CV

Education

• Ph.D. Candidate in Computational Science
  University of Amsterdam (Oct. 2024 – Present)
  Research Focus: Stochastic Modelling and Quantitative Finance for Renewable Energy Markets.
  Supervisors: Sven Karbach.

• M.Sc. in Stochastics and Financial Mathematics
  University of Amsterdam (Sept. 2022 – Sept. 2024)
  Specialization: Financial Mathematics (Current Grade: 8.5/10).
  Coursework:
  • Stochastic Integration, Measure Theoretic Probability, Computational Finance.
  • Interest Rate Models, Portfolio Theory, Advanced Topics in Stochastic Analysis, and Rough Volatility Models.
• M.Eng. in Applied Mathematics and Physics
  National Technical University of Athens (NTUA) (Sept. 2017 – July 2022)
  • Thesis: “Probabilistic forecasting of solar power generation using SDEs and applications on optimal trading strategies for RES Aggregators” (Grade: 10/10).
  • Supervisor: Prof. Antonis Papapantoleon.

Employment

• Researcher / Ph.D. Candidate
  University of Amsterdam (Oct. 2024 – Present)

• Research Intern
  Statkraft Trading, Düsseldorf (March 2024 – August 2024)
  • Thesis Title: Optimal trade execution in intraday markets under Marked-Hawkes processes.
• Algorithmic Trading Intern
  Statkraft Trading, Düsseldorf (April 2023 – Oct. 2023)
  • Analyzed EPEX LOB dynamics for intraday markets in Germany and the UK.
  • Developed trading strategies for day-ahead/intraday power markets.
  • Created forecasting models for rare meteorological events (e.g., icing).
  • Reported risk metrics for algorithmic trading.
• Energy Trader Intern
  Wootis S.A (April 2022 – August 2022)
  • Worked with the quantitative analytics department, building and refining strategies for solar and wind energy intraday trading.
  • Developed a probabilistic forecasting model for the aggregated Solar power production using SDEs and evaluated it using risk-averse trading strategies for the company’s energy portfolio.

Skills

• Languages:
  • Greek (Native), English (Proficient), German (Fluent).
• Programming:
  • Python, R, MATLAB, SQL, LaTeX.

Publications

Optimal Execution in Intraday Energy Markets under Hawkes Processes with Transient Impact

Konstantinos Chatziandreou and Sven Karbach (2025). “Optimal Execution in Intraday Energy Markets under Hawkes Processes with Transient Impact.” arXiv, arXiv:2504.10282.

Talks

17th German Probability and Statistics Days (GPSD) 2025

March 12, 2025

Talk at TU Dresden, Germany

Dutch Math Finance afternoons

December 13, 2024

Talk at TU Delft, The Nethelands

Teaching

Advanced Topics in Computational Finance

Portfolio Theory