Since Sept 2009 I have been working as a postdoc at the Operations Research and Financial Engineering (ORFE) Department at Princeton University as part of the Research Training Group (RTG) in Stochastic Analysis and Applications. Funding is provided by the National Science Foundation (NSF) and Princeton University.

I completed my PhD (DPhil) at the University of Oxford in the Mathematical and Computational Finance Group (MCFG) of the Mathematical Institute. My thesis was entitled "Modelling Price Dynamics Through Fundamental Drivers in Electricity and Other Energy Markets".