Career
 now  May2018Quantitative analystQuantitative hedge fund
 Apr2018  Apr2017Associate Quant in electronic FXBank of America Merrill Lynch
 I worked as a part of a systematic electronic FX desk which uses algorithms to make a foreign exchange market. My key responsibilities include testing for possible problems in the market data we receive and the prices we send out, as well as providing market analysis for potential extensions of existing strategies.
 Apr2017  Nov2016EPSRC PostdocKing's College London
 This postdoc involved working on multilevel MonteCarlo methods for Lévy process, with applications to option pricing in finance.
 Nov2016  Jun2014EPSRC PostdocUniversity of Bath
 In this postdoc I have worked on Lévy processes and selfsimilar Markov processes. These class of processes have a large range of applications from statistical physics to mathematical finance. Along side this work, I have pursued my own research which was in random graphs, statistical physics models and models in evolutionary biology, and extended my academic network by working with several independent researchers.
 Oct2014  Oct2010Ph.D. in MathematicsUniversity of Cambridge
 My Ph.D. is in probability theory, specifically working with discrete models, random graphs, mixing time of random walks and processes related to evolutionary biology.
 Oct2010  Oct2009MASt in MathematicsUniversity of Cambridge
 Oct2009  Oct2006BSc in Mathematics with first class honoursUniversity of Bath
Programming
Languages
R, Python, Java, C/C++Statistical computing
Stan, Tensorflow, PyMC3Computer Skills
Unix/Linux systems, GitProjects
 Your Quality for YouTube (270,000+ active users)
 Google Chrome extension
 Latexer (40,000+ active users)
 Latex package for Atom
 Inpainting using total variation techniques
 Image processing
 Bibtex Import
 MathSciNet reference importer
 TexPad
 Live Latex sharing website
 IMDB ratings for BBC iPlayer (30+ active users)
 Google Chrome extension
Academic Publications
 Entrance laws at the origin of selfsimilar Markov processes in high dimensions

with Andreas E. Kyprianou, Victor Rivero, Ting Yang
submitted  Asymptotic number of caterpillars of regularly varying $\Lambda$coalescents that come down from infinity
 Electronic Communications in Probability (2017)
 Exceptional times of the critical dynamical ErdősRényi graph

with M. Roberts
Annals of Applied Probability (2018)  Existence of a phase transition of the interchange process on the Hamming graph

with P. Miłoś
Electronic Journal of Probability (2018)  Deep factorisation of the stable process II; potentials and applications

with A.E. Kyprianou and V. Rivero
Annales de l’Institut Henri Poincaré (2018)  Conditioning subordinators embedded in Markov processes

with A.E. Kyprianou and V. Rivero
Stochastic Processes and their Applications (2017)  Cutoff for conjugacyinvariant random walks on the permutation group

with N. Berestycki
Probability Theory and Related Fields (2018)  Scaling Limits of Coalescent Processes Near Time Zero
 Annales de l’Institut Henri Poincaré (2017)
 Combined First and Second Order Total Variation Inpainting using Split Bregman

with K. Papafitsoros and C. Schönlieb
Image Processing Online (2013)
Seminar and Conference Talks
 2017
 Warwick Statistical Mechanics Seminar, University of Warwick
 Probability Seminar, University of Bristol
 LRWQS Brainstorming Workshop, University of Bristol
 2016
 Stable Processes, Banff Internal Research station, Oaxaca
 8th International Conference on Lévy Processes, Université Angers
 Condensation phenomena in stochastic systems, University of Bath
 BathUNAMCIMAT 4, CIMAT
 Informal Probability Workshop, University of Oxford
 2015
 BathUNAMCIMAT 3, CIMAT
 ProbL@B Internal Monthly Seminar, University of Bath
 2014
 Branching Structures, The third BathParis meeting, University of Bath
 2013
 Cambridge Analyst Knowledge Exchange, University of Cambridge
 2012
 Probability @ Warwick Young Researchers Workshop, University of Warwick
 Young Researchers in Mathematics, University of Bristol
 2011
 Cambridge Analyst Knowledge Exchange, University of Cambridge
Teaching, Communication and Organisation Skills
 2015 —2016Seminar organisationUniversity of Bath
 Coorganiser of the ProbLAB Internal Monthly Seminar
 2016LecturingUniversity of Bath
 TCC access grid course on coalescent theory
 2010 —2014SupervisionsUniversity of Cambridge
 Advanced Probability, Stochastic Calculus, Ia Probability
 2010Public EngagementIsaac Newton Institute
 Imaginary Fair Demonstrator
 2009TutorialsUniversity of Bath
 Vectors and Applications, Computing with Applications