MSc Risk Management & Financial Engineering — Imperial College London

Nikolas
Dion Savio

Engineer turned quant finance professional. I combine stochastic modelling with markets intuition — from LBO models to algorithmic market-making.

Imperial Excellence Scholar London, UK Available July 2026
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Nikolas Dion Savio
1st Place · Imperial College

IB Finance Club Trading Competition

Outperformed all MSc & MBA competitors. Climbed from –31% drawdown to finish #1 on the leaderboard through disciplined risk management across equities and macro products.

+231% Return
$2.3M Simulated PnL
335 Trades Executed
#1 Final Leaderboard

Career

Experience

Imperial College London
Jan 2025 – Present
Student Ambassador
  • Represents Imperial College Business School at open days and prospective student outreach events
  • Serves as a point of contact for MSc applicants, sharing experience of the programme
Mage Control Systems
Sep 2024 – Aug 2025
Mechanical Design Engineer
  • Led quantitative evaluation of engineering projects with capital budgets exceeding £500k
  • Analysed cost structures and production efficiency to optimise project profitability
  • Produced technical and financial documentation supporting capital investment decisions
  • Coordinated multidisciplinary teams to deliver complex projects under tight deadlines
Oxford Saïd Business School
Jan – Mar 2025
Private Markets Investment Programme (Selective)
  • Built three-statement financial models to evaluate private equity investment opportunities
  • Performed valuation using DCF, comparable companies, and precedent transactions
  • Constructed LBO models to analyse returns under varying capital structures
  • Assessed investment attractiveness using IRR, MOIC, and PME metrics
UGRacing — University of Glasgow
Sep 2020 – Jul 2023
Cost & Components Engineer
  • Managed cost optimisation and component selection for Formula Student race car
  • Improved strength-to-weight ratio by 60% through rigorous materials optimisation
  • Contributed to team securing 1st place at Formula Student UK

Academic Background

Education

Imperial College Business School
MSc Risk Management & Financial Engineering
Sep 2025 – Dec 2026
Imperial Excellence Scholarship
Modules: Stochastic Calculus · Financial Engineering · Fixed Income · Financial Statistics · Market Microstructure · Structured Credit · Corporate Finance · Empirical Finance · Big Data in Finance
University of Glasgow
BEng Mechatronics Engineering
Sep 2020 – Jul 2024
First Class Honours — Top 10% of class
GPA 4.0 / 4.0 (US equiv.)
Engineering Excellence List × 2 (2021 & 2024)
Accredited by IET & IMechE
Tunas Muda International School Jakarta
IB Bilingual Diploma
2018 – 2020
38/45 points — Top 12% worldwide
English & Indonesian
Business Management HL: 7/7 | Mathematics SL: 7/7

Selected Work

Projects

IG Corporate Bond Return Prediction
Predicted monthly IG excess returns using rolling-window OLS and LASSO regression with FRED macro data (1996–2026). Achieved out-of-sample R² of ~77%. Applied TimeSeriesSplit CV and StandardScaler to prevent look-ahead bias.
Python · scikit-learn · statsmodels · FRED API
Feb–Mar 2026
Algorithmic Market Making — Avellaneda–Stoikov
Implemented the Avellaneda–Stoikov stochastic control model for optimal market-making. Analysed spread-capture vs inventory-risk trade-offs under continuous-time dynamics and calibrated bid–ask spread and reservation price equations.
Python · NumPy · Stochastic Control
Feb–Mar 2026
Financial Market Time-Series Analysis
Analysed S&P 500, GBP/USD, US 3M T-bill, 10Y yield, and term spread using ACF/PACF, ADF tests, and auto.ARIMA. Key finding: linear ARIMA captures short-run correlations but GARCH extensions needed for volatility clustering.
R · tidyverse · forecast · quantmod
Jan–Mar 2026
MA Crossover Backtesting Engine (R)
Built a reusable backtesting framework for moving-average crossover strategies with proper one-day signal lag to prevent look-ahead bias. Compared strategy returns vs buy-and-hold benchmarks.
R · xts · quantmod
Term 1, 2025
M&A Valuation & Investment Analysis
Modelled acquisition scenarios and post-merger financial impact. Structured debt/equity financing to evaluate valuation outcomes. Produced investment recommendation reports based on financial modelling.
Excel · Bloomberg Terminal · DCF/M&A
Oct–Dec 2025
LBO & Private Equity Modelling — Oxford Saïd
Built three-statement models and LBO analyses for PE targets. Evaluated investments using IRR, MOIC, and PME. Analysed institutional allocation for endowments and sovereign wealth funds.
Excel · VBA · LBO/IRR/MOIC
Jan–Mar 2025

Beyond the Desk

Activities & Involvement

Goldman Sachs × AmplifyME Experience (Mar 2026)
Exclusively invited to the Goldman Sachs × AmplifyME Experience — a selective event for high-potential finance students, organised through Imperial College Business School
Imperial College Business School — Agentic AI Hackathon (Nov 2025)
Participated in the IB Student Clash Agentic Hackathon Final
Bloomberg Global Trading Challenge
Managed a simulated $1M portfolio implementing macro-driven strategies
IB Careers Clubs Fair & MSc Careers Week (Oct–Sep 2025)
Active participant in Imperial's structured careers programme
European Jobs & Internships Fairs — Deloitte, Criteo (Jan 2026)
Attended online employer events organised by IB Careers
Imperial Careers Fair (Feb 2026)
Attended and conducted follow-up networking with graduate programme representatives
Oxford Saïd Elumni Community
Member of the Oxford Saïd Business School alumni and elumni network
UGRacing — Formula Student UK
Team member across 3 years, securing 1st place nationally in Formula Student UK

Toolkit

Skills

Finance
Financial Modelling DCF Valuation LBO Modelling Fixed Income Comparable Companies Precedent Transactions Capital Structure Analysis Leveraged Finance Financial Engineering Market Microstructure Scenario & Sensitivity Analysis Stochastic Calculus
Programming & Tools
Python Pandas · NumPy scikit-learn statsmodels R tidyverse · forecast quantmod MATLAB VBA SQL Bloomberg Terminal Excel LaTeX GitHub PowerPoint
English Fluent
Indonesian Native
Mandarin Chinese Beginner

Reach Out

Contact

Open to internship and graduate opportunities in quantitative finance, risk, and financial engineering. Feel free to reach out.

nikolasdionsavio2002@gmail.com linkedin.com/in/nikolasdionsavio +44 7947 115998 London, United Kingdom