In my doctoral research with supervision of Prof. Sheri Markose in the field of Computational Finance at CCFEA I developed systemic risk management methods based on financial network analytics. Such systems need new modelling tools to produce holistic visualization of macro-monetary systems for which large scale Multi-agent Financial Network Models were developed. This has involved use of understanding of financial derivatives markets, advanced data analyses, network theory, statistical analyses, computational intelligent and development of simulation applications.
I have aslo been invloved in a two year joint project with BT Group on developing novel algorithms for optimisation of fiber optic networks .Prior to this I was a Marie Curie Research Fellow for COMISEF (Computational Optimisation Method in Statistics, Economics and Finance) project. In this project I modelled the structure of US CDS markets in regards to systemic risk effect s.