Conferences organised (or part of the scientific committee)

     Jim Gatheral's 60th Birthday Conference, Courant Institute, NYU, 13-15 October 2017.
     Oberwolfach Workshop: Mathematics of Quantitative Finance, Oberwolfach, 26 February-4 March 2017.
     Rough Volatility Meeting, London, 7-8 October 2016.
     London-Paris Bachelier Workshop, Paris, 28-29 September 2016.
     Workshop At the Frontiers of Quantitative Finance, ICMS, Edinburgh, 27-30 June 2016.
     London-Paris Bachelier Workshop, King's College, London, 25-26 September 2015.
     Workshop on Stochastic and Quantitative Finance, Imperial College London, 28-29 November 2014.
     London-Paris Bachelier Workshop, Institut Louis Bachelier, Palais Brongniart, Paris, 25-26 September 2014.
     Imperial Workshop on Large Deviations Theory, Complexity and Networks, Imperial College London, 10 July 2013.
     Workshop on Large deviations and asymptotic methods in finance, Imperial College London, 9-11 April 2013.


Refereeing activities

The Annals of Applied Probability Annals of Operations Research
Annales de l'Institut Henri Poincare Chaos, Solitons and Fractals
Applied Mathematical FinanceElectronic Communications in Probability
Decisions in Economics and FinanceEconomic Modelling
Finance and StochasticsInternational Journal of Financial Engineering and Risk Management
Journal of Computational Finance International Journal of Theoretical and Applied Finance
Journal of Financial Econometrics Journal of Mathematical Analysis and Applications
Mathematical Finance Mathematical Reviews (Mathscinet)
Mathematics and Financial Economics Journal of Risk
Metrika Quantitative Finance
Review of Derivatives Research Review of Finance
SIAM Journal of Financial Mathematics Statistics and Probability Letters
Stochastics Springer Briefs in Quantitative Finance
Topological Methods in Nonlinear Analysis Zentralblatt MATH
Stochastic Processes and their Applications