About

I am currently a machine learning engineer at Bloomberg. Previously I was building high-dimensional probabilistic models for US electricity markets at a trading firm, Gridmatic. Before that, I was at Revolut working on time-series forecasting and NLP.

I completed my MSc. in Computational Statistics and Machine Learning (CSML) at University College London, working on generalised variational inference for Gaussian processes with Jeremias Knoblauch in the Department of Statistical Science. I also hold a BASc. in Engineering Science at the University of Toronto with a specialisation in robotics.

My research interests lie in the areas of uncertainty quantification and variational inference.

Download my CV here.