Vasili Moutzouris – Quantitative Analyst Trainee

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Vasili Moutzouris – Quantitative Analyst Trainee

What degree did you study at university?

MSc Financial Engineering, University of Pretoria

What is your role at Nedbank?

Quantitative Analyst Trainee – Group: Market Risk Model Validation

Can you tell us why you chose this career? 

I chose to pursue a career as a quantitative analyst because I enjoy being challenged on a daily basis, looking for trends in data and building mathematical models.

What’s a typical day like in your job?

My typical day entails research, the development and implementation of mathematical models, and reporting.

What are the some of the highlights and challenges of your role?

My highlights include pricing various derivatives, as well as calibrating and simulating stochastic processes. My greatest challenge is to constantly stay up to date with current market standards and new methods that are continuously being developed.

How do you keep up to date with all the changes in your profession?

I love to learn new things. Whenever I have a bit of free time at work, I’m always reading academic articles or learning a new programming language.

What do you enjoy doing for fun outside of the office?

I enjoy playing soccer, PlayStation and solving Rubik’s cubes.

2020-05-14T08:55:44+00:00Interviews & Profiles, Nedbank|
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