Apollon Fragkiskos

Apollon Fragkiskos has extensive experience in the field of quantitative analysis and risk management. Apollon is currently the Director and Lead Quantitative Analyst at Brighthouse Financial, where they devise strategies to control basis risk in VA hedging using derivative pricing, factor models, and machine learning. Apollon has also created a state-of-the-art back-testing and forecasting engine and custom time series models.

Prior to their role at Brighthouse Financial, Apollon worked at Barings as Director and Senior Quantitative Analyst. In this role, they conducted quantitative research and enhanced portfolio construction and hedging strategies, with a focus on factor investing in Fixed Income. Apollon found that momentum, carry, and value factors significantly improved the information ratio.

Before Barings, Apollon held the position of Director and Head of Research at Markov Processes International (MPI). Apollon was responsible for analytics and solutions related to style analysis, portfolio risk, manager research, and portfolio construction. Apollon also developed an innovative, machine learning-based approach to factor analysis on private equity funds.

Apollon began their career at State Street, where they served as Vice President, Head of Research. During their time there, they designed, validated, and implemented pricing models across multiple asset classes. Apollon also generated ideas, performed quantitative analysis, and presented results to management and clients.

Overall, Apollon Fragkiskos has demonstrated a strong expertise in quantitative analysis, risk management, and factor investing throughout their career.

Apollon Fragkiskos completed their Master of Science (MSc) in Financial Engineering from UCD Michael Smurfit Graduate Business School in the year 2003. Prior to that, they earned their Bachelor of Science (BSc) in Physics from the National & Kapodistrian University of Athens. Additionally, they have obtained certifications in Data Science in Python, Machine Learning, Object-Oriented Programming in Python, and SAS Programming from various institutions such as Coursera Course Certificates and Educative, Inc. No specific information regarding the year of obtaining these certifications is provided.