Nikolai Nowaczyk
Quantitative Analytics Director @NatWest Group
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WORK HISTORY
Quantitative Analytics Director @NatWest Group
Quant development of FO xVA library (C++, Python)• providing senior subject matter expertise for regulatory model submissions• SIMM monitoring• applications of LLMs in finance
EDUCATION
Steinbart-Gymnasium (High School)
Abitur, Mathematics and Computer Science
The University of Bonn
Dipl.-Math. (corresponds to a BSc + MSc), Mathematics
University of Regensburg
Doctor of Philosophy (PhD), Mathematics
SKILLS
ABOUT NIKOLAI NOWACZYK
I\'m a Quantitative Analytics Director with deep technical expertise in modelling and a decade of experience delivering complex, high-stakes projects. I lead strategic initiatives across valuation, front-office XVA, counterparty credit risk, collateral modeling, and ISDA SIMM. I’m also actively involved in applying large language models (LLMs) in innovative ways across the business.My core technical strengths lie at the intersection of classical financial modelling (Black-Scholes, Hull-White, Heston, SABR), statistics (e.g, A/B testing, regression, Gaussian processes), and machine learning (neural networks, LDA/QDA, decision tree boosting). I\'m a hands-on coder (Python, C#, C++) with accepted pull requests in popular open-source frameworks such as SciPy.As a team lead, I focus on people and a pragmatic approach to achieving results. I have very strong communication and organizational skills and regularly act as a conduit between technical and executive teams. During my many consulting projects, I have written extensive technical documentation, project plans, and managed countless teams and stakeholders safely to success.With a PhD in mathematics, I have a strong academic foundation, and I\'m passionate about building bridges between industry and academia. I have 15+ published papers and regularly speak at conferences or panels, give lectures and workshops, and share thoughts and insights by creating content on LinkedIn.
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