About me

I am a Postdoctoral researcher in the Department of Mathematics at ETH Zürich, as member of the RiskLab under the supervision of Patrick Cheridito. Prior to this, I completed my PhD in Financial and Insurance Mathematics at the Catholic University of Louvain (UCLouvain) under the supervision of Donatien Hainaut.

My subjects of interest focus on

• Machine learning for finance and insurance
• Deep learning for stochastic optimal control
• Financial (il)liquidity modeling and rough volatility

See my research for more information on publications, as well as my CV.