Since Sept 2009 I have been working at the Operations Research and Financial Engineering (ORFE) Department at Princeton University. For three years I was a postdoc in the Research Training Group (RTG) in Stochastic Analysis and Applications, with partial funding provided by the National Science Foundation (NSF).

I have recently extended my time here until summer 2013, with partial funding from SAP through the Princeton laboratory for Energy Systems Analysis (PENSA). In addition to research, I am involved in advising senior thesis projects and lecturing an undergraduate course in finance.

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".