I am an applied Mathematician at Imperial College London focusing on Quantitative Finance, Probability, Statistics, Data Analysis and Quantum Computing.
My research is partially funded by
- EPSRC (Rough Volatility, Distributed Quantum Computing)
- Innovate UK (Natural Language Processing and Machine Learning)
- Qube-RT (Market microstructure)
- EPSRC Grant on Distributed Quantum Computing
- Ergodic behaviour of Volterra processes (with A. Pannier, K. Spiliopoulos)
- Rough Multifactor SPX-VIX (with A. Muguruza, A. Pannier)
- Portfolio with options (with J. Chan, T. Huckle, A. Muguruza)
- Quantum GAN (with A. Assouel, A. Kondratyev)
PhD and Postdoc Positions
If you are interested in pursuing a PhD or a Postdoc in Quantitative Finance, Quantum Computing or Applied Probability, email me to discuss the possibilities.