I am a Quantitative Researcher / Data Scientist currently employed by Citigroup in London, where I lead the development of data-driven analytics and automation for the FX options trading business using modern quantitative techniques including machine learning.

Outside of work, I have academic interests in data science and machine learning and their application to problems in finance and physics. Please see here for a summary of my research themes, and here for a list of my publications. I am currently a Visiting Fellow at the Data Science Institute of the London School of Economics.

Academically, I am trained as a theoretical and computational physicist. I received my PhD from the University of Cambridge, where I was a student of Claudio Castelnovo in the Theory of Condensed Matter (TCM) Group at the Cavendish Laboratory. I obtained my undergraduate Masters degree from the University of Warwick where I received the Styles Prize for Excellence as the top graduating student in physics. I retain a keen interest in physics, especially statistical physics and frustrated magnetism.