Kostas is a Quantitative Research Analyst working on automated market making and real-time risk attribution.
Prior to joining Stratagem, 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.
In his free time, you will find him reading a book or riding his bike.
“I love working at Stratagem as it gives me the opportunity to apply algorithms to quantify risk and price uncertainty in something as cool as football.”