I am a limited-term Assistant Professor in the Department of Statistics at Columbia University. In 2027, I will join the Department of Mathematics at Imperial College London as an Assistant Professor. I completed my Ph.D. in Statistics at the University of Toronto under the supervision of Professors Leonard Wong and Yuchong Zhang.
My research is motivated by problems in mathematical finance and stochastic decision-making. I study how individuals and institutions make decisions under uncertainty and how strategic interactions lead to emergent behavior in markets and other complex systems. I work at the interface of decision theory, stochastic optimization, computational finance, statistics, and stochastic games, and I develop theory and algorithms for applications ranging from portfolio construction to market design.
My research has been supported by an NSERC Postdoctoral Fellowship, grants from the Center for Digital Finance and Technologies at Columbia University, NSERC Alexander Graham Bell Canada Graduate Scholarships, and a University of Toronto Doctoral Early Research Excellence Award.
A complete list of my publications and preprints is included with my CV.
PhD in Mathematical Finance, 2023
University of Toronto
MA in Applied Mathematics, 2019
York University
BA in Applied Mathematics, 2018
York University
BBA in Finance, 2017
York University