Nikolaos Skantzos

Director, Risk Advisory

Nikolaos Skantzos

Luchthaven Nationaal 1 J

1930 Zaventem

Gateway Building

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Nikos has several years of experience in the Financial Services Industry and specialises in the development and validation of models with a strong quantitative focus. Some examples include: models for the valuation of derivatives in a negative-rate environment (shifted SABR), valuation of CVA for collateralized and uncollateralized derivatives, behavioral models for credit-scoring loans, data analysis of prepayment and copula models for multivariate derivatives.

Nikolaos Skantzos