About Me

I am a Quant Research at Virtu Financial working on Prop Trading strategies on EEuropean equities.

I was as a PhD student at the Department of Mathematics, Imperial College London. I am part of the Mathematical Finance Group and I am supervised by Prof. Damiano Brigo and Dr. Eyal Neuman. My research interests lie in the areas of Stochastic Analysis, Optimal Execution, Market Microstructure and Financial Data Analysis. Before arriving at Imperial I completed Part III of the Mathematical Tripos at the University of Cambridge specializing in Particle Physics and General Relativity. Moreover, from 2015 to 2018 I studied for a BSc in Theoretical Physics at King’s College London.

You can find the most recent version of my CV here.

I am also the maintainer of the python package pyndex for the FTSE Russell US index reconstruction.