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  Issue 18 | Archive February 2014

New Staff

Boguslaw Blawat joined RMI as a Research Analyst on 5 November 2013. He obtained his Master's degree in Classical Philology from the University of Gdansk and is currently a PhD candidate with a major in Economics at the Polish Academy of Sciences. His professional background spans from applied linguistics through consultancy services to banking. His research interests include the implementation of the news metrics in finance and risk management, and the application of the formalism of quantum physics to economics and finance.

Dr. Sun Wei joined RMI as a Research Fellow on 20 November 2013. A China native from Shenyang, she obtained her PhD in Economics from the University of California at Santa Barbara. She received her Bachelor of Arts in Risk Management and Insurance from China’s Nankai University. Wei’s research interests include labour and financial markets. She completed three empirical essays, whose topics centred on venture capital, wage, labour mobility and productivity.

On 25 November 2013, Dr. Leon Chuang joined RMI as a Research Fellow. Originally from the beautiful island named Formosa, Taiwan, Leon studied Business Mathematics and Economics at Soochow University and National Sun Yat-sen University for his Bachelor’s and Master’s Degree respectively. He obtained his PhD Degree in Applied Mathematics from the University of Birmingham as well as a Master of Science in Mathematical Finance from the University of York. His PhD research is mainly focussed on computational finance, especially in the framework of the multiple assets and early-exercise property.

Chiranjiv Sawhney joined RMI on 9 December 2013 as a Research Analyst. Born in New Delhi, India, he moved to Singapore in 2007 to pursue a degree in Engineering at the Nanyang Technological University. Being interested in finance, Chiranjiv started the CFA curriculum in his penultimate year and finished the last and final level in June 2013. His work interest lies in emerging markets – primarily Asia for now. Outside work, his interests include learning Spanish, reading, movies, working out in the gym, bowling and watching cricket. Chiranjiv also volunteers part-time for a Cambodian charity organization called Riverkids.

Visitors

Josef Korte visited RMI from 4 to13 November 2013. He is a PhD student in Economics and Finance at the House of Finance of Goethe University in Frankfurt, Germany. His research focuses on bank regulation, bank and sovereign risk, as well as its economic implications. In 2013, he was awarded the Lamfalussy Fellowship of the European Central Bank for his research on bank resolution. He studied Economics and Economic Policy at the London School of Economics, University of Paris II, Muenster University, and Twente University. Josef has also been a management consultant with McKinsey & Company since 2009, where he serves clients in the banking sector and works extensively on topics of economic growth in emerging economies.

Jessie Vantieghem, a PhD student from Belgium’s Ghent University is visiting RMI from 6 January to 13 June 2014. She has a Master's Degree in Commercial Sciences from the Ghent University College and a specialised Master's in Banking and Finance from the Ghent University. Her research focuses on banking, credit risk, internal and external credit ratings etc. Next to research, Jessie enjoys playing tennis, she likes to travel and she occasionally likes to grab a (Belgian) beer.

Prof. Raja Velu from the Whitman School of Management at Syracuse University is visiting RMI from 9 January to 6 June 2014. Prof Raja Velu’s research focuses on multivariate analysis and data mining among others. His current interest lies in ‘algorithmic trading and quantitative strategies’. He has published in numerous premier journals in statistics, and his work in data mining is driven by extensive contacts with leading high-tech Internet firms, including Yahoo!, Microsoft, IBM and JPMorgan Chase. His intellectual contributions have resulted in several patents and his articles in data mining are presented at the most prestigious global technology conferences. He is currently teaching an elective module in RMI’s MFE program.

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