Professional Service and Administration
Selected current administrative duties at Imperial:
Head of the Statistics Section, 2023- present
Director of the Quantitative Sciences Research Institute (QSRI) at Imperial, 2017 - present
Course Director for the Summer School on Machine Learning and Applied Statistics, 2019-present
Member of the Academic Promotions Panel
Female tutor for undergraduate mathematics students
MPECDT Equality and Diversity Officer (link)
Member of the Departmental Management Committee, 2019 - present
Member of various search and hiring committees
Mentor for various colleagues at Imperial
Selected previous administrative duties at Imperial:
Member of the Undergraduate Online Teaching Committee, 2020 - 2021
Member of the Departmental Research Committee, 2013-2015
Year tutor for one undergraduate cohort (~250 students) at the Department of Mathematics, Imperial College London, 2013-2015, 2016-2017
Member of the staff-student liaison committee at the Department of Mathematics, Imperial College London, 2013-2015, 2016-2017
Membership:
Bernoulli Society for Mathematical Statistics and Probability
Fellow of the Royal Statistical Society
Member of the Bachelier Finance Society
Member of the Society for Industrial and Applied Mathematics (SIAM)
Professional service:
Member of the Mathematical Sciences Strategic Advisory Team for EPSRC, 2017-2019.
Editorial work:
Journals:
Associate editor: SIAM/ASA Journal on Uncertainty Quantification, 2024-
Associate editor: Statistics and Computing, 2018-2022
Associate editor: JASA/TAS Reviews (Journal of the American Statistical Association/The American Statistician: Reviews), 2014-2019
Guest editor: Journal of Energy Markets: Volume 6/Number 4, Winter 2013/14
Books:
Associate editor: Springer Briefs in Probability and Mathematical Statistics, 2020-
Editor (together with Fred Espen Benth) of the book Quantitative Energy Finance: Recent Trends and Developments, 2024, Springer
Editor (together with Podolskij, M., Stelzer, R., Thorbjørnsen, S.) of the book: The Fascination of Probability, Statistics and their Applications - In Honour of Ole E. Barndorff-Nielsen, 2016, Springer
Journal referee:
Advances in Applied Probability
Annals of Applied Probability
Annals of Applied Statistics
Annals of Finance
Annals of the Institute of Statistical Mathematics
ASTA Advances in Statistical Analysis
Bernoulli Journal
Biometrika
Computational Statistics & Data Analysis
Econometric Theory
Electronic Journal of Probability
Energy Economics
ESAIM: Probability and Statistics
Finance and Stochastics
International Journal of Theoretical and Applied Finance
Journal of Applied Econometrics
Journal of Applied Probability
Journal of Econometrics
Journal of Energy Markets
Journal of Financial Econometrics
Journal of the London Mathematical Society
Journal of Mathematical Analysis and Applications
Journal of the American Statistical Association
Journal of Theoretical Probability
Journal of the Royal Statistical Society B
Journal of the Royal Statistical Society C
Mathematical Finance
Methodology and Computing in Applied Probability
Oxford Bulletin of Economics and Statistics
Risk Magazine
Quantitative Finance
Scandinavian Journal of Statistics
Statistical Inference for Stochastic Processes
Statistical Methods and Applications
Statistical Modelling
Statistical Papers
Statistics and Probability Letters
Statistics & Decisions
Statistics & Risk Modeling
Stochastic Analysis and Applications
Stochastics: An International Journal of Probability and Stochastic Processes
Stochastic Processes and their Applications
Zentralblatt MATH
Other reviewing tasks:
Reviews of grant proposals submitted to the