About Me
PhD Candidate in Statistics at the London School of Economics and Political Science (LSE). My research focus is in the theory of stochastic processes, stochastic analysis, and related applications in quantitative finance. I am well-experienced in Python scientific programming and AI code assistant tools (Claude Opus 4) as well - you can see some of my projects on my GitHub page.
LSE Personal webpage: here.
Research
Journal Articles
"Note on the Weak Convergence of Hyperplane α-Quantile Functionals and Their Continuity in the Skorokhod J1 Topology".
Journal of Theoretical Probability, Vol. 38, 2025. Read here.
Conference Posters and other publications
"How stretched are equity prices? Evidence from option-implied estimates of ERP".
Bank Overground 2025. Read here.
"The mathematics of α-quantile options: an introduction".
World Bachelier Congress 2024. View poster.
Work Experience
PhD Researcher Intern
Bank of England (Aug. 2023 - Feb. 2025)
- MFCD division, Interest Rates and Asset Pricing team. Research work in options and futures markets. Built a custom volatility surface engine for online daily raw option price data + static replication code for market-implied signals.
- Published on the Bank Overground.
PhD GTA - Graduate Teaching Assistant
LSE (Sep. 2023 - Current)
- Department of Statistics. Final year undergraduate courses: ST330 - Stochastic and Actuarial Methods in Finance and ST302 - Stochastic Processes.
MSc Teaching Assistant
Bocconi University (Sep. 2020 - June 2021)
- Department of Finance. MSc course: 20135 - Theory of Finance.
Education
PhD, Statistics
LSE (Current)
- Program Details.
- Awarded the LSE PhD scholarship on the basis of outstanding academic merit.
- Research Group: Probability in Finance and Insurance (PFI).
- Advisors: Prof. Umut Cetin and Prof. Angelos Dassios.
- My LSE Webpage.
MSc, Quantitative Methods for Risk Management
LSE (Oct. 2022)
- Program Details.
- Graduated with Distinction. PhD-level courses: Probability and Mathematical Statistics I & II (ST452/ST453).
- Received full scholarship for the PhD in Statistics.
MSc, Finance, Major in Quantitative Finance
Bocconi University (Apr. 2020)
- Program Details.
- Graduated with 110/110 cum laude.
- Dissertation Topic: Low Frequency Financial Econometrics.
- Thesis Advisor: Prof. Claudio Tebaldi.