Bank of England                                                                                                                                    11/2020 - 02/2021    

Research, Markets Directorate

PhD Intern

Bank of England                                                                                                                                    10/2019 - 01/2020    

Stress Testing Strategy, Financial Stability Directorate

PhD Intern

  • Developed a methodology to estimate accurate market liquidity measures of government bonds in the absence of detailed transactions data, an important parameter of fire sales models measuring systemic risk

Central Bank of Ireland                                                                                                                          09/2018 - 05/2019    

Market Based Finance, Financial Stability Directorate

Economics Research Intern

  • Developed An Lonn Dubh, the Bank's macroprudential stress testing framework for investment funds domiciled in Ireland and presented it at the ESRB Task Force on Stress Testing

  • Used Python and object-oriented programming to develop a framework that is modular, fully automated, highly flexible in terms of modelling assumptions and able to quickly provide results for a wide range of stress test scenarios

  • Used the framework to inform policymakers about the potential adverse effects of various economic shocks for the stability of the asset management sector in Ireland


Cass Business School                                                                                                                 


  • International Banking (Postgraduate Course, 2020/21): Teaching online tutorials on issues related to banking

  • Quantitative Methods for Investment Management (Postgraduate Course, 2017/18): Teaching lab-based tutorials using EViews. Student evaluation: 4.2/5

  • Financial Econometrics (Undergraduate Course, 2016/17): Teaching lab-based tutorials using EViews. Student evaluation: 4.6/5

ICE Clear Europe                                                                                                                                  08/2014 - 07/2015    

Junior Risk Analyst

  • Responsible for the risk management of the equities asset class; closely monitored the market for news and corporate actions that affected stocks and ensured prudent action was taken whenever necessary

  • Produced, analysed and improved risk reports, including market risk, backtesting, stress testing and clearing member reports using VBA and SQL

  • Involved in quantitative tasks such as the application of Filtered Historical Simulation for the calculation of VaR, margining OTC Interest Rate Swaps under the new clearing regulations (EMIR) using multivariate analysis, providing solutions to statistical challenges such as accurate backtesting in the presence of correlated observations and developing new stress testing methodologies using PCA and Extreme Value Theory