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Antreas Christodoulou

@antreaschristodoulou

Message

Credit Risk Consultant at RiskMatrix developing PD models and scorecards and validating LGD and RAROC models.

Cyprus

Message

At RiskMatrix, a Partner of Moody’s Analytics, I develop and customise Probability of Default models and credit-risk scorecards in R. I also deploy, test, and troubleshoot LGD and RAROC models in Moody’s CreditLens.

I implement and validate model logic through regression testing and scenario analysis, and use PostgreSQL/SQL to retrieve and validate data for model testing and migration reconciliation. I also build supporting financial calculations in C# and collaborate with banking clients during UAT and model validation.

At Lab4Crypto, I analysed cryptocurrency market and time-series data to research systematic trading strategies in Python. I backtested strategies and used regression analysis, Monte Carlo simulation, and NLP-based sentiment analysis to investigate market behaviour.

Experience

Work history, roles, and key accomplishments

Current

Credit Risk Consultant

Current

RiskMatrix

Oct 2024 - Present (1 year 11 months)

Develop and customise Probability of Default (PD) models and credit-risk scorecards in R, and deploy, test, and troubleshoot LGD and RAROC models within Moody's CreditLens. Collaborate with banking clients during UAT and model validation.

R SQL PostgreSQL C#Moody's CreditLens PD Modeling Scorecards LGD RAROC EAD Expected Loss Regression Testing scenario analysis Data Migration UAT

Part-Time Consultant

PRM Consulting Group

Nov 2023 - Sep 2024 (10 months)

Conducted market research and candidate analysis across industries for executive-search and HR advisory projects.

Market Research Candidate Analysis Executive Search HR Advisory

Data Science Intern

Lab4Crypto

Jan 2024 - Jun 2024 (5 months)

Analysed cryptocurrency market and time-series data to research and develop systematic trading strategies in Python. Applied regression analysis and Monte Carlo simulation to analyse financial datasets and investigate market behaviour.

Python Time Series Analysis regression analysis Monte Carlo Simulations Backtesting Exploratory Data Analysis Sentiment Analysis

Mandatory Service

Cyprus National Guard

Jan 2016 - Dec 2017 (1 year 11 months)

Completed mandatory military service, developing teamwork, discipline, and leadership skills.

Teamwork Discipline Leadership

Education

Degrees, certifications, and relevant coursework

Cyprus Securities and Exchange Commission

CySEC Advanced Certification, Securities

Advanced certification in Cyprus securities, completed in June 2025.

IBM

IBM Data Analyst Professional Certificate, Data Analysis

Professional certificate in data analysis, completed in October 2025.

University of Ioannina

BSc, Physics

BSc in Physics with relevant modules in Probability & Statistics, Linear Algebra, Differential Equations, Computational Physics, and more. Thesis on comparison of docking methods for NSAIDs with COX-1.

Udemy

Quantitative Finance & Algorithmic Trading in Python, Quantitative Finance

Course in quantitative finance and algorithmic trading in Python, covering Monte Carlo, Modern Portfolio Theory, Black-Scholes, Value-at-Risk, and backtesting.