Christopher Yacoumatos Email & Phone Number

London Area, United Kingdom

Amsterdam-Zuid, North Holland, Netherlands

• Learned option trading theory and studied general macroeconomics.• Traded Eurostoxx index options across multiple expiries in a simulated trading environment for 4 weeks.• Responsibilities included parametric volatility surface adjustment, greeks position management to staywithin inter-and intra-day limits, direct counterparty (broker) trading, preparing morning meetings to discuss news and events relevant to trading, and writing daily wraps to explain end-of-day positions, PnL changes and thought processes.• Worked on an extended project to identify and predict seasonal trends in S&P 500 realized volatility data for 4 weeks.• Retrieved relevant data with DBeaver, and coded using PyCharm with a virtual environment and Optiver’s proprietary StatArb library.• Developed techniques to quantify confidence in the existence of trends over time using seasonally stratified rolling machine learning models, presented methods and results to project supervisors.

Cambridge, England, United Kingdom

• Developed a model to predict adverse events from clinical trial data using network-structured machine learning methods.• Used Python in a Jupyter Notebook environment and applied data analysis libraries such as Pandas to structure clinical trial data as a network.• Used embedding algorithms and machine learning Python libraries such as TensorFlow and StellarGraph on training networks to produce models which make good predictions for test data.• Published a research article on the methodology and results of my work, available on ArXiv under the title: “TrialGraph: Machine Intelligence Enabled Insight from Graph Modelling of Clinical Trials”.

United Kingdom

• Worked in a team to identify inefficiencies in a GSK production line.• Constructed and refined a mathematical model to maximise profits by optimising running costs andproduction volumes over a 9-month period.• Responsibilities included raw data analysis, mathematical modelling, and presentation of results to GlaxoSmithKline supervisors.

Mmath: Master Of Mathematics, Mathematical Tripos, Distinction

Bachelor Of Arts - Ba, Mathematics