Professional Appointments

Employment

• Postdoctoral Research Associate
  Brown University
  August 2022 - August 2024

• Postdoctoral researcher
  Weierstrass Institute for Analysis and Stochastics
  March 2022 - August 2022

• Rechercheur postdoctorant
  Universite Cote d'Azur
  September 2020 - March 2022

• Early Career Fellow (with Francois Delarue)
  London Mathematics Society
  May 2020 - September 2020

Education

• PhD in Probability and Stochastic Analysis
  Title: McKean-Vlasov Equations: A Probabilistic and Pathwise Approach
  Supervisor: Goncalo dos Reis

• MMath Mathematics at University of Oxford
  Title: The construction of stochastic calculus for Fractional Brownian motion
  Supervisor: Zhongmin Qian

Teaching experience

PhD supervision

• Daniel Adams (co-supervisor Goncalo dos Reis)
  Graduated 2022, now a Maxwell fellow in Edinburgh

• Vadim Platonov (co-supervisor Goncalo dos Reis)
  Graduated 2022, now working in industry

• Thomas Wagerhofer (co-supervisor Peter Friz)

MSc supervision

2022

• Zhuyi Ling
  Signature, Cumulants and Related Applications in Machine Learning

• Nikki Wang
  Malliavin calculus with applications to computing Greeks and hedging

2021

• Yuru Chen
  Optimal Polynomial Approximation for Brownian Motion

• Hamish Smith
  Learning a Functional control for High Frequency Finance

2020

• Jiadi Li
  Small ball probabilities and posterior estimation based on Gaussian priors

• Yiqi Zhu
  Signature Methods for Machine Learning

2019

• Ruocheng Zhou
  Simulating Greeks without Derivatives

• Ziyu_Zhang
  Reflected stochastic differential equations

Undergraduate tutoring

University of Edinburgh (2017 - 2020)

• 1st year: ‘Proofs and Problem Solving’ and ‘Calculus and Applications’

• 2nd year: ‘Probability with Applications’

• 4th year: ‘Probability, Measure and Finance’ and ‘Applied Stochastic Differential Equations’

• MSc: ‘Stochastic Control and Dynamic Asset Allocation’ and ‘Stochastic Analysis in Finance