I am an Assistant Professor in the Probability in Finance and Insurance group within the Statistics Department at the London School of Economics and Political Science (LSE). I am currently Deputy Programme Director for the MPhil/PhD program in the Department of Statistics.
I am also an affiliate of the Data Science Institute (DSI) at the LSE and a Honorary Lecturer at Imperial College London.
Prior to that I was a Chapman Fellow in the Mathematics Department at Imperial College London. I hold a PhD in Mathematical Sciences from Carnegie Mellon University.
My research interests are in mathematical finance and related areas of stochastic analysis and stochastic optimal control. In particular, some topics I am working on are:
- Price impact (portfolio selection, hedging/replicating options),
- Stochastic portfolio theory (theoretical developments and empirical work),
- Robust finance and model uncertainty,
- Reflected diffusions and particle systems with rank-based interaction.
For more information please see my CV. If you are interested in collaborating don’t hesitate to get in touch.
News: I have been awarded the 2026 Rising Star in Quant Finance Award.