I am an Assistant Professor of Mathematical Finance at University of Birmingham. I received my PhD under the supervision of Rama Cont and held postdoctoral position under the mentorship of Johannes Muhle-Karbe at Imperial College London.

The focal of my research is on the development of a non-probabilistic, generic framework for the analysis of path-dependent random systems. This framework are then applied systematically to study problems of financial markets, for example, the construction of path-dependent strategies to hedging a payoff or tracking a portfolio benchmark, independent from probabilistic model assumptions.