I have left NYU and joined Citadel GQS as a quantitative researcher.
Previously, I was a postdoctoral researcher at the Courant Institute for Mathematical Sciences at NYU in the Numerical Analysis and Scientific Computing group. I worked with Georg Stadler on large scale non-linear optimization problems subject to uncertainty, funded by Simon’s Foundation Hidden Symmetries collaboration. The main application of this work was the design of Nuclear Fusion reactors. You can find a talk summarizing my work for a general scientific audience here.
Before coming to New York I was a doctoral student in the Numerical Analysis group at the University of Oxford under supervision of Patrick Farrell. During this time I worked on shape optimisation algorithms and fast solvers for the incompressible Navier-Stokes equations.
I spend a lot of my time writing software in Python and C/C++. I am one of the core developers of the SIMSOPT stellarator optimization code, Fireshape shape optimisation library, the PyROL interface to the Rapid Optimization Library of Trilinos. In addition, I am a user of and contribute to the Firedrake, PETSc, and dolfin-adjoint software libraries.
In the past, I was also a consultant for the actuarial practice of Oliver Wyman, where I worked on generative machine learning for financial data. In addition, I have worked on Weighted Monte Carlo methods for Milliman, and on data driven methods to reduce the energy consumption in factories for Cambio Analytics.
Research interests
- Large Scale Optimisation
- Optimisation under Uncertainty
- Numerical Solution of PDEs
- High Performance Computing
Education
- PhD in Mathematics, University of Oxford, 2019
- MSc in Mathematics, University of Bonn, 2015
- BSc in Mathematics, University of Bonn, 2013
Awards
- 2020: Oxford Mathematical Institute DPhil Thesis Prize
- 2019: G-Research DPhil Prize
- 2017: Best student presentation at the 27th Biennial Numerical Analysis Conference in Strathclyde.
- 2016: First prize at the Oxford Hackathon
- 2016: Best group presentation at InFoMM UK Graduate Modelling Camp 2016.
- 2015: Clarendon / Marvin Bower scholarship of the University of Oxford and Balliol College