# About me

I am currently a Lecturer in Financial Mathematics in the Department of Mathematics at King’s College London. Before KCL, I was a Byrne Research Assistant Professor of Mathematics at the University of Michigan for one year. I completed my DPhil in Mathematical Institute at the University of Oxford under the supervision of Professor Rama Cont. I received my Bachelor’s degree in Mathematics and Computer Science from Chennai Mathematical Institute, India in 2016 and Master’s degree in Applied Mathematics from Chennai Mathematical Institute, India in 2018.

## Research interests:

My research interests lie in the fields of stochastic analysis and its applications to mathematical finance. In particular:

Pathwise methods in stochastic analysis: Föllmer-Itô calculus, ‘roughness’ of functions.

Roughness in finance: Rough volatility, Microstructure noise.