Curriculum vitae


now - May-2018
Quantitative analyst
Hedge Fund
Apr-2018 - Apr-2017
Associate Quant in electronic FX
Bank 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.
Apr-2017 - Nov-2016
EPSRC Postdoc
King's College London
This postdoc involved working on multilevel Monte-Carlo methods for Lévy process, with applications to option pricing in finance.
Nov-2016 - Jun-2014
EPSRC Postdoc
University of Bath
In this postdoc I have worked on Lévy processes and self-similar 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.
Oct-2014 - Oct-2010
Ph.D. in Mathematics
University 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.
Oct-2010 - Oct-2009
MASt in Mathematics
University of Cambridge
Oct-2009 - Oct-2006
BSc in Mathematics with first class honours
University of Bath



R, q/KDB, Java, C/C++

Computer Skills

Unix/Linux systems, Git


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
Live Latex sharing website
IMDB ratings for BBC iPlayer (30+ active users)
Google Chrome extension

Academic Publications

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 Erdős-Rényi graph
with M. Roberts
Annals of Applied Probability (to appear)
Existence of a phase transition of the interchange process on the Hamming graph
with P. Miłoś
Deep factorisation of the stable process II; potentials and applications
with A.E. Kyprianou and V. Rivero
Annales de l’Institut Henri Poincaré (to appear)
Conditioning subordinators embedded in Markov processes
with A.E. Kyprianou and V. Rivero
Stochastic Processes and their Applications (to appear)
Cutoff for conjugacy-invariant random walks on the permutation group
with N. Berestycki
Probability Theory and Related Fields (to appear)
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

  • Warwick Statistical Mechanics Seminar, University of Warwick
  • Probability Seminar, University of Bristol
  • LRWQS Brainstorming Workshop, University of Bristol
  • Stable Processes, Banff Internal Research station, Oaxaca
  • 8th International Conference on Lévy Processes, Université Angers
  • Condensation phenomena in stochastic systems, University of Bath
  • Informal Probability Workshop, University of Oxford
  • Prob-L@B Internal Monthly Seminar, University of Bath
  • Branching Structures, The third Bath-Paris meeting, University of Bath
  • Cambridge Analyst Knowledge Exchange, University of Cambridge
  • Probability @ Warwick Young Researchers Workshop, University of Warwick
  • Young Researchers in Mathematics, University of Bristol
  • Cambridge Analyst Knowledge Exchange, University of Cambridge

Teaching, Communication and Organisation Skills

2015 —2016
Seminar organisation
University of Bath
Co-organiser of the Prob-LAB Internal Monthly Seminar
University of Bath
TCC access grid course on coalescent theory
2010 —2014
University of Cambridge
Advanced Probability, Stochastic Calculus, Ia Probability
Public Engagement
Isaac Newton Institute
Imaginary Fair Demonstrator
University of Bath
Vectors and Applications, Computing with Applications