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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.

Director of the MSc in Mathematics and Finance, Imperial College London
Member of the Imperial Centre for Quantum Engineering, Science and Technology
Member of the RISK Young Star Committee
Member of the Data Science Institute, Imperial College London
Member of the French Institute of Actuaries
Member of the London Mathematical Society
Member of the Society for Industrial and Applied Mathematics
Member of the CFM-Imperial Institute of Quantitative Finance