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  Issue 26 | Archive February 2016

New Faces @ RMI

New Staff

Dr. Liu Xuyuan joined RMI as a Research Fellow on 9 November 2015. Xuyuan completed her PhD in Economics at National University of Singapore (NUS) in October 2014. Prior to that, she obtained her Master's Degree in Economics from York University and Bachelor’s Degree in Finance from Xi’an Jiaotong University. Her research focuses on microeconomics, including game theory, mechanism design, and behavioral economics. Currently, she is interested in financial economics, and wants to explore topics related to credit risk management. She likes swimming, jogging, and cooking.

Wang Li joined RMI as a Research Associate on16 December 2015. Wang Li has received his Bachelor's Degree in School of Automation from Southeast University in 2006 and his Master's Degree in School of Electronic Information and Electrical Engineering from Shanghai Jiaotong University in 2009. Recently, he has passed the oral defence for his PhD degree in School of Electrical and Electronic Engineering from Nanyang Technological University (NTU). His hobbies include reading, traveling, music, and swimming.

Wen Shisi joined RMI on 4 January 2016, as a Research Assistant. Shisi has recently completed her Bachelor’s Degree in Quantitative Finance with a second major in Statistics from NUS. Her interests lie in quantitative finance, including pricing of derivatives and quantitative analysis in the areas of finance and investment. Her other interests include movies, badminton, singing, and travelling.

Ong Lian Kai joined RMI as a Research Analyst on 18 January 2016. Lian Kai graduated with a Master of Science in Finance and Economics from the London School of Economics in 2015 and a Bachelor of Science in Economics and Finance from the University of London International Programmes in 2014. His interest lies in financial economics, financial econometrics, and asset pricing.

Wu Yi Hsuan, Shelly joined RMI as a Research Associate starting from 28 January 2016. Yi Hsuan graduated with a Master of Finance degree from Peking University in 2012 and gained Europe and HK academic experience through two exchange programs with University of St. Gallen and Hong Kong Baptist University. Prior to joining RMI, she worked with beBit Inc., in Tokyo as a consultant covering digital marketing and helped the firm establish the Taipei branch from scratch. After leaving beBit, she joined the Taiwan Stock Exchange and had almost three years of experience as a risk management consultant supervising brokers and leading internal projects. In her leisure time, she enjoys dancing, travelling, and sports.

Tian Zeyu, Jacob joined RMI on 1 February 2016, as a Research Analyst. Jacob graduated from NUS with a Bachelor of Science in Statistics in 2015. He was a part-time intern with Validation Team from 2014 to 2015. He is interested in modelling and data analytics. In his spare time, Jacob likes to hang out with friends and listen to music.

Visitor

Prof. Halil Soner visited RMI from 4 January to 28 January 2016. He is currently a Professor at the Swiss Federal Institute of Technology in Zurich, ETH Zürich (ETH-Z) and holds a senior chair position at the Swiss Finance Institute. His research focuses on nonlinear analysis with emphasis on optimal stochastic control, partial differential equations, stochastic processes, and mathematical finance.

Dr. Peng Xianhua visited RMI from 4 January to 3 February 2016. He has been an Assistant Professor in the Department of Mathematics at Hong Kong University of Science and Technology since July 2010. He received his PhD in Operations Research from Columbia University in 2009, and his B.S. and M.S. in Applied Mathematics from 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.

Dr. Bu Di visited RMI from 4 January to 4 February 2016. He received his PhD in Finance from the University of Queensland (UQ) and is currently a UQ Postdoctoral Research Fellow. His main research interest is in credit risk modelling, empirical asset pricing, and financial forecasting. He has published in Journal of Economic and Dynamic Control.

Dr. Liao Yin visited RMI from 4 January to 4 February 2016. She is a lecturer at the School of Economics and Finance, Queensland University of Technology, since July 2012. Prior to this appointment she held a lecturer position at the Research School of Finance, Actuarial Studies, and Applied Statistics, Australian National University (ANU). After completing her Master of Economics at ANU in 2007, she obtained her PhD in Economics (Financial Econometrics) from ANU in 2011.

A/P Yuan Xuchuan is visiting RMI from 11 January to 1 March 2016. A/P Yuan, an Associate Professor at School of Economics and Management, 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.

A/P Mo Yalin is visiting RMI from 25 January to 17 July 2016. He is an Associate Professor at Guangxi University and the Vice Director of the Department of Public Finance at the Business School. He completed his PhD from the Economics School of Nankai University in 2011 and joined the Business School at Guangxi University. His research interests are public finance, government debts and budget, and income distribution. He teaches courses including public economics, public finance, management of state-owned capital, reform of system of public finance and taxation among others.

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Published quarterly by Risk Management Institute, NUS
Editor: Shivani Nakhare (rminsr@nus.edu.sg)