Since July 2023, I have been working as a Data Scientist in Credit Risk at ABN AMRO Bank in the Netherlands. My work combines quantitative modelling, financial risk, sustainability, and regulatory analysis. In particular, I have worked extensively on incorporating climate and environmental risks into the bank's economic capital framework. This included identifying and quantifying environmental risks across different sectors and an in-depth analysis of the impact of the EU Emissions Trading System (EU ETS) on the shipping sector. I continue to maintain active research collaborations with universities in the Netherlands and the United States.

Broadly, I am interested in quantitative models of complex and interconnected systems and in understanding how individual interactions can produce significant system-wide effects. My work draws on probability, statistics, stochastic processes, network science, and mathematical modelling, with applications ranging from systemic and financial risk to social networks and environmental risk.

A recurring theme in my research has been the study of systems in which individually small effects can combine or propagate to create large aggregate outcomes. My previous work includes models of diffusion and cascades on networks, systemic risk, statistical models for large networks, nonlinear large deviations, and processes on percolated graphs. More recently, I have become interested in environmental and climate transition risks and how correlated exposures across firms can amplify relatively modest individual risks into significant sector-wide effects.

I enjoy problems that arise from real scientific or societal questions and require both the development of new quantitative methods and an understanding of the mechanisms driving the problem. My academic research and subsequent work in financial risk modelling have given me the opportunity to approach such questions from both theoretical and applied perspectives.

Before joining ABN AMRO, I was a researcher in the Department of Mathematics at Uppsala University, where I worked with Svante Janson (September 2022 to May 2023). In 2022, I was also a visiting postdoc at the Simons Institute for the Theory of Computing at the University of California, Berkeley. Here is a video of my talk at Simons.

From September 2020 to August 2022, I was a postdoc at NETWORKS, hosted jointly by Eindhoven University of Technology and Leiden University, where I worked with Remco van der Hofstad and Frank den Hollander. Before that, I was a post-doctoral assistant professor in the Department of Mathematics at the University of Michigan, Ann Arbor, where I worked with Erhan Bayraktar. I received my Ph.D. in Statistics and Operations Research from UNC Chapel Hill in 2018 under the supervision of Shankar Bhamidi and Andrew Nobel.

Please see my publications for more details about my research.