Biography

I have a BA degree from the University of Cambridge, and a PhD from the University of California, Berkeley, both in Mathematics. After graduating from Berkeley in 1999, I held a joint postdoctoral appointment at MSRI and Hewlett-Packard Labs. From December 1999 till February 2003, I was a Senior Technical Staff Member at AT&T Labs - Research, first in the Department of Mathematics and Cryptography, then in the Department of Algorithms and Optimization. As of February 2003, I work for D.E. Shaw & Co as a quantitative analyst.

Research

I now work on quantitative finance. Before that, I worked on various aspects of pure and applied mathematics. Please refer to my research papers page for more information.

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