Prior to starting my PhD in 2010, I did a 4 year MSci course in Mathematics, in Imperial College. My interests during this period were numerical methods, dynamical systems and chaos, statistics, complex analysis and financial mathematics.

My interests in applied mathematical finance can be divided in several parts - algorithmic driven, derivatives orientated and portfolio allocation.

Algorithmic trading:

1. Automated market making, position/inventory deflecting;
2. Latency/transaction costs/backtesting/analysis;
3. Pricing/data cleansing; High freq. signals.

Derivatives/pricing/packaging:

1. Credit: custom CDOs/default baskets/correlation trading/risk management;
2. Commodities: CSO/Crack/Correlation products/pricing;
3. FX: signals/global macro/EM signals.

Portfolio/Risk:

1. Portfolio allocation; Risk measurement/drawdowns; Basel 2.5/3.

In my spare time, I enjoy travelling, running and playing football.

CV is available on request