Career

now - April-2018 Senior NLP data scientist kalido.me
April 2020 - May-2018 Quantitative analyst Oxford Asset Management
Apr-2018 - Apr-2017 Associate Quant in electronic FX Bank of America Merrill Lynch: I worked as a part of a systematic electronic FX desk which uses algorithms to make a foreign exchange market. My key responsibilities include testing for possible problems in the market data we receive and the prices we send out, as well as providing market analysis for potential extensions of existing strategies.
Apr-2017 - Nov-2016 EPSRC Postdoc King's College London: This postdoc involved working on multilevel Monte-Carlo methods for Lévy process, with applications to option pricing in finance.
Nov-2016 - Jun-2014 EPSRC Postdoc University of Bath: In this postdoc I have worked on Lévy processes and self-similar Markov processes. These class of processes have a large range of applications from statistical physics to mathematical finance. Along side this work, I have pursued my own research which was in random graphs, statistical physics models and models in evolutionary biology, and extended my academic network by working with several independent researchers.
Oct-2014 - Oct-2010 Ph.D. in Mathematics University of Cambridge: My Ph.D. is in probability theory, specifically working with discrete models, random graphs, mixing time of random walks and processes related to evolutionary biology.
Oct-2010 - Oct-2009 MASt in Mathematics University of Cambridge
Oct-2009 - Oct-2006 BSc in Mathematics with first class honours University of Bath

Programming

Languages

R, Python, Java, C/C++

Statistical computing

Stan, Tensorflow, PyMC3

Computer Skills

Unix/Linux systems, Git

Projects

Your Quality for YouTube (270,000+ active users): Google Chrome extension
Latexer (40,000+ active users): Latex package for Atom
Inpainting using total variation techniques: Image processing
Bibtex Import: MathSciNet reference importer
TexPad: Live Latex sharing website
IMDB ratings for BBC iPlayer (30+ active users): Google Chrome extension

Academic Publications

Entrance laws at the origin of self-similar Markov processes in high dimensions: with Andreas E. Kyprianou, Victor Rivero, Ting Yang
submitted
Asymptotic number of caterpillars of regularly varying $\Lambda$-coalescents that come down from infinity: Electronic Communications in Probability (2017)
Exceptional times of the critical dynamical Erdős-Rényi graph: with M. Roberts
Annals of Applied Probability (2018)
Existence of a phase transition of the interchange process on the Hamming graph: with P. Miłoś
Electronic Journal of Probability (2018)
Deep factorisation of the stable process II; potentials and applications: with A.E. Kyprianou and V. Rivero
Annales de l'Institut Henri Poincaré (2018)
Conditioning subordinators embedded in Markov processes: with A.E. Kyprianou and V. Rivero
Stochastic Processes and their Applications (2017)
Cutoff for conjugacy-invariant random walks on the permutation group: with N. Berestycki
Probability Theory and Related Fields (2018)
Scaling Limits of Coalescent Processes Near Time Zero: Annales de l'Institut Henri Poincaré (2017)
Combined First and Second Order Total Variation Inpainting using Split Bregman: with K. Papafitsoros and C. Schönlieb
Image Processing Online (2013)

Seminar and Conference Talks

2017
2016
2015
2014
2013
2012
2011

Teaching, Communication and Organisation Skills

2015 ---2016 Seminar organisation University of Bath: Co-organiser of the Prob-LAB Internal Monthly Seminar
2016 Lecturing University of Bath: TCC access grid course on coalescent theory
2010 ---2014 Supervisions University of Cambridge: Advanced Probability, Stochastic Calculus, Ia Probability
2010 Public Engagement Isaac Newton Institute: Imaginary Fair Demonstrator
2009 Tutorials University of Bath: Vectors and Applications, Computing with Applications