I am a lecturer in the mathematical and computational finance group at the University of Oxford. Previously, I was a postdoctoral researcher at ETH Zürich working with Josef Teichmann. In 2015, I finished my PhD supervised by Peter Imkeller at Humboldt-Universität zu Berlin and the Berlin Mathematical School.

My research interests are stochastic analysis and mathematical finance with focus on:

  • model-free financial mathematics,
  • pathwise stochastic calculus (for financial applications),
  • rough paths, paracontrolled distributions, regularity stuctures,
  • Skorokhod embedding problem,
  • stochastic (partial) differential equations.

Currently, I am organizer of the Mathematical Finance Internal Seminar.