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  Issue 29 | Archive November 2016

New Faces @ RMI

New Staff

Zhu Chunyang who recently completed his Master’s Degree in Quantitative Finance from National University of Singapore (NUS) joined RMI as a Research Analyst on 15 August 2016. Prior to this, he obtained his Bachelor of Science Degree in Financial Engineering from Nanjing University. His research interests include credit risk management, financial modelling, and portfolio strategies among others. In his spare time, he likes swimming, playing basketball, and going on outdoor adventures

Chen Yuanyuan joined RMI as a Research Fellow on 1 September 2016. Dr. Chen has recently completed her PhD in Systems Engineering and Engineering Management from the Chinese University of Hong Kong. Previously, she received her Bachelor of Science Degree in Mathematics and Applied Mathematics from the University of Science and Technology of China in 2011. Her primary research interests include the application of mathematical methods to the investment or regulatory problems in the financial market. She is also interested in the margin calculation problem and the hidden liquidity in the order-driven market.

Feng Chao joined RMI on 1 September 2016 as a Research Associate. Prior to joining RMI, he was a Physical Design Senior Engineer at Mediatek Singapore, in charge of top level chip implementation. He graduated with a Bachelor of Science Degree in Microelectronics in 2007 and a Master’s Degree in Computer Architecture in 2010 from Peking University. Currently, he is also pursuing a second Master’s Degree in Quantitative Finance from NUS. His hobbies include movies, reading, and sports like football, table tennis, and jogging.

Zhang Chengxi joined RMI as a Research Assistant starting 28 September 2016. Chengxi is currently pursuing his Master’s Degree in Quantitative Finance at NUS. He received his Bachelor of Science Degree in Mathematics and Applied Mathematics from Sichuan University in 2015. His hobbies include playing football, jogging, and travelling.

Wu Chen joined RMI on 10 October 2016 as a Research Assistant. Wu Chen recently completed his Master of Science Degree in Quantitative Finance from NUS. In 2015, he also completed Bachelor of Science in Management Science and Engineering from Xiamen University. He is interested in quantitative finance and optimization and statistics, especially the intersection of these fields. In his spare time, he enjoys jogging and reading novels.

Visitors

Prof. Dr. Paul Embrechts is visiting RMI from 2 November to 9 December 2016 under the NUS-RMI Professorship in Risk Management. Prof. Embrechts is Professor of Mathematics at the ETH Zurich specializing in actuarial mathematics and quantitative risk management. Previously he held academic positions at the Universities of Leuven, Limburg, and Imperial College, London. Prof. Embrechts has held visiting professorships at numerous universities and has an Honorary Doctorate from the University of Waterloo, the Heriot-Watt University, Edinburgh, and the Université Catholique de Louvain. He belongs to various national and international research and academic advisory committees. He is an Elected Fellow of the Institute of Mathematical Statistics and the American Statistical Association, Honorary Fellow of the Institute and the Faculty of Actuaries, UK, and Institut des Actuaires, France and Member Honoris Causa of the Belgian Institute of Actuaries.

He co-authored books such as Modelling of Extremal Events for Insurance and Finance, Springer, 1997, and Quantitative Risk Management: Concepts, Techniques and Tools, Princeton University Press, 2005 and 2015. Prof. Embrechts also consults on issues in quantitative risk management for financial institutions, insurance companies, and international regulatory authorities.

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