Global Macro Investor & Quantitative Strategist
I study how financial vulnerabilities become market stress, how regimes change, and when the evidence begins to support re-risking. My work combines more than a decade of institutional experience in foreign exchange and fixed income with machine learning, macroeconomic data, and text-based signals.
Visiting Fellow, Oxford Internet Institute · PhD in International Finance · CFA · CQF
Financial Crises, Market Regimes and Recovery
My work asks three linked questions: When is vulnerability becoming stress? When has the market regime changed? When do the odds justify re-risking? I develop and test early warning and regime detection methods designed to improve portfolio resilience and decision making across global macro markets.
My Book on Crisis is Entitled
“Predictability of Financial Crises: The Impact of Fundamental, Policy-induced and Institutional Vulnerabilities on China Compared to other Emerging Markets”
My Academic Research
Additionally, my academic research concentrates on employing data science and machine learning algorithms to identify and predict financial stress.
My Blogs on Finance and Financial Crises
I frequently contribute articles and blog posts to various institutions. You can explore my work through the links below.
I started my career in emerging market asset management, which exposed me to a greater awareness of the multiple drivers of returns and risks. This steered me towards multi-asset class investing and capital market research, where I found my passion for data science and machine learning. Currently, I am a Visiting Fellow at the Oxford Internet Institute, University of Oxford.
About
I am an institutional investment professional and quantitative finance researcher with more than a decade of experience across global macro, fixed income, foreign exchange, and emerging markets.
I am a Visiting Fellow at the Oxford Internet Institute and hold a PhD in International Finance from the University of Liechtenstein, awarded with highest distinction, and an Executive MBA from Saïd Business School, University of Oxford. My academic background also includes the London School of Economics and WU Wien, and I hold the CFA and CQF designations.
My work focuses on translating research on financial crises and market regimes into robust investment and risk management decisions.