Hi there! I am currently employed as a Quantitative Researcher at Brevan Howard. Prior to joining Brevan Howard, I successfully completed my PhD in Statistics at the London School of Economics. During my doctoral journey, I was advised by Kostas Kalogeropoulos and Pauline Barrieu.
My PhD studies primarily focused on the application of Sequential Bayesian Learning for State Space Models. This involved developing methodologies to estimate model parameters in both batch and time series settings, with a particular emphasis on latent variable models.
In addition to my academic pursuits, I have actively contributed to the open source community. You can find some of my notable contributions here. Furthermore, if you would like to review my detailed qualifications and professional experiences, you can download a copy of my CV here.
Experience
Education
Skills
Bayesian Statistics, Parameter Estimation, Prediction
Markov Chain Monte Carlo, Sequential Monte Carlo, Variational Inference/Optimization
Latent Variable Models, State Space Models, Epidemic Models, Copula
Julia, R, Python
Linux, Distributed Computing, Version Control
Critical Thinking, Adaptability, Problem Solving
Oral (Teaching, Seminars, Conferences), Written (Papers, Editing, Blogging), Project Management (PhD Thesis), Teamwork (Collaborations)
