Professional Experience - siouris.co.uk

Founder & Lead Quantitative Architect | Jul 2026 – Present | Petroktisto Research, Limassol, Cyprus

Deploying bespoke, high performance quantitative infrastructure for brokerages, family offices, asset managers and institutional trading desks.

Led the Quantitative Research team (a team of 5), directing the development and deployment of systematic models and advanced analytics.
Engineered a client classification model, generating a positive revenue impact of 2.5 million per month.
Architected comprehensive markout calculation frameworks to systematically assess and categorize client trading profiles.
Unified disparate database architectures into a centralized, high-performance infrastructure utilizing ClickHouse to optimize data retrieval for quantitative workflows.

Developed and actively traded the company’s Macro based Options Strategy.
Served as part of the investment team, concentrated into refining portfolio construction and enhancing risk adjusted returns through systematic investing / quantamental models and advanced analytics.
Developed and implemented quantitative models to analyse and optimise the performance of private equity portfolios.
Conducted in-depth financial modelling and scenario analysis to assess investment opportunities, risk factors, and return potentials.
Generated data-driven insights and cash flow projections to support strategic decision-making for allocation across illiquid, semi-illiquid and liquid asset classes.

Market Strat on the Credit Desk covering CDS (single names and indices) and Swaptions.
Developed tradable signals, Intrinsic FV calculations, PnL explains, Risk and Hedging Reports.

Led greenfield Trading Wind Down (TWD) project (Tier 1 regulatory deliverable), liquidity projection, collateral encumbrance forecasting, and automated trade booking for FX, Repo and Reverse Repo.
Managed a team of two, delivering Liquidity projections and Collateral Encumbrance Forecasting, a general solution covering both TWD and Funding in Resolution over the whole Trading and Banking Book.
Maintained the following Tier 1 projects: Income Forecast (Net Interest Income, Structural and Product Hedges, Computation of Hedging Cost, Automated booking of trades for linear amortization using bullet Rates Swaps), Net Interest Income Sensitivity.

Alpha signal generation in a systematic intraday cross-asset framework in highly liquid future contracts (Indices, Bonds, FX, Commodities). Extensive use of Machine Learning and Statistical Models.
4 successful strategies (Realized Sharpe ratios: 3.5, 1.8, Simulated: 1.3, 1.1). Proficient with volatility carries, calendar spreads, spreads, and relative value models. Holding periods from hours to weeks (MF / LF). Minutely adjusted.

Thesis Title: “Non-linear analysis of stochastic and chaotic Multivariate Time Series” (Not completed). Research concentrated on volatility estimation models.
Provided the mathematical definition and proof of Low-price effect, an 80+ year open problem.
Published 3 papers, 1 chapter in iSTE Wiley Book, 1 conference proceedings, 12 talks in International Conferences, Seminars and Summer schools (2 of which as invited speaker), reviewer for 6 scientific journals and books, and Teaching Assistant in 12 undergraduate and 4 master courses.

Tutored undergraduate and postgraduate university students in Mathematics, Physics, Engineering, and Finance.
Prepared students for Mathematical Olympiads.