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  Issue 11 | Archive May 2012

New Staff

Ms Anne Lai transferred from Faculty of Engineering to RMI as the new manager for the Master of Science in Financial Engineering (MFE) program on 26 March 2012. Prior to NUS, Anne has held managerial roles in an investment bank, consulting firms, event management firms and hotels. A native of Taiwan, Anne lived, worked and travelled widely in the U.S. and China. She is now a proud Singaporean and considers the island her permanent home. Anne is a graduate from Boston University and holds a Master's degree from National University of Singapore.

Ms. Jessie Fan joined RMI on 27 March 2012 as a research analyst. Jessie graduated from Olin Business School, Washington University in St. Louis with a Master of Finance degree in December 2011. She received her Bachelor of Financial Management Degree from Zhejiang University in China. During her school years, she worked as an intern at Wells Fargo, Cornerstone Wealth Management and HSBC.

Mr. Swee-Koon Tan joined RMI on 16 April 2012 as an Associate Director. While he established an equity research career in the finance industry, his heart remains close to RMI as he is an alumni of the MFE program. Aside from work, he has a deep passion for cycling/motor-biking. In 2005, he went on a 2,000km journey between Singapore and Phuket, Thailand, on his motorbike.

Visitors

Prof. Rafał Weron is Professor of Economics at Wroclaw University of Technology (WUT) in Poland. His research focuses on developing risk management and forecasting tools for the energy industry and computational statistics as applied to finance and insurance. With a Ph.D. in financial mathematics and a Habilitation in economics, he is periodically engaged as a consultant to energy (Tauron Polska Energia, Vattenfall) and financial companies including BRE Bank and Bank Millennium. He is the (co-)author of four books and over 90 publications in academic and professional journals and teaches graduate level courses on energy and financial markets at WUT and Norwegian University of Science and Technology in Trondheim, Norway. He visited RMI from 12 to 16 March 2012.

Prof. Yukio Muromachi of the Graduate School of Social Sciences, Tokyo Metropolitan University (TMU) visited RMI from 21 to 27 March 2012. He obtained a Ph.D. in Geophysics from University of Tokyo in 1991 and in Economics from Kyoto University in 2005. He worked as a researcher from 1995 to 2008 in a subsidiary company of Nippon Life Insurance, and joined TMU in 2008. His main research interests involve building pricing models for credit risk and evaluation models for portfolio risk.

University of Manchester’s Prof. Poon Ser-Huang visited RMI from 30 March to 10 Apr 2012. She is currently a Professor of Finance at Manchester Business School, visiting professor at NUS and was recently appointed as a distinguished visiting professor at the University of Technology, Sydney. She is also a Board Member of the Numerical Algorithms Group. Prof. Poon is internationally renowned for her volatility research which was cited as reference readings on the Nobel website. More recently, her interests have extended to derivatives and credit risk, liquidity and quantitative aspects of risk management.

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Published quarterly by Risk Management Institute, NUS
Editor: Ivy Wang (rmiwy@nus.edu.sg)