Short biography

• Full Professor of Applied Mathematics, Mathematical Institute, University of Oxford (since 2017; Associate Professor 2006-2017).
• Member of the Mathematical and Computational Finance Group (since 2006) and Data Science Group (since 2018).
• Fellow at St Catherine's College (since 2006).
• Associate Member of the Oxford-Man Institute of Quantitative Finance (since 2008).

• 2023-2026: Director of Graduate Studies (Teaching), Mathematical Institute, Oxford.
• 2022/23: Co-Director, Centre for Doctoral Training on The Mathematics of Random Systems , Oxford.
• 2006-2011, 2015/16, and 2019-2021: Director of the Mathematical Finance programme, Oxford.
• 2007-2009, 2014/15: Director of Studies, Mathematics, St Catherine's College, Oxford.

• Editor-in-Chief, Journal of Computational Finance (since 2018; Associate Editor 2013-2018).
• Associate Editor, Applied Mathematics and Optimization (2022--2024).
• Associate Editor, Applied Mathematical Finance (since 2018; Editor-in-Chief 2012-2018) .
• Associate Editor, International Journal of Computer Mathematics (since 2012).
• Referee for major mathematical and finance journals and funding agencies.

• Consulting in the areas of machine learning and computational finance.

A full CV is available on request.