Series 7/63 CFA level 3 passed (June 2015) MS Financial Engineering (Quantitative Finance), Columbia University Derivatives exposure Fixed Income exposure I'm passionate about the markets and investing. I currently manage a personal investment portfolio, including generating investment ideas, conducting top down and bottom up research to formulate capital market expectations and determine strategic and tactical asset allocation. and risk managing the portfolio. s.kotsou@gmail.com sk3092@caa.columbia.edu

Associate @ FX derivatives From January 2012 to Present (4 years) Greater New York City AreaAnalyst @ Equity derivatives From April 2010 to January 2012 (1 year 10 months) Greater New York City AreaGraduate Student in Financial Engineering @ Structured Products (Structured Products with Iraj Kani) • Structured equity-linked notes to achieve specific risk-return profiles, including Principal Protected Notes, Return Enhanced Notes, Buffered Return Enhanced Notes, and Reverse Convertible Notes. • Examined trade-offs between note parameters, such as participation rate, base level, barriers, caps and floors Asset Allocation (Optimization) • Developed MATLAB implementation of the Black-Litterman portfolio allocation model to determine portfolio composition on the basis of investors’ views on asset returns • Compared with mean-variance optimization efficient frontier Foreign exchange, equity and rate derivative valuation (Security Pricing and Options Markets at Columbia Business School) • Priced forwards, vanilla options, straddles, spreads, butterflies, exotic options, bonds with embedded options, convertible bonds, swaps and swaptions using binomial and Monte Carlo simulation models in VBA and MATLAB • Calculated Greeks and hedged portfolios Market risk management (Important Papers in Financial Engineering with Emanuel Derman) • Identified risk factors, simulated return distributions, estimated model parameters, and aggregated across asset classes • Used approximation techniques (delta-gamma approximation and duration-convexity) to treat options and bonds • Calculated VaR and expected shortfall from P&L distribution to assess portfolio market risk From June 2008 to December 2009 (1 year 7 months) Greater New York City AreaEquity Research and Portfolio Management @ • Developed methodology to construct equity portfolios, including a bottom-up security selection process, a constrained non-linear optimization model, and a performance evaluation process. Applied methodology to construct equity portfolios and measure their performance. Presented methodology and results in the 6th Annual Conference of the Hellenic Finance and Accounting Association • Conducted quantitative analysis (time series/statistical analysis, monte carlo simulations, multiple variable regressions, application of machine learning techniques) in support of a group of researchers publishing papers in European journals in the area of portfolio management and operations research • Generated trade ideas and made recommendations to help institutions and corporations to implement their market views or hedge their foreign exchange and interest rate risk • Implemented machine learning techniques in MATLAB (multi-variable regressions, logistic regressions, support vector machines, neural networks) • Engaged in group project with top tier bank aimed at measuring its performance in consumer credit and stress testing the profitability and asset quality of its consumer lending portfolio to changes in macroeconomic factors From October 2007 to June 2008 (9 months) Teaching Assistant in Programming Techniques @ • Led laboratory sessions and held review presentations • Graded programs and papers From September 2005 to September 2006 (1 year 1 month)

MS, Financial Engineering @ Columbia University in the City of New York From 2008 to 2009 BS, Electrical and Computer Engineering @ National Technical University of Athens Sofia Kotsou is skilled in: FX Derivatives, Equity Derivatives, Interest Rate Derivatives, Risk Management, Fixed Income, Portfolio Management, Options, Structured Products, Derivatives, Statistics, Quantitative Research, Quantitative Finance, Financial Analysis, Financial Modeling, Mathematical Modeling