Evangelos Papakonstantis Email & Phone Number

Zurich, Switzerland

Zurich, Switzerland

Zurich, Switzerland

* Worked on the development of a data warehousing project that aimed to normalize and store all company data, such as market, risk measure and weather data into a single system. (C#).* Working together with business and quantitative analysts to capture and implement businessrequirements.* Responsibilities within the team included: formalizing development life cycle procedures (scrum methodology), defining the project architecture and selecting technologies.* Release management responsibilities, ensuring a controlled and safe release of binaries,configurations and database changes into the production environment. (Bamboo and TFS)* 3rd level support responsibilities, investigating and solving production incidents.* Implemented monitoring and reporting mechanisms, to facilitate daily operations and incident management (C#).

Zurich, Switzerland

* Experience gained on several activities to improve low latency and increase message throughput. This included JAVA garbage collection fine-tuning and the optimisation of object serialization sent over the wire. Furthermore code optimisation have continuously been achieved with the use of code profiling. (JAVA)* Implemented a dynamic FX bid/offer quote spreading algorithm. The algorithm widens spreads during volatile periods to offer protection against unfavourable client trades. During quieter market activity spreads narrow to offer competitive quotes and attract liquidity. Initiative was taken to utilise genetic algorithms to optimise the spread algorithm. (JAVA)* Improved the division's FX hedging algorithm by introducing a mechanism that better handles the management of executed trades which require hedging. (JAVA)* Good experience gained working in a large team and using agile development methodologies, such as scrum.

Kent, United Kingdom

* Contributed to the design and implementation of an equity analysis/trading system called SAMURAI (Statistical Artificial Mathematical Unified Risk Applied Intelligence). The system was originally used on the Johannesburg Stock Exchange in South Africa. (JAVA)* Migrated SAMURAI internationally and facilitated exchange connectivity to LSE, NYSE, NASDAQ, Deutsche Börse, EURONEXT, OMX, Bolsa de Madrid, TSX and SWX.* Applied genetic algorithms (GA) to SAMURAI that allowed the optimisation of trading parameters, which resulted in the increase of model profitability by 20%. (JAVA)* Applied self organising maps to analyse historical stock data and cluster similar stocks. This aided in stock selection for pair trading. (JAVA)* Research work was done on an algorithm to allow unsupervised training of trading agents using co-evolution, particle swarm optimisation (PSO) and neural networks. This work formed the basis of a M.Sc. thesis but was not used in a live production system. (JAVA)* Implemented a back testing engine. The engine allowed trading model evaluation by calculating net profit and various risk measures based on historical data. The back testing engine was instrumental in the selection of the best model trading strategies. It also formed an essential component to the strategy optimisation using the GA and PSO. (JAVA)* Implemented various technical trading models for SAMURAI using technical market indicators, such as: Bollinger Bands, Relative Strength Index, Aroon and others. (JAVA)

Pretoria, South Africa

* Responsible for the 2nd year subject “Advanced Computer Programming”. (C++)* Presented course lectures twice a week to a class of 150 students.* Other responsibilities included setting up and marking semester exams.* Tutored the following courses: Introduction to programming and Data Structures. (JAVA)

Msc, Computer Science

* Completed degree in the field of Artificial Intelligence on a financial application. The thesis topic is “Competitive co-evolution.

B.Sc.(Hons), Computer Science

* Achieved distinctions in the following subjects: Artificial Intelligence, Data and Image Compression, Data Mining, Design Patterns.

Education record