Beyond the Desk
I live in Rotterdam and I'm into math and quant finance. Outside of working hours, I'm usually watching a series or playing some padel.
I'm from Rotterdam. I have a BSc in Applied Mathematics and an MSc in Econometrics and Operations Research, both from Amsterdam, and I'm currently finishing a PhD in Mathematics in Leiden. Outside of work I like padel, watching series, and travelling, especially somewhere cold.
Math
What draws me to mathematics is finding sharp order in high-dimensional randomness. I mostly work in concentration of measure and generic chaining theory, using structural tools like Bobkov-Ledoux modified logarithmic Sobolev inequalities, Latała-Oleszkiewicz tensorization, and the Latała-Mendelson bound to extend classical Fernique comparison principles. A lot of this traces back to Michel Talagrand's work on generic chaining and isoperimetric inequalities, which turned coarse bounds into tight, structural characterizations of stochastic processes.
Broadly, my interests are:
- Generic chaining theory, geometric functional analysis, maximal inequalities, and majorizing measures for controlling suprema of stochastic processes.
- Empirical process theory, weak convergence, Glivenko–Cantelli theorems, and Donsker–Skorokhod type results.
- Stochastic integration, martingale theory, stochastic differential equations, and stochastic optimal control.
- Quantitative finance, including optimal market making, statistical arbitrage, and algorithmic trading.
Full proofs of the results I care about most are on the Blogposts page.
Hobbies
Padel
I picked up padel recently and I'm hooked. Up for a game? Let me know.
Travel
I like winter, and I like travelling.