I am a Reader (Associate Professor) at the School of Mathematics, University of Edinburgh. I am also a Research Fellow at the Alan Turing Institute, London. Before moving to Edinburgh, I was a Nomura Junior Research Fellow at the Institute of Mathematics, University of Oxford, and a member of the Oxford-Man Institute for Quantitative Finance. I hold a Ph.D. in Mathematics from the University of Strathclyde in Glasgow.
My research interests focus on probability theory and its applications.
I am currently researching on: Stochastic McKean-Vlasov Equations, Mean Field models, Stochastic Interacting Particle systems, Forward-Backward Stochastic Differential Equations, Markov Chain Monte Carlo methods and Multilevel Monte Carlo methods
At the Turing Insitute, I co-organise the interest group Sampling algorithms for data analytics
The University of Edinburgh
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