My research interests are in financial mathematics and statistics in finance. I am particularly interested in problems related to risk management in financial markets. One special focus of my research is on systemic risk in financial networks. I am also interested in the modelling of energy markets, optimal investment problems and stochastic volatility models.

I am the co-winner of the 2019 Adams Prize for achievements in the field of the Mathematics of Networks.

From 01/2024 – 12/2025, I am serving as the Program Director of the SIAM Activity Group on Financial Mathematics and Engineering. I am an Associate Editor of Applied Mathematical Finance, Mathematical Finance, SIAM Journal on Financial Mathematics and Operations Research.

Prior to joining LSE in 2010, I have been an Assistant Professor of Financial Mathematics at the Karlsruhe Institute of Technology and a Postdoctoral Research Associate at the Bendheim Center for Finance, Princeton University. I have a PhD in Mathematics from the University of Cambridge. 

I am currently the Doctoral Programme Director in the Department of Mathematics at LSE.