I’m a Lecturer in Mathematical Finance at the University of Liverpool.
You can find my publications, etc. on my work website.
Previously I worked as a Postgraduate Research Associate at the Faculty of Mathematics at Bielefeld University (work website) and before that I was a Quantitative Analyst for the fixed income department of BNP Paribas in London.
I studied at Edinburgh University School of Mathematics. I defended my PhD. thesis on 9th November 2007. My research interests are stochastic control theory, Bellman equations and numerical approximations.