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20102024

Research activity per year

Personal profile

Biography

I am a Teaching & Leadership Academic (FHEA), and Senior Lecturer in Statistics at the School of Mathematical and Physical Sciences. I completed a Master of Science in Mathematics at Jagiellonian University in Poland and a PhD in Statistics at Macquarie University. After gaining seven years of experience as a Quantitative Analyst at Westpac Institutional Banking, I returned to academia and have taught statistics, undergraduate and postgraduate, including large enrolment units, in both face-to-face and online delivery modes. 

Teaching and Leadership

Teaching (*current)

*STAT1170-STAT6170-FOSE1015 Introductory Statistics

STAT2170-6180 Applied Statistics

STAT2173-6183 Introduction to Probability

STAT2579 Operations Research I

STAT3102-6102 Graphics, Multivariate Methods, and Data Mining

STAT3110-6110 Statistical Inference

Service, committees, steering and working groups participating (*current)

Sessional Teaching Review Team 2020

School Implementation 2021 Working Group

*School Equity, Diversity, and Inclusion Committee

Faculty Students Retention Steering Committee 2022

Master of Applied Statistics Course Design Working Group 2022

Statistical Modeling Major Working Group 2023

ECR Showcase 2023 Working Group

*Faculty AI Working Group 2024

School Retreat 2024 Working Group

 

Research interests

My current research interests and supervised Higher Degree Research students' projects are in the applications of statistics and stochastic processes in the following contexts:

  • Multi-factor State-Space modelling
  • The Robust Framework for Contingent Claims
  • Management of liquidity provisioning for Automated Market Makers

Education/Academic qualification

Statistics, Doctor of Philosophy, Pricing of European Options using Empirical Characteristic Functions, Macquarie University

21 Feb 200518 Dec 2008

Award Date: 14 Apr 2009

Mathematical Finance, Master of Science in Mathematics, Determination of utility curves on the assumption of consumption and decision portfolio selection in the Merton's model, Jagiellonian University

6 Oct 199824 Jun 2003

Award Date: 24 Jun 2003

External positions

Quantitative Analyst, Westpac Group

1 Jul 20091 Jun 2016

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