I am currently a (temporary) assistant professor at Leiden University. 

Previously, I was a postdoctoral researcher at Delft Institute of Applied Mathematics, working on machine learning methods for finance, particularly for stochastic decision-making problems.

Previously, I was a PhD candidate at TUDelft in the group of Applied Probability, where I studied Hamilton–Jacobi equations and their role in large deviations for Markov processes.

Research interests:

Stochastic analysis and applied probability, with a focus on Hamilton–Jacobi equations and viscosity solutions, large deviations for Markov processes, and machine learning methods for stochastic decision problems in finance.