I am currently an Assistant Professor in the Department of Mathematics at Carnegie Mellon University. From 2020-2023, I was an Assistant Professor in the Department of Statistics at Columbia University. In summer 2020, I received  a PhD from Oxford University under the supervision of Jan Obloj. For more information please see my CV.   

My research focuses on mathematical finance and mathematical statistics with a special emphasis on optimal transport of stochastic processes. I am particularly interested in the robust approach to mathematical finance, which does not start with an a priori model but rather with the information available in the markets. My goal is to establish new connections to the theory of optimal transport on the one hand and robust statistics as well as machine learning on the other, in order to develop a universal toolbox for the implementation of robust and time-consistent trading strategies and risk assessment.

I serve as an editorial advisory board member of Dependence Modelling.