Vassilios Rendoumis

Innovation Management focusing on Generic AI, ML and Cloud Computing - Support Software Engineers with tools and recommendations for best working practice - Conducting Market Analyses, identifying relevant trends and technologies and develop recommendations for actions - Organize information and knowledge exchange and define measures and actions for the investigation of new technologies - Participating in regular exchanges with internal/external specialists and innovation activities with central banks

Contributor for the Python version of the SA-CCR package of OpenRisk calculator. About OpenRisk Calculator: Computes the Exposure-At-Default based on standardized approach of the Basel III Regulatory framework (SA-CCR). Currently, trade types of all the five major asset classes have been created and, given the inheritance-based structure of the application, the addition of further trade types is straightforward.

Software Development (full stack): - Analysis, prototyping and development in Python and C++, Go - Tool extension for module testing of the team's tech stack and ownership - Performance testing - OpenSource software integration - Competence Development Management: on-boarding training design, training management, competence needs gathering and definition based on business needs - Innovation Management: Optimization of software development tools and frameworks

Mathematical programming (MatLab, Python) and statistical computing (R, Excel) for financial data modeling. Apply probability models and statistical techniques, evaluate asset returns, compute risk measures like VaR and ES. MC simulation for statistical model evaluation, hypothesis testing. OOP Financial Software Development in Portfolio Risk Management using .NET (C#, XAML, Silverlight). Desktop-to-web Migration. Enhancement and optimization of design, decoupling, bug-fixing, testing.

Financial Derivatives Software Development: OOP Software development of scenario analysis tools, GUIs in the domain of Financial Derivatives and Freight Derivatives using .NET (C#, XAML, Silverlight), C++, PL/SQL, MySQL. Research and Development for applications with multi-tier architecture (MVVM) in C#. Quantitative Analysis and Data valuation for Equities, Futures and FX Rates (using R MatLab, Excel and RDBMS). Instructor for the company’s Financial Engineering course

Tutoring onto Mathematical Calculus, Physics, Theoretical Mechanics, Statistical physics, Thermodynamics to college students and middle and high school pupils. Worked as freelancer but also at instructor in tuition centers.

Development and study of epidemiological models in complex networks. Simulations of epidemiological models such as SIR, SIRS, SIRS-1D spatial using FORTRAN, MatLab and applying analytical and computational mathematical tools. Study of interactions for fixed population with three compartments: susceptible, infected and recovered. Dynamic behavior analysis. Calculation of parameters for system change and critical events such as outbreak and decrease of influenza, pandemic spread etc.

Dynamical Systems & Chaos, Nonlinear Dynamics and Applications to Engineering Systems, Nonlinear Partial Differential Equations, Probability theory, Linear Statistical models and time series, Computational Mathematics, Portfolio management, Econometrics I, Microeconomic Theory, Macroeconomic Theory

Selection: General Physics (I, II), Analytic Geometry and Vector Calculus, Calculus (I, II, III), Linear Algebra, Differential Equations, Thermodynamics, Statistical Physics, Theoretical Mechanics (I, II, III), Quantum Mechanics (I, II), Computing Laboratory Course, Astrophysics