I am an Assistant Professor in Financial Mathematics in the Department of Mathematics at the London School of Economics and Political Science, a position I have held since September 2024. My research lies at the interface of probability and quantitative finance, with a focus on rough volatility, Volterra processes, mean field and N-player games, stochastic control, and the numerical-probability methods that make these models tractable.

Before LSE I spent two years at Imperial College London as a Research Associate on the EPSRC project Rough Volatility: A Trojan horse into modern financial computing. I completed my PhD in Computational Mathematics at the University of Padova in 2023, supervised by Markus Fischer and Giorgia Callegaro; my thesis received the 2023 Nicola Bruti Liberati Prize for the best doctoral thesis in Mathematical Finance.