I am a Lecturer of Financial Mathematics at King's College London. In the past I have been a Postdoctoral Researcher at Ecole polytechnique fédérale de Lausanne and a Research Associate at the University of Washington. I completed my PhD in Mathematics at the University of Toronto. My research interests are in stochastic control, limit order book models, algorithmic trading, and market microstructure.



Working Papers


King's College London

Imperial College London (2022)

University of Washington (2017-2020)

University of Oxford (2018)

Ecole polytechnique fédérale de Lausanne (2015-2017)

University of Toronto (2011-2012)