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  Issue 17 | Archive November 2013

New Staff

Liu Benxu joined RMI’s Credit Research Initiative (CRI) on 12 August as a Research Analyst to pursue his career interests in data analysis, statistics, and finance, after a short stint with Nanyang Technological University (NTU) as a Research Associate. From 2009 to 2013, Benxu was a full-time PhD candidate in NTU’s School of Electrical and Electronic Engineering. He received his bachelor's degree in Automation and a master’s degree in Systems Engineering in 2006 and 2008 respectively from China’s Huazhong University of Science and Technology. Originally from Xiangyang, a historical Chinese city, he likes jogging, singing, playing card games, badminton, travelling and reading in his spare time.

Richard Wu started working on RMI’s CRI as a Research Analyst on 12 August. Before this, he has worked at the Asia Capital Reinsurance as an actuarial pricing analyst, and at Société Générale as a front office IT trainee. Richard obtained his Bachelor’s degree in Computer Science with a second major in Financial Mathematics from the National University of Singapore in 2011. A Sichuan native, he enjoys swimming, badminton, pool and bowling.

On 19 August, Ma Siming joined the CRI as a Research Analyst. Prior to joining RMI, Siming has worked as a part-time researcher at the Agency for Science, Technology and Research (A*STAR) on an image processing project. He received his bachelor's degree from the Computer Engineering Program at the NUS. He is originally from Tianjin and likes basketball, badminton and swimming.

Steve Wu is another Research Analyst who joined the CRI recently. His first day with RMI was  26 August. Before this, he has worked in China Huarong Asset Management Corporation, specialized in corporate investment and financing, and at the Department of Industrial & Systems Engineering of the NUS as a Research Engineer. He received his master’s degree (Management Science and Engineering) in March 2009 and dual bachelor’s degrees (major in Plant Science and Technology and minor in Accounting) in July 2005, from Shanghai Jiao Tong University. Steve is from Fuqing, China, and he likes jogging and playing basketball and reading detective novels.

Louis Tay joined the RMI as a Systems Analyst on 16 September. He brings on board nine years of working experience in  different sectors, mainly with system integrators/providers including ST Electronics and Sun Microsystems. He received his bachelor’s degree in IT from the University of Newcastle, Australia. Louis enjoys pool/snooker in his free time.

Jenny Bai joined the RMI as a Research Analyst on 23 September. She graduated from the School of Finance, Central University of Finance and Economics in China and received her Master of Science degree from Manchester Business School (MBS) with a major in Quantitative Finance-Financial Engineering. Prior to joining RMI, Jenny worked for one year in MBS as an Early Stage Researcher in the Marie Curie Initial Training Network on Risk Management and Risk Reporting, which is funded by the European Commission. Her supervisor was Prof Ser-Huang Poon, an RMI visiting professor. A Beijing native, Jenny enjoys swimming and backpacking. She is also a sports fan who avidly follows the F1, badminton and especially football.

Huang Siyuan is RMI’s newest Research Analyst who started on 30 September. She received her Master’s Degree in Statistics from the NUS in June 2013. She obtained her Bachelor’s Degree in Financial Mathematics from the University of Liverpool and Xi’an Jiaotong-Liverpool University in July 2012. She is interested in finance, especially in risk management and modelling. Originally from Luoyang, the historical Chinese city famous for its peony, she likes music and sports such as swimming, jogging, table tennis and taekwondo.

Dr. Yuan Xuchuan joined on 1 October as a Research Fellow at the RMI, after receiving his PhD Degree in Management from the Department of Decision Sciences at the NUS in September. Prior to his PhD, he received his bachelor and master degrees in Economics from China’s Harbin Institute of Technology. His research interests include service operations management, economics of queues, applied game theory and econometrics, credit risk management and economic analysis of banking regulation. Dr. Yuan is from Anhui, China and likes badminton, jogging and swimming.

Visitors

Dedy Dwi Prastyo, a PhD student at Humboldt-Universitat zu Berlin, who visited RMI in March returned to participate in our NUS-Santander Doctorate Workshop and continued in his research from 14 July to 31 August. His research interest includes Risk Modeling, Econometric Time Series, Computational Statistics, Machine Learning and Multivariate Analysis. He was visiting RMI to research on the project "An Adaptive Forward Intensity Model and Variable Selection" supervised by Prof. Wolfgang Haerdle.

Samet Gunay is a PhD student in Turkey‘s Istanbul University Faculty of Business Administration on Finance program. He is also working in Istanbul Aydin University as a lecturer. He has been an exchange student to further his research in risk management tools and time series analysis methods since 20 July and will stay for two NUS academic semesters.

A/P Xu Weidong is visiting RMI from 26 August to the end of December. He is an Associate Professor (Accounting and Finance) at Zhejiang University, China. He received his PhD in Finance from Shanghai Jiao Tong University. His research interests include asset valuation, corporate finance and quantitative risk management.

Dr. Hermann Elendner is Elvaston-Juniorprofessor for Private Equity at Humboldt-Universität zu Berlin, Germany. His research interests lie in credit ratings and rating agencies, credit risk, and sovereign debt issuance. He visited RMI from 3 to 21 September.

Dr. Chen Jian is an Assistant Professor with the Department of Finance at Xiamen University, China. He received his Ph.D. in Finance from the University of Essex in 2009. His research interests lie in financial engineering and risk management. He is visiting RMI starting from 10 September 2013 for one year.

Separately, RMI was pleased to host returning visiting professors Prof. Poon Ser Huang from Manchester Business School who stayed with us from 31 July to 8 September, Prof. Fan Jianqing, Frederick L. Moore '18 Professor of Finance and Professor of Statistics at Princeton University, who visited RMI from 11 August to 11 September.

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