I am a Lecturer in the Department of Mathematics at the University of York.

My research lies at the intersection of probability theory, stochastic analysis, rough path theory, and modern machine learning. I am particularly interested in the theoretical foundations and algorithmic innovations involved in the study of classical and singular stochastic partial differential equations. In parallel, I apply stochastic optimal control, reinforcement learning, and rough path methods to quantitative finance, with the goal of developing data-driven models that more effectively capture the complexity of real-world markets and offer practical tools for risk management, portfolio optimization, and financial decision-making.

I obtained an MSc in Mathematical Sciences from IISER Thiruvananthapuram, India, followed by a PhD in stochastic (geometric) PDEs at the University of York, UK, under the supervision of Zdzisław Brzeźniak. I subsequently held research associate positions at Universität Bielefeld, Germany, in the group of Martina Hofmanová, and later at Imperial College London, UK, in the group of Martin Hairer.