Please complete the CAPTCHA to continue
@bankofengland.co.uk
✓
LinkedIn matched
A concise factual answer block for searchers comparing this professional profile.
Nicholas Vause is listed as Central bank economist for 15+ years with quantitative research skills, specialising in financial markets and risk at Bank of England, a company with 3917 employees, based in Greater London, England, United Kingdom. AeroLeads shows a work email signal at bankofengland.co.uk and a matched LinkedIn profile for Nicholas Vause.
Nicholas Vause previously worked as Senior Advisor at Bank Of England and Senior Manager, Financial Market Infrastructure Directorate at Bank Of England. Nicholas Vause holds Master Of Arts (Ma), Economics, Ii.I from University Of Cambridge.
This section adds company-level context without repeating Nicholas Vause's masked contact details.
AeroLeads found 1 current-domain work email signal for Nicholas Vause. Compare company email patterns before reaching out.
I am an advisor at the Bank of England, where I lead research on assessing and mitigating threats to financial stability from financial markets. This puts to good use my quantitative research skills in statistics and econometrics; derivatives and asset pricing; market, credit and liquidity risk modelling; and programming knowledge (MatLab and Python). I have published research on derivative margins, algorithmic trading and systemic risk, amongst other topics. I have previously worked at the Bank for International Settlements and PriceWaterhouseCoopers.
Company context helps verify the profile and gives searchers a useful next step.
A career timeline built from the work history available for this profile.
London, United Kingdom
- Directing the division’s research into systemic risks posed by non-bank financial institutions.- Leading projects to develop a representative agent model for simulating the propagation and amplification of stress in the financial system- Leading project to quantify the scope for liquidity strains in derivative markets due to margin calls.- Research on.
London, United Kingdom
- Led team collecting and analysing data from derivative trade repositories.- Used data to assess suitability of different types of derivative for mandatory clearing.- Worked with international central banks on aggregating data from multiple national trade repositories.- Researched how to measure and mitigate the procyclicality of CCP margin models.
Basel Area, Switzerland
Research and reporting on developments in derivatives markets.
London, United Kingdom
- Led team of four analysts assessing risks to UK financial stability from global financial markets, with a strong focus on securitisation and derivative markets during the financial crisis.- Gave regular briefings to Governors and Directors and wrote chapters of the Financial Stability Report.- Helped assess the need for and design aspects of some of the.
London, United Kingdom
- Developed toolkits to infer measures of market, credit and liquidity risk from asset price data. - Published research on Measuring Risk Appetite in International Journal of Central Banking.- Modelled and highlighted some of the risks of Collateralised Debt Obligations.
London, United Kingdom
- Conducted debt sustainability analyses of government and banking sectors in Central and Eastern Europe.- Assessed draft IMF support programmes for Turkey, presenting analysis to Governors
London, United Kingdom
- Maintained and developed macroeconomic models of the UK and euro-area economies.- Contributed analysis to PwC's UK Economic Outlook and PwC European Economic Outlook publications.
Other employees you can reach at bankofengland.co.uk. View company contacts for 3917 employees →
Tomislav Vukusic
Colleague at Bank Of England
London, England, United Kingdom, United Kingdom
View →
MG
Michael Gaull
Colleague at Bank Of England
London, England, United Kingdom, United Kingdom
View →
HS
Harry Sharpe
Colleague at Bank Of England
Greater London, England, United Kingdom, United Kingdom
View →
EP
Evi Pliota
Colleague at Bank Of England
London, England, United Kingdom, United Kingdom
View →
PR
Paul Russell
Colleague at Bank Of England
Southend-On-Sea, England, United Kingdom, United Kingdom
View →
LC
Lucy Cheffins
Colleague at Bank Of England
London, England, United Kingdom, United Kingdom
View →
EL
Edward Littlewood
Colleague at Bank Of England
London, England, United Kingdom, United Kingdom
View →
LM
Leroy Marsh
Colleague at Bank Of England
Buckhurst Hill, England, United Kingdom, United Kingdom
View →
JC
Jess Chi
Colleague at Bank Of England
Greater London, England, United Kingdom, United Kingdom
View →
DM
Dean Minot
Colleague at Bank Of England
London, England, United Kingdom, United Kingdom
View →
Activities and Societies: Economics Society, Squash, Football Focused on quantitative optional modules, including maths, econometrics and.
Activities and Societies: Squash, football Optional courses in finance.
Quick answers generated from the profile data available on this page.
Nicholas Vause works for Bank of England.
Nicholas Vause is listed as Central bank economist for 15+ years with quantitative research skills, specialising in financial markets and risk at Bank of England.
AeroLeads has found 1 work email signal at @bankofengland.co.uk for Nicholas Vause at Bank of England.
Nicholas Vause is based in Greater London, England, United Kingdom while working with Bank of England.
Nicholas Vause has worked for Bank Of England, Bank For International Settlements – Bis, and Pwc.
Nicholas Vause's colleagues at Bank of England include Tomislav Vukusic, Michael Gaull, Harry Sharpe, Evi Pliota, and Paul Russell.
You can use AeroLeads to view verified contact signals for Nicholas Vause at Bank of England, including work email, phone, and LinkedIn data when available.
Nicholas Vause holds Master Of Arts (Ma), Economics, Ii.I from University Of Cambridge.
Search by job title, company, industry, location, and seniority. Export verified B2B contact data when you need it.
Start free trial Search contactsCheck these profiles if this is not the Nicholas Vause you were looking for.
View similar profiles
