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  Issue 21 | Archive November 2014

New Staff

RMI welcomed two new Deputy Directors, A/P Robert L. Kimmel (Deputy Director, Research) of Finance and Prof. Dai Min of Mathematics (Deputy Director, Industry Relations) on 16 August and 10 November, respectively. A/P Kimmel received his B.S.E. in Computer Science and Engineering from University of Pennsylvania, M.S. in Computer Science from Columbia University, MBA and PhD in finance from the University of Chicago. Separately, Prof. Dai, who is also the Director of the Centre for Quantitative Finance and the Program Director of the Master of Science in Quantitative Finance, received his PhD degree from Fudan University in 2000. Prof Dai would also lead RMI’s efforts to set up an office in NUS (Suzhou) Research Institute.

The Credit Research Initiative (CRI) has recruited another six Research Associate/Analysts to work on the growing flagship project. They include Victor Liu as a Research Associate on 18 August, Zhao Sixuan as a Research Analyst on 26 August, both Apoorv Holkar and Nguyen Duc Duy Tom as Research Analysts on 8 September, Chen Shihan, as a Research Analyst on 22 September, and Santhanalakshmi Krishnasamy as a Research Analyst on 13 October.

Victor Liu, now with the CRI’s market monitoring team, previously worked with Taiwan Stock Exchange (TSE) in charge of formulating proposals for improving Taiwan’s capital market. Before TSE, he also worked with Cathay Financial Holding as an investor relations equity analyst. He received both his MBA and Bachelor’s Degree from National Taiwan University. In his leisure time, Victor enjoys singing, badminton, and doing stock analysis.

Zhao Sixuan of CRI’s core production team received his Bachelor’s Degree from School of Electronic and Information Engineering, Beijing University of Aeronautics and Astronautics in 2009, and is expected to receive his PhD in Information Engineering from Nanyang Technological University (NTU) in 2014. His hobbies include reading, travelling, hiking, computer games, card games and table games.

Another core production team member, Apoorv Holkar is a recent graduate of the Master of Science majoring in Business Analytics from NUS, with a Bachelor of Engineering in Information Technology from India. Before doing his Master's, he worked in Mindtree Limited, India, as a Programmer Analyst for 2 years. In his spare time, he enjoys playing table tennis and reading fiction novels.

Nguyen Duc Duy, Tom of CRI’s client service team was a CNYANG scholar from NTU. He graduated with a Bachelor of Science (Mathematics and Economics) program in February 2013 and worked for a technology start-up company for nearly 1 year. When Tom is not at the computer, he likes to play tennis and swim.

Santhanalakshmi Krishnasamy, a client service team member as well, was with a New York-based investment firm, D. E. Shaw Group, for more than seven years. She was a senior member of the risk technology team in D. E. Shaw India and was responsible for developing financial risk management tools for the firm. Santhanalakshmi is a sports enthusiast, and pursues her interests in jewellery making and learning classical music in her free time.

Now working in the validation team, Chen Shihan received her Bachelor's Degree in Mechanical Design Manufacture and Automation from Tongji University and is currently in her final year of studies of the NUS MFE Program. A native of Fujian, China, Shihan enjoys reading, travelling, and playing ping-pong.

Separately on the research front, Dr. Hu Sang joined RMI as a Research Fellow on 8 October. She received her PhD in Systems Engineering and Engineering Management, and Bachelor's Degree with First Class Honour in Insurance, Financial, and Actuarial Analysis from The Chinese University of Hong Kong in 2014 and 2010 respectively. Her research area is in financial engineering and mathematical finance. She primarily focuses on problems in quantitative behavioural finance and in risk management, and the mathematical treatments in solving them. Originally from Zhejiang, China, Dr. Hu has been a visiting researcher at Columbia University, Bonn University and China Eastern Normal University.

On 15 October, Nicole Wang Caiying joined RMI as a Management Assistant Officer. Nicole graduated with a Bachelor Degree in Economics and Management from Singapore Institute of Management earlier this year. Her hobbies include swimming and cycling.

Visitors

Dr. Xuedong He of Columbia University’s Department of Industrial Engineering and Operations Research visited RMI from 17 to 25 August. Dr. He received his Bachelor’s Degree in Mathematics and Applied Mathematics from Peking University in 2005. He joined the Chinese University of Hong Kong as a PhD student in 2005 and in 2008 moved to the University of Oxford where he received his PhD degree in Mathematical Finance. His research interests include portfolio selection and asset pricing in behavioural finance and risk management.

During the same period, Dr. Xianhua Peng, an Assistant Professor in the Department of Mathematics at Hong Kong University of Science and Technology since July 2010 visited RMI. Dr. Peng received his PhD degree in Operations Research at Columbia University in 2009, and before that, his B.S. and a M.S. in Applied Mathematics in the School of Mathematical Sciences at Peking University in 2000 and 2003, respectively. His main research interests are in financial engineering, risk management, and applied probability.

Prof. Robert Anderson visited RMI from 25 to 31 August. Prof. Anderson is the Director of the Center for Risk Management Research at University of California, Berkeley. He is also Professor of the Graduate School, Coleman Fung Professor Emeritus of Risk Management, and Professor Emeritus of Economics and Mathematics at UC Berkeley. Prof. Anderson received his B.Sc. in Mathematics from the University of Toronto in 1973 and his PhD from Yale University in Mathematics in 1977, under the supervision of Shizuo Kakutani. His research has ranged from the intersection between probability theory and logic, to general equilibrium theory, to mathematical finance. His current research focuses on the determination of portfolio returns.

Feng Ruimin, a PhD student from Sun Yat-sen University (SYSU), is visiting RMI for one year starting from 15 October. Having received her Bachelor of Economics from SYSU, she is pursuing her PhD Degree in Finance with great interest in asset pricing. Her research interests include option pricing, and the operation of financial market, especially the derivatives market. She wants to obtain a better understanding of asset pricing as well as the experience of developed financial markets during her visit, and to solve the potential problems in the newly-developed Chinese option market in the near future.

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Editor: Ivy Wang (rmiwy@nus.edu.sg)