I am an associate professor in the Maxwell Institute for Mathematical Sciences and the School of Mathematical and Computer Sciences, Heriot-Watt University. Before that, I was a Hooke Fellow in Mathematical Institute at the University of Oxford 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.


26 July 2023 New preprint “An Antithetic Multilevel Monte Carlo-Milstein Scheme for Stochastic Partial Differential Equations”.
04 February 2023 Paper published “State-dependent importance sampling for estimating expectations of functionals of sums of independent random variables”.
14 January 2023 New preprint “Efficient Risk Estimation for the Credit Valuation Adjustment”.
13 December 2022 I presented a talk on “Adaptive Sampling for Computing Probabilities and Risk Measures” in the ERA Seminar in TUM.
07 September 2022 New preprint “Multilevel Path Branching for Digital Options”.
05 August 2022 New preprint “Multilevel Importance Sampling for McKean-Vlasov Stochastic Differential Equation”.
01 August 2022 I was promoted to Associate Professor.
21 July 2022 My talk on Path Branching for Digital Options was presented in MCQMC 2022 by my co-author Prof. Mike Giles due to illness.
14 July 2022 New preprint “Single Level Importance Sampling for McKean-Vlasov Stochastic Differential Equations”.
23-27 May 2022 I participated in a focused research group on “UQ for SciML: Uncertainty Quantification for Scientific Machine Learning” in University of Dundee funded by Heilbronn Institute for Mathematical Research.