Data Scientist at Cumulus, a City Financial Investment Company
I am a PhD student at the Doctoral Training Centre in Financial Computing, located in the Department of Computer Science at University College London. I am currently being supervised by Professor Mark Harman at UCL and Dr. Anne Wetherilt at the Bank of England.
My main research interests are in agent-based modelling of financial markets and liquidity measures that use very detailed order book data.
Besides the Financial Computing DTC, I am also a member of the following research groups:
CREST : Center for Research in Evolution, Search and Testing Systems and Software Engineering Group, UCL.
I have recently received a grant by the ESRC for a High Frequency Trading Simulation project. This is in collaboration with Dr. Jean-Pierre Zigrand and Dr. Jon Danielsson at the London School of Economics.