About Me

I am an Assistant Professor 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.

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 Prof. 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 Prof. 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 are mathematical finance, mean field games, stochastic control, and estimation.