I completed my master’s in operations research and my PhD in probability and stochastic processes at the Technion (Israel Institute of Technology), before going on to postdoctoral positions at Hong Kong University of Science Technology, and the University of Rochester in New York NY.
Since 2016, I’ve been a Research Fellow in the Capital Fund Management (CFM)-Imperial Institute of Quantitative Finance. My research focuses on market microstructure. Modern financial markets involve a range of participants who place buy and sell orders across a wide spectrum of time scales- from pension funds that rebalance their portfolio on an annual basis to automated market-making algorithms and high frequency trading firms that submit several thousands of orders per second. In our research we use mathematical tools, mostly from probability theory and stochastic analysis, to model the behaviour of these different types of market participants, who are all interacting with each other. This way we can investigate occurrences of ‘flash crashes’.