Biography

I am a quantitative researcher in the counterparty credit risk group in J.P. Morgan. My responsibilities include the development & support of counterparty credit exposure models for valuation, risk management and capital.

I have starteed my career in J.P. Morgan in 2014, after graduating with a BSc in Mathematics and Finance from University of Glasgow, and have previously worked in counterparty credit risk management and held various finance roles within commodities and rates businesses.

Currently I am pursuing PhD in Bayesian statistical modelling with a focus on financial and economic applications (most recently, dynamics of systemic risk propagation) at University College London where I have also obtained MSc in Data Science.