I am currently a Ph.D. Candidate in Financial Engineering in the Numerical Analysis group of the Delft Institute of Applied Mathematics, TU Delft. My research focuses on developing efficient numerical methods for quantifying (Counterparty) Credit risk. Currently, in collaboration with FF Quant Advisory B.V., we are designing a novel Fourier tensor network for solving multi-dimensional expectation problems. 

My supervisor is Dr. F. Fang. 

Please find my CV here.

Research interests

• Quantitative Methods in (Credit) Risk Management and Finance

• Machine Learning, Data-driven Innovation and their Applications in Finance