Yannis K.

Senior Quantitative Analyst in Algorithmic Trading Validation @UBS

London, GB

Validation of e-trading single leg and multi-leg algorithms and models in the equities area such as VWAP, TapNow, Hidden, Volume In line, Perimeter, Pairs, Portfolio- VSOA tasks such as review of team members validations, review of Material changes and of KMPI breaches- Oversight and support FO in the remediation of issues raised during validation- Contribute to the proper implementation of Governance and support internal audit and regulatory reviews - Build a reviews framework around pre-trade controls and kill switches used to mitigate model risk- Design and manage the delivery of an automated solution for uploading e-trading inventory and algo validation data into a Model Risk Management reporting platform- Co-design and contribute to the implementation of a python library to automate validators’ testing. The library uses time series data (persisted in KDB) to run TCA and statistical tests- Design and contribute in the implementation of a python framework for automating processes around execution controls and kill switches (such as reviews, documentation, monitoring, annual KPCs). The framework is leveraged by the use of AI techniques (LLM)- Design and build a Greedy search optimisation method to quantitatively derive a risk based sample of pre-trade controls for estimating the entire population of controls.

London Business School

Seminars, Negotiation, Strategy

UCL

PhD, Electrical and electronic Engineering

National Technical University of Athens

BSc, Electrical and Computer Engineering

UCL

MSc, Communication Systems

Cambridge Spark

L7, AI and Data Science