Efthymios Xylangouras

Efthymios Xylangouras is a research economist and quantitative modeller working at the intersection of macroeconomics, econometrics, machine learning, and financial markets. His work focuses on real-time macroeconomic measurement and the application of statistical and data-driven methods to economic and financial analysis.

Efthymios is a DPhil candidate in Economics at the University of Oxford, St Hilda’s College. He holds an MSc in Data Analytics for Economics and Finance from the University of Glasgow and a BSc in Economics from Athens University of Economics and Business. His academic background combines econometrics, time series forecasting, machine learning, financial econometrics, macroeconomics, and applied economic modelling. He is also a Research Affiliate in Macroeconomic Modelling and Forecasting at the National Institute of Economic and Social Research (NIESR), where he works on sectoral UK GDP nowcasting, extending the research developed in his MSc dissertation.

Alongside his academic research, Efthymios works in buy-side economic strategy and research, applying macroeconomic, econometric, and data-driven methods in financial markets. He previously served as Assistant Vice President in Quantitative Analytics at Barclays Corporate and Investment Bank, where he developed mathematical, statistical, and machine learning models for regulatory capital, stress testing, and portfolio management. 

His work has been presented at the OECD Workshop on Time Series Analysis for Official Statistics, the Money, Macro and Finance Society (MMF) Annual Conference, the Economic Statistics Centre of Excellence (ESCoE) Conference on Economic Measurement, and the International Conference on Economic Modelling and Data Science (EcoMod)