Biography

I am a PhD candidate in the Mathematics of Random Systems programme at the Mathematical Institute, University of Oxford. My research, supervised by Prof. Rama Cont, Prof. Doyne Farmer, and Dr. Susanna Saroyan, focuses on climate change risk and sovereign debt sustainability. I am developing an empirically grounded analytical framework for modelling sovereign credit risk and assessing debt sustainability. In particular, I study how fiscal and public investment policies influence sovereign borrowing costs and credit risk in the presence of stochastic shocks and credit-sensitive funding from investors. My work emphasises the dynamics of liquidity flows, debt sustainability, and credit ratings, with an aim to extend the methodology to quantify climate-induced sovereign credit risk. By applying data science, network theory, and machine learning, I hope to enable investors to systematically integrate climate change into financial decision-making.

Before starting my doctorate, I earned an integrated Master’s degree (BA + Master’s) in Mathematics and Philosophy at Oxford. My interest in finance led me to internships with J.P. Morgan’s Emerging Markets Macroeconomic Research team and Jane Street’s Business Development division. I value collaborations with financial institutions, as one of my priorities is to help bridge the gap between academic research and industry practice.