I am a Juniorprofessor of Stochastic Analysis and Mathematical Finance at the Institute of Mathematics, TU Berlin, and a faculty member of the Berlin Mathematical School.
I was a scientific employee at the Quantitative Products Laboratory, where I belonged to the Financial Optimization group of Peter Bank, from June 2009 to June 2011. Previously I was a post-doc in Josef Teichmann's START project "Geometry of Stochastic Differential Equations" at the TU Vienna from June 2007 until May 2009.
I received my Ph.D. from the University of Freiburg, Germany, in March 2007, studying with Ernst Eberlein. My thesis focused on the applications of semimartignales and Lévy processes in mathematical finance. I hold an M.Sc. in Financial Mathematics from the University of Warwick, UK, and a degree in Mathematics from the University of Patras, Greece.