I am currently a quantitative researcher at Cubist Systematic Strategies. Previously I was a one-year member in mathematics at the Institute for Advanced Study and an NSF post-doc in the mathematics department of Columbia University.
I obtained my PhD in 2018 from École Normale Supérieure in Paris, working under the supervision of Rémi Rhodes and Vincent Vargas.
Link to a short talk given at IAS summarizing my research interests: video.
My interests lie at the interface between probability theory, mathematical physics, and geometry. In particular I have studied the Liouville conformal field theory. This field theory allows us to understand random geometry in two-dimensions: it has strong links with many canonical two-dimensional random objects such as the Gaussian free field, Gaussian multiplicative chaos, Schramm-Loewner evolutions, and random planar maps. Liouville theory is also a conformal field theory (CFT) which means it is integrable and we can use the framework of CFT developed by Belavin, Polyakov, and Zamolodchikov (1984) to perform many explicit computations.
Articles
Publications in probability and mathematical physics
Analyticity and symmetry of Virasoro conformal blocks via Liouville CFT (with P. Ghosal, X. Sun, and Y. Sun), in preparation, PDF.
Integrability of boundary Liouville conformal field theory (with T. Zhu), Communications in Mathematical Physics, arXiv:2002.05625.
Liouville quantum gravity with central charge in (1,25): a probabilistic approach (with E. Gwynne, N. Holden, and J. Pfeffer), Communications in Mathematical Physics, arXiv:1903.09111.
The distribution of Gaussian multiplicative chaos on the unit interval (with T. Zhu), Annals of Probability, arXiv:1804.02942.
Liouville quantum gravity on the annulus, Journal of Mathematical Physics, arXiv:1711.06547.
The Fyodorov-Bouchaud formula and Liouville conformal field theory, Duke Mathematical Journal, arxiv:1710.06897.