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.