senior level)- OpenAI (via Mercor), AI Quantitative Analyst, Game Theory- European Commission (ERC), Quantitative Researcher & Data Analyst- LSE, Quantitative Advisor, Visiting Lecturer in Maths, Data Analysis, Management, Game Theory & Econometrics Skills & Tools- Programming & Data Science: Python, R, SAS, STATA, SQL- Machine Learning & AI: Predictive modelling, risk modelling, NLP, automation pipelines- Finance & Risk: IFRS9, IRB, ECL, PD/LGD/EAD models, stress testing, portfolio analytics- BI & Visualisation: Power BI, Tableau, Lovable AI Other AchievementsHighly Commended Award for Teaching at LSEPro in music production and audio engineering (Mojave Sky)Winner in regional startup competitionsRunner Up in national startup competitions2nd place in the regional cup, mixed doubles in TennisF4 youth national league basketball Mantra: “This too shall pass.” | “Be water, my friend.” More obsessed than talented, I left nothing on the table.
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