Themis Rallis is a PhD candidate in Econometrics at VU Amsterdam, where they conduct research on mathematical and statistical methods for portfolio risk quantification. Currently serving as a Senior Expert in Quantitative Methods at ING, they specialize in (non-)regulatory low-default portfolio modeling for credit risk. Previously, Themis worked as a Consultant in Quantitative Advisory Services at EY and served in the Greek Army as a Surveillance Operator. Their academic credentials include an MSc in Quantitative Finance from Erasmus School of Economics and an MPhys in Astrophysics from the University of Edinburgh, complemented by a Certificate in Quantitative Finance from the CQF Institute.
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