I have joined the National Bank of Belgium, the Economics and Research department, for a grant program of researchers since January 2020, to work on a project about High Dimensional Financial Time Series Econometrics. Here is a link to my CV.
Before that position, I had visited New York University (NYU), Stern School of Business, Finance Department for one year as Visiting Research Professor to work with the Nobel Prize in Economics Prof. Robert Engle at the Volatility Institute.
For the period 09/2016 – 12/2019, I was a Postdoctoral Research Fellow in Financial Econometrics at the Université catholique de Louvain (UCLouvain), Center for Operations Research and Econometrics (CORE), and was working with Prof. Christian Hafner.
My primary research interests lie in financial econometrics, time series econometrics, empirical finance, machine learning, data science, econometric theory, and applied financial econometrics, with particular emphasis on volatility models and their applications in finance.
Before my position at UCLouvain, I was an Econometrician in the Economic Analysis and Research Department at the Bank of Greece. I had been also awarded as Teaching Fellow at the Athens University of Economics and Business.
At the beginning of my career, I had been employed at the Hellenic Competition Commission as Econometrician, being responsible for Sector Inquiries with Time Series and Panel Data econometric techniques.