Nicolas Mallison

Senior Director, Quant Analytics & Data Science Practice Lead Group CIO, Risk & Controls @Deutsche Bank

London, GB

Combine machine learning and time series encoding to develop a bank-wide innovative, predictive and evidence-based model that predicts future IT system stability and helps the bank make smarter decisions. Design, build and deploy into production of a suite of data led / analytics driven product that influenced an excess of 30% risk reduction across the bank IT Application Estate Lead the Predictive Analytics & Data Science function in the Chief Metrics Office department to develop models which keeps gaining appreciation from a wide range of senior technology stakeholders and leaders across the bank. Liaise with data science team to extend the current IT stability risk model to score not only just applications but also non-application IT assets (Infrastructure components such as server, database) from risk causing perspective. Help the Group CIO Technology Risk & Controls department build transformational risk analytics across all of the DB group through application of latest predictive/AI analytics methodologies and strategic management information.

ENSAE Paris

Diplome de Statisticien Economiste, Economics, Statistics, Finance

Ecole Polytechnique, Paris

Ingenieur Diplome de l'Ecole Polytechnique, Mathematics, Physics, Economics, Ranked 193 out of 400 - promotion year 1992

Toulouse School of Economics

Doctoral research fellowship / Full-time 1st year PhD student under supervision of Prof. Patrick Rey, Econometrics and Quantitative Economics, PhD not completed beyond first year of research

Toulouse School of Economics

DEA Economie Mathematique & Econometrie, Econometrics and Quantitative Economics, Mention Bien