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 advanced AI code assistant tools (e.g. Claude Opus 4.6) as well - you can see some of my projects on my GitHub page.
Download my CV (updated March 2026).
Research and PhD
PhD, Statistics
London School of Economics (LSE)
- Obtained the highly competitive LSE Scholarship for the Statistics PhD. Program Details.
- Research Group: Probability in Finance and Insurance (PFI).
- Advisors: Prof. Umut Cetin and Prof. Angelos Dassios.
- My LSE Webpage.
Journal Articles
"A Counterexample to Small-time Limit Theorems for Stochastic Processes". Theory of Probability and its Applications, Vol. 71, 2026. Read here (TVP template). Mathnet.ru link (in Russian).
"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. Addendum.
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.
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. MSc courses: ST451 - Bayesian Machine Learning. Final year undergraduate courses: ST330 - Stochastic and Actuarial Methods in Finance and ST302 - Stochastic Processes. Second year undergraduate courses: ST202 - Probability, Distribution Theory and Inference.