Profile & Experience
Nikolai Nowaczyk is a risk management and IT professional with experience in providing expert services to the clients of Quaternion, Acadia’s Quant Services division, in various countries. He has worked on a broad range of topics around counterparty credit risk, market risk, collateral modelling, XVA and financial engineering. He is a passionate open source software developer primarily in Python and C++. Building bridges between theory and practice, he has authored various research papers and conference talks on dynamic initial margin, systemic risk, central clearing and the application of machine learning in quantitative finance. Nikolai holds a primary degree in mathematics from the University of Bonn, a PhD in mathematics from the University of Regensburg, and has been an Academic Visitor at Imperial College London.
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