HOME Recent Events RMI in the News ALUMNI
  Issue 14 | Archive Feb 2013

New Staff

Prof. Andrew Lim has been appointed RMI’s Master of Science in Financial Engineering (MFE) Program Director since 5 November 2012. Prof. Lim has a joint appointment at RMI, with his primary appointment as a Professor at NUS Business School in the Decision Sciences Department and the Finance Department. Previously, Prof. Lim was an Associate Professor in Industrial Engineering & Operations Research at University of California, Berkeley. His research covers stochastic control, optimization and their applications in finance and operations research. He has published extensively, including articles in Mathematical Finance, Operations Research and Management Science. He is a kettlebell enthusiast and will happily tell you what a kettlebell is.

Dr. Hongbiao Zhao joined RMI as a Research Fellow on 12 November 2012. Dr. Zhao completed his PhD in Statistics (Mathematical Finance) from the London School of Economics in October 2012. Prior to his PhD, Hongbiao received his Master of Science with distinction in Financial Mathematics from Warwick Business School in 2007, and worked on portfolio credit risk modeling as a quantitative investment analyst in the Investment Strategy Group of Paternoster (later acquired by Goldman Sachs) from 2007 to 2008 in London. His research interests lie in mathematical finance, including contagion risk in banking, finance, insurance and economics, dependence structure modeling via copulas and point processes with contagion. In the area of portfolio credit risk management and strategy, he has studied pricing, hedging, rating, the interaction of market and credit risk, and economic capital. His hobbies include calligraphy, travelling, photography, badminton and table tennis.

Mr. Xia Shuang joined RMI on 14 January 2013 as a Research Analyst. Mr. Xia received his bachelor's degree from the Department of Electronic Engineering at Tsinghua University (THU) and is finishing his master's degree from THU with a major in Computer Science and Technology. Prior to joining RMI, Xia Shuang worked for one and a half years at Singapore Management University as a research assistant on data mining projects. Originally from Sichuan, China, Mr. Xia enjoys badminton, tennis and swimming. In addition, he has programmed a few computer games and Android Apps during his free time.

Dr. Wang Xiaoyan joined RMI as a Research Analyst on 21 January 2013. She received her PhD degree from the Department of Mathematics, National University of Singapore in December 2012. Prior to her PhD, Xiaoyan received her Master of Science (Computational Mathematics) from East China Normal University in 2008. Her research interests include data mining, machine learning, scientific computing, numerical analysis and risk management in finance. A native of Hangzhou, China, she likes badminton, table tennis and swimming.

Back To Newsletter

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