DPhil student at the Mathematical and Computational Finance Group.
+44 1865 273524
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
I'm a DPhil student at the Mathematical and Computational Finance Group, working on a project funded by HSBC under the supervision of Prof. Raphael Hauser. I received my undergraduate degree in mathematics from Instituto Superior Técnico, and obtained a Distinction in the MSc in Mathematical and Computational Finance. My research interests lie predominantly in mathematical optimization and its application to financial markets, but extend to most topics vaguely related to Mathematical Finance. I am currently working on minimizing regret in portfolio optimization under multiperiod model uncertainty.
Hilary Term 2016: Tutor for Optimisation, Machine Learning, Advanced Financial Data Analysis, Market Microstructure and Trading and Econometrics of Volatility.
Michaelmas Term 2015: Tutor for Statistics and Financial Data Analysis
Hilary Term 2015: Tutor for Optimisation, Numerical Methods 2: Monte Carlo and Commodities
Michaelmas Term 2014: Tutor for Stochastic Calculus and TA for Integer Programming
Hilary Term 2014: Tutor and TA for Stochastic Control & Dynamic Asset Allocation
Michaelmas Term 2013: TA for Stochastic Differential Equations and Integer Programming
Prizes, Awards, and Scholarships:
I am being funded by a postgraduate studentship kindly sponsored by HSBC, with whom I work closely.
I am also a student member of the Oxford-Man Institute of Quantitative Finance.