I am a PhD Candidate in Finance & Econometrics at The University of Warwick and a visiting scholar at the Yale School of Management. Previously, I have earned degrees in Financial Mathematics and Physics from University College London and Karlsruhe Institute of Technology, respectively.
My research interests span empirical asset pricing with a focus on machine learning applications. I have taught on Masters courses in Financial Econometrics, Investment Management and Introductions to Programming. In 2018, I was awarded the Warwick Business School Prize for "Oustanding Contributions to Teaching". In 2019, I jointly received the Invesco Factor Investing Best Paper Prize for the paper "Bond Risk Premia with Machine Learning". My PhD studies are supported by a Warwick Business School Scholarship.
- Primary: Empirical Asset Pricing, Machine Learning
- Secondary: Market Microstructure, High-Frequency / Algorithmic Trading
- University of Warwick, Ph.D. Finance & Econometrics, 2020 (expected)
- Yale University - Yale School of Management, Visting Scholar in Finance, 2019
- University College London (UCL), M.Sc. Financial Mathematics with Distinction, 2016
- Karlsruhe Institute of Technology (KIT), B.Sc. Physics with First Class Honours, 2015