I am a Research Associate (Post-Doc) in the Department of Applied Mathematics at the Univeristy of Washington and also a faculty member of the Computational Finance and Risk Management (CFRM ) program. Before joining UW, I served as a Post-Doc in the Department of Mathematics at the University of Michigan, Ann Arbor for three years and also spent 8 months as a visiting Post-Doc in the Department of System Engineering and Engineering Management at the Chinese University of Hong Kong, Hong Kong. I hold a D.Phil. in Mathematics from University of Oxford, UK, a M.Sc. in Applied Mathematics from University of Twente, the Netherlands, and a B.Sc. in Industrial Engineering from Sharif University of Technology, Iran.
My research interest is in applications of Stochastic Control Theory in Finance and Insurance. I am also passionate about teaching Financial Data Science and Machine Learning.