I am a postdoctoral researcher at the Department of Mathematics of ETH Zürich in the RiskLab group. 

My research interests are:

• Machine Learning applied to finance

• Counterparty risk, systemic risk and CVA in financial networks

• Analytical techniques for large credit portfolio losses

See my Research page for more information on publications.

You can find my CV here.

My teaching experience is in Probability Theory, Mathematical Finance, and Machine Learning. See the Teaching page for more information.