University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
I am a partner at Quadrature Capital LLP where I am a quantitative investment manager. I am also a Visiting Research Fellow at the Mathematical Institute, where I continue to be actively involved in teaching and academic research.
My research interests include stochastic functional differential equations, stochastic optimal control, asymptotics for solving partial differential equations, robust optimisation, volatility modelling, credit modelling and Behavioural Finance.
DPhil and MSc thesis supervisor
Lecturer, MSc in Mathematical and Computational Finance (full-time course)
Lecturer, MSc in Mathematical Finance (part-time course)