Alumnus Stavros Siokos of Citigroup to speak at Isenberg School

Stavros Siokos, managing director of pensions and insurance relations for equities in Europe Citigroup and a UMass Amherst alumnus, will discuss “New Trends in Financial Engineering for Equities. A Sell Side Perspective” on Thursday, Nov. 30 at 11 a.m. in 112 Isenberg School of Management.

Refreshments will be offered in the Supernetworks Lab, G28 ISOM, from 9:30-10:30 a.m. to provide an opportunity for students, faculty and guests to meet with Siokos.

Siokos, who received his Ph.D. in Operations Research and his M.Sc. in Electrical and Computer Engineering, joined Citigroup in 1996. He served nearly three years on the firm’s global quantitative research team before assuming responsibility for the global portfolio strategies team for five years. Named to his current post in March, he is also head of alternative execution sales Europe at Citigroup Global Markets in London.

He is the author or co-author of several books, including “Financial Networks: Statics and Dynamics,” written with Anna Nagurney, the John F. Smith Memorial Professor in the Isenberg School. Siokos has also authored or co-authored papers in academic journals such as Mathematical and Computer Modelling, Networks, Annals of Operations Research, Financial Analysts Journal, and Risk. He also authored or co-authored more than 60 professional papers published in a series of professional publications such as Financial Times, FT Mandate, Euromoney and The Trade and Risk Magazine.

Siokos is a member or director of many industry committees (representing Citigroup)
relating to execution and equity risk and he serves as a non-executive director for a series of hedge funds. He has been appointed a member of the external advisory board for COMISEF, a European Union-funded research and training network on “Computational Optimization Methods in Statistics, Econometrics, and Finance.”

He serves as a center associate at the Virtual Center for Supernetworks in the Isenberg School.

Siokos has been ranked top in most of the major European surveys in the quantitative and
execution services sectors over the last nine years. He has presented at more than 170 conferences (about 30 of them in academic forums) and seminars around the world on topics such as risk management, portfolio analytics, trading analytics, portfolio construction, algorithmic trading, program trading, direct market access, optimization and financial engineering. He was a co-organizer of the conference on “Computing in Economics and Finance,” held in June in Limassol, Cyprus

November 26, 2006.

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