I am currently a post-doc researcher at the Faculty of Economics, University of Cambridge. Prior to that, I was a PhD student in Statistics and Econometrics at the Université catholique de Louvain in Belgium.

My research revolves around the development of new modelling approaches to better capture the key features of financial market data. In particular, I focus on the measurement and estimation of volatility, correlation, and liquidity with applications to portfolio allocation, risk management and asset pricing.