Extensive experience in simulation and agent-based modelling, as well as in the study of complex socio-economic systems. Generally interested in the development of agent-based modelling techniques and the use of analytical tools from statistical physics and network science for the purpose of understanding the economy as a complex system, with a focus on policy assessment.My recent work has been focused on developing a highly detailed and data-driven agent-based model of the housing market and its interaction with the mortgage lending sector. The main goal of this strand of research is to create a sandbox where the systemic and distributional effects of different macroprudential policies can be tested. Currently, I am collaborating with Bank of England researchers with the purpose of expanding this model in the sense of introducing a well calibrated banking sector with heterogeneous banks. This will allow us to study the interaction between capital and product tools, both from a macro and a microprudential angle. Finally, on a separate strand of research, I am expanding on current stress testing methodologies in order to take into account systemic and network features.
Listed skills include Fortran, Physics, Agent Based Modeling, Statistical Mechanics, and 18 others.