I am a second-year DPhil student in the Department of Statistics and the Oxford-Man Institute of Quantitative Finance at the University of Oxford. I previously completed an MSc in Statistics (2022–2023) and a BSc in Mathematics and Statistics for Finance (2019–2022) at Imperial College London, where I developed a strong interest in statistical modelling and quantitative finance. Before beginning my doctoral studies, I worked as a Market Risk Analyst at JPMorgan Chase (2023–2024), where I gained valuable insights into the practical challenges of quantitative finance. My current research focuses on asset pricing anomalies and the effects of real-world trading frictions.

• Asset Pricing
• Portfolio Optimisation
• Machine Learning