Nikolai Nowaczyk
Quantitative Analytics Director
London, England, United Kingdom
Summary
👤
Senior🎓
Top SchoolNikolai Nowaczyk is a Quantitative Analytics Director based in London with 11+ years delivering high-stakes valuation, xVA and counterparty risk projects across front-office and regulatory settings. He combines a PhD-level mathematical foundation with hands-on engineering in Python, C++ and C#, and has contributed algorithmic improvements to the flagship SciPy library (spherical Voronoi work). Known for pragmatically bridging technical teams and executives, he leads model convergence programs, regulatory submissions and SIMM/initial-margin initiatives while pioneering LLM applications in finance. His background spans consulting and in-house roles where he built production risk engines, implemented FRTB-SA calculators and operationalised Monte Carlo and Gaussian-process approaches for pricing and backtesting. He regularly publishes and speaks at conferences, teaching and collaborating with academia to translate advanced research into auditable, production-ready solutions.
11 years of coding experience
Doctor of Philosophy (PhD) Mathematics, Doctor of Philosophy (PhD) Mathematics at University of RegensburgAbitur Mathematics and Computer Science, Abitur Mathematics and Computer Science at Steinbart-Gymnasium (High School)Dipl.-Math. (corresponds to a BSc + MSc) Mathematics, Dipl.-Math. (corresponds to a BSc + MSc) Mathematics at The University of Bonn
English, German
Github Skills (7)
computational-geometry10
algorithms10
scipy10
python10
scientific-computing10
numpy10
unit-testing9
Programming languages (4)
Github contributions (5)
scipy/scipy
Sep 2015 - Nov 2015
SciPy library main repository
Role in this project:
Back-end Developer & Algorithm Implementer
Back-end Developer & Algorithm ImplementerContributions:40 commits, 9 comments in 1 month
Contributions summary:Nikolai primarily focused on enhancing the `scipy/scipy` library's spatial module, specifically concerning spherical Voronoi diagrams. They contributed to the implementation and refinement of algorithms for calculating circumcenters and Voronoi vertices on a sphere, including a vectorized version. This involved refactoring code, addressing PEP issues, and adding unittests. The user's contributions demonstrate expertise in numerical methods and computational geometry within the context of a scientific computing library.
scipypythonscientific-computing
niknow/machine-learning-examples
Oct 2019 - Jun 2021
Contributions:91 commits, 84 pushes, 1 branch in 1 year 8 months
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