I am a Senior Lecturer in Finance at the Management School of the University of Liverpool. Prior to joining ULMS in May 2018, I was a Lecturer at Cardiff University (2017-2018) and Swansea University (2014-2017). I was also a Postdoctoral Researcher at the Financial Mathematics and Computation Cluster at University College Dublin, which I still maintain very close research links with. I obtained my PhD in Finance from the ICMA Centre (Henley Business School) at the University of Reading.
The main contribution of my research shows how policy-relevant signals can be extracted from financial markets via an analysis of traded prices of financial instruments based on advanced statistical methods (including time series econometrics, panel data analysis and optimization techniques).
Prizes or Honours
- Conference Best Paper Award (International Risk Management Conference, 2019)
- Collaborator (Science Foundation Ireland Strategic Research Partnership Grant, 2017)