I am an Assistant Professor of Financial Engineering in the Department of Decision Sciences at HEC Montréal (business school of University of Montreal). I am currently the academic director of the MSc program in financial engineering at HEC, which is offered in English and French languages. I am also an Associate Editor for Automatica and the IMA Journal of Mathematical Control and Information.

Before joining HEC Montréal, I was a postdoctoral fellow in the Department of Statistical Sciences at the University of Toronto, Canada, between 2018-2020, where I worked with Sebastian Jaimungal in the mathematical finance program. I was also a PhD exchange student in the same program during Fall 2017. I completed my PhD in electrical engineering under the supervision of Peter E. Caines in the systems & control program at McGill University, Canada, in 2019. I received my MSc degree from Sharif University of Technology, Iran, in 2011, and my BSc degree from Shiraz University, Iran, in 2009, both in electrical engineering- systems & control.

My research interests include stochastic control and mean field games, and their applications in finance. In particular, I am interested in modeling energy and financial markets as large-population dynamic games and addressing problems such as optimal trading, systemic risk, equilibrium pricing, and contract design.

If you are interested in my reseach area and wish to pursue graduate studies under my supervision, you may send me your CV and transcripts via email.