Fall 2007 UMASS Amherst
Operations Research / Management Science Seminar Series
(Joint Management Science/Finance Seminar)

Date: Friday, September 28, 2007

Time: 11:00 AM
Location: Isenberg School of Management, Room 112

Speaker: Dr. Stavros Siokos (UMass - '98 Ph.D.)

London, U.K.

Biography: Dr. Siokos is based with Citigroup in London and is a Managing Director of Pensions and Insurance Relations for Equities in Europe and Head of Alternative Execution Sales Europe at Citigroup Global Markets in London. Earlier in his career at Citigroup, he was responsible for the Global Portfolio Strategies team after serving on the Global Quantitative Research Team. Dr. Siokos joined Citigroup in 1996 and holds a Ph.D. in Operations Research from the University of Massachusetts Amherst, an MSc. in Computer Science from UMass, and a Diploma in Electrical Engineering from the University of Patras in Greece. He is the author or co-author of several books, including: Financial Networks: Statics and Dynamics co-authored with Professor Anna Nagurney. He has authored or coauthored academic papers in journals including: Mathematical and Computer Modelling, Networks, Annals of Operations Research, Financial Analysts Journal, and Risk. He has authored or co-authored more than 60 professional papers published in a series of professional publications, including: Financial Times, FT Mandate, Euromoney, and The Trade and Risk Magazine. He has been featured in such journals as: FTSE Global Markets and FT Mandate. Dr. Siokos is a member and/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, an EU 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 at UMass Amherst.

Dr. 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 co-organizer of the conference Computing in Economics and Finance, June 2006 in Limassol, Cyprus.
TITLE: Latest Trends of Global Equity Trading: The New Technology, the Players, and the New Legislation; Differences Between the US and the Rest of the World
This series is organized by the UMASS Amherst INFORMS Student Chapter. Support for this series is provided by the Isenberg School of Management, the Department of Finance and Operations Management, INFORMS, and the John F. Smith Memorial Fund.

For questions, please contact the INFORMS Student Chapter Speaker Series Coordinator, Ms. Trisha Woolley, twoolley@som.umass.edu
or the Faculty Advisor, Professor Anna Nagurney.