I am a Postdoctoral fellow at Worcester Polytechnic Institute’s Mathematical Sciences Department in Financial Mathematics and Statistics. Previous to that, I worked as a visiting assistant professor at UC Santa Barbara's Department of Probability and Statistics from 2021 to 2024 and as a postdoctoral fellow at the Consortium for Data Analytics in Risk (CDAR) at UC Berkeley from 2018 to 2021. My research intersects theoretical, applied, and engineering approaches in data science for financial markets. I am particularly interested in asset pricing theory, sustainable and energy finance, volatility modeling, and causal inference applications. In addition to my research, I have broad teaching experience in mathematics, probability, statistics, and financial mathematics at the undergraduate and graduate levels, as well as mentoring data science and quantitative finance projects. I earned my Ph.D. from Pierre and Marie Curie University in Applied Mathematics in Finance under Professor Nicole El Karoui and Mathieu Rosenbaum. Additional academic credentials include a Master of Financial Engineering from Grenoble National School of Computer Science and Applied Mathematics with a double MSc in Quantitative Finance from Grenoble IAE, and an MSc in Statistical Signal Processing from Dauphine University, Paris. I also worked in the industry as an insurance quantitative analyst at AXA, where I had the chance to develop practical expertise in the financial domain.