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.
• 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