Ashotspecialises in the mathematics underpinning quantitative and risk models — stochastic processes, diffusion models, large-deviations theory, and the analysis of model behaviour under extreme scenarios.

He holds a PhD in Applied Mathematics and is a postdoctoral researcher at the Toulouse School of Economics with papers in leading probability journals. He also has practical experience building credit-risk models — PD, LGD and EAD — for a major bank.

Education: PhD in Applied Mathematics, Jean Monnet University; M.Sc. Stochastic Modelling & Actuarial Science, HSE.

Expertise: Stochastic processes · diffusion models · large deviations · risk modelling · Python · C++ · R · MATLAB · SQL