Tasos Grivas
Risk Manager at LSEG (London Stock Exchange Group)
London, England, United Kingdom
Summary
👤
Senior🎓
Top SchoolTasos Grivas is a risk management professional with fifteen years in finance and a decade of hands-on experience in traded and market risk across banks, a fund of funds, and infrastructure firms. He blends quantitative skills (R, Python, MATLAB), SQL/VBA development and deep regulatory knowledge—VaR, CVA, SA-CCR, FRTB—into practical risk controls and limit frameworks. Tasos has led implementations, vendor alignments (Murex, Wolters Kluwer), and ECB/stress testing exercises while overseeing small teams and QA for risk tooling. His background in computer engineering and an MSc in Financial Engineering enables him to translate complex models into auditable, production-ready processes. Notably, he has combined quantitative research (time-varying RBSA, Kalman filters, dynamic correlation) with trading-book capital and CCR calculations, a mix that helps bridge front-office analytics and regulatory compliance. Based in London, he now applies this cross-functional expertise at LSEG to shape enterprise-grade market risk solutions.
10 years of coding experience
6 years of employment as a software developer
Bachelor 5-years degree Computer Engineering & Informatics, Bachelor 5-years degree Computer Engineering & Informatics at University of PatrasMaster of Science Financial Engineer, Master of Science Financial Engineer at National Technical University of Athens
English, German, Greek
Github Skills (6)
ecos3
sat2
python2
python-interface2
cvxpy1
sat-solver1
Programming languages (2)
Github contributions (5)
sen-saven/PerformanceAnalytics
Aug 2019 - Aug 2019
Contributions:19 pushes in 20 days
sen-saven/devdata
Jul 2015 - Jul 2015
Contributions:10 pushes, 1 branch in 1 day
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