Kostas is a Quantitative Research Analyst working on filling out our suite of pricing models and implementing Machine Learning techniques in charting and screening.
Prior to joining PortfolioStrat, he worked as a desk strategist on the equity derivatives market making desk of Goldman Sachs. The role involved on a daily basis overlooking the platforms that controlled the pricing and risk management algorithms for the desk's positions. Earlier he held academic research positions at Imperial College London and the Oxford Man institute. His research was focused on developing, implementing and analysing the performance of probabilistic numerical algorithms for non linear Partial Differential Equations. He holds a bachelor degree in Mathematics, an MSc in pure Mathematics from Cambridge university and a PhD in numerical Stochastic Analysis from Imperial College London.
Kostas loves working at PortfolioStrat because he gets to see all the pieces of the finance development ecosystem rather than being stuck with one piece.