Before joining the StatML CDT, I spent four years in quant finance – first in quantitative equity research at UBS and later in cross-asset systematic trading strategies structuring at Goldman Sachs.
I’m passionate about the rigorous use of statistics and machine learning in applied settings. Specifically, I firmly believe it is crucial to 1) incorporate domain knowledge when training data-driven models; 2) thoroughly evaluate these models against suitable baselines; and 3) properly interpret the results of statistical analyses.
DPhil Statistics (StatML programme), 2020-2024
Univeristy of Oxford
Master of Mathematics, Operational Research, Statistics and Economics (MMORSE), 2011-2016
University of Warwick
Mathematics (Erasmus programme), 2014-2015