I am currently a Lecturer (Assistant Professor) at the School of Mathematical Sciences, Queen Mary University of London. Prior to that, I was a post-doc researcher at the Faculty of Economics, University of Cambridge.

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.