I am an Assistant Professor in Heriot-Watt University, Department of Actuarial Mathematics and Statistics. Before that, I was a Hooke Fellow in Oxford University and a Fullford Junior Research Fellow in Somerville College. I obtained my PhD in Applied Mathematics in 2016 from King Abdullah University of Science and Technology, Saudi Arabia.

My research interests include: Uncertainty Quantification, ​Stochastic Differential Equation, Numerical methods for SDEs and PDEs, Multilevel Monte Carlo, Particle systems, Crowd modelling, Mean-field theory, Sparse Grids, Combination techniques, Multi-index techniques, Inverse problems, risk measures and adaptive sampling.

You can check my CV, including a list of publications here.