Dr. Vasileios Christou joins Fermat Capital Management

Dr. Vasileios Christou lands his dream job, combining finance and probabilistic hazard modeling.

[June 2020]

Dr. Vasileios Christou came to Lehigh from Greece and joined Dr. Bocchini’s group when it had only two other members… including Dr. Bocchini. Over 8 years at Lehigh, first as a PhD student and then as a Postdoc, Vasileios developed fundamental research aimed at simulating random quantities with complex nature. The applications of his work spanned structural systems, weapons, material degradation, corrosion, hurricanes winds, earthquake ground motions and multi-phase materials.

In the second half of his PhD program, Vasileios realized that his research required a knowledge of mathematics more solid than what he had, and for this reason he accepted to take graduate classes in the Math department. While initially intimidating (after all, a PhD-level math course is a serious trial for all non-math students), Vasileios took the challenge with enthusiasm and he soon became so interested in fundamental math that decided to take several other courses. This, in turn, sparked his interest in mathematical finance, and his professional goal became to combine his expertise in hazard simulation with his passion for finance.

When the time came to part ways from Lehigh and look for a job, one company emerged as his ideal destination: Fermat Capital Management. This company handles edge funds in the field of “Insurance Linked Securities” and “CatBonds” in particular: a modern way to differentiate risk in an investment portfolio, linking part of it to natural disasters, which are typically uncorrelated with the trends of the stock market. Vasileios submitted only one job application, had only one job interview, and is now happily working at Fermat Capital Management. All the tools and knowledge that he built during his time at Lehigh are now applied to the field for which he is most passionate.

If you want to follow Vasileios' example, consider joining our team.

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