Supervised multiple postdocs and PhD students who have gone on to successful careers in academia and industry.
Research Experience
Current and past postdocs and PhD students include: Anthony Coache, David Itkin, Henry Chiu, Emma Hubert, Andreas Sojmark, Sebastian Herrmann, Martin Herdegen, Sturmius Tuschmann, Mateo Rodriguez Polo, Connor Tracy, Joseph Mulligan, Owen Futter, Jean Herskovits, Benjamin Weber, Zexin Wang, Xiaofei (Fei) Shi, Thomas Caye, Ren Liu, Blanka Horvath.
Education
Before joining Imperial, I held faculty positions at Carnegie Mellon University, the University of Michigan, and ETH Zürich.
Background
I am the Head of the Mathematical Finance Section in the Department of Mathematics at Imperial College London, and the Director of the CFM-Imperial Institute of Quantitative Finance. Together with Robert Kosowski from Imperial Business School, I also lead the college-wide Imperial Centre of Excellence in Quantitative Finance.