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NEWSLETTER
ISSUE 32 | August 2017
NEW FACES @ RMI

New Staff

Liu Yaxin joined RMI as a Research Analyst on 12 July 2017. Yaxin graduated from Nanyang Technological University (NTU) with a Bachelor of Science in Mathematics and Economics in 2017. She is interested in financial economics, and wants to explore topics related to credit risk management. In her spare time, she likes watching movies and traveling.

Zhang Jiayu joined RMI on 24 July 2017 as a Research Analyst. Jiayu has just graduated from National University of Singapore (NUS) in May 2017 with a Bachelor’s Degree in Industrial and Systems Engineering and Management. She has been an intern at RMI since September 2016.

Lei Ruoxuan joined RMI as a Research Analyst starting from 1 August 2017. Ruoxuan has recently obtained her Bachelor of Science in Statistics with highest distinction from NUS.

Sheng Shijie also joined RMI as a Research Analyst starting from 1 August 2017. Shijie has recently received his Master's Degree in Statistics from NUS. Before joining RMI as a full time staff, he was an intern for one year. In his spare time, he loves eating out, travelling, and hiking.

Visitors

Dr. Kannoo Ravindran visited RMI as a Lecturer for the Master of Science in Financial Engineering (MFE) program and the Double Degree Program (DDP) from 11 May to 30 July 2017. Dr. Ravindran selectively consults financial institutions (e.g. banks, insurance companies, pension funds etc.) globally on all aspects of derivatives trading, modeling, and risk-management (inclusive of pricing/development/hedging of guarantees embedded in insurance and investment products). In addition to this, he also lectures around the world on these topics and runs a private equity fund arbitraging mispriced assets, purchasing distressed, and isoteric assets.

Dr. Peng Xianhua visited RMI from 19 June to 28 July 2017. Dr. Peng is an Assistant Professor at the Department of Mathematics at Hong Kong University of Science and Technology since July 2010. He received his PhD degree in Operations Research at Columbia University in 2009, and before that, 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

A/P Xu Yuhong is visiting RMI from 1 to 31 August 2017. A/P Xu received his PhD from Shandong University in 2013, followed by a year of being post-doctorate fellow at Université de Brest, France. His research interests include several topics in the field of mathematical finance and economics, such as risk measurement under uncertainty, economic models with incomplete information, utility theory, game theory, and general equilibrium theory of two-price economy.

A/P Lin Jianwei is visiting RMI from 2 to 31 August 2017. He is an Associate Professor in the Department of Mathematics at Putian University in China. He received his Bachelor of Science in Mathematics from Fujian Normal University in 2002, a Master of Science in Mathematics from Huaqiao University in 2005, and a PhD in Mathematics and Applied Mathematics from Tongji University in 2009. His research interests are asset pricing, stochastic control, and credit risk modelling and management.

A/P Chen Nan visited RMI from 7 to 18 August 2017. He is an Associate Professor in the Department of Systems Engineering and Engineering Management at The Chinese University of Hong Kong. He is also the Deputy Director of Master of Science Program in Financial Engineering at The Chinese University of Hong Kong, Shenzhen. He received his PhD in Operations Research from Columbia University in 2006, and Master of Science and Bachelor of Science in Probability and Statistics from Peking University in 2001 and 1998 respectively. His research interests are quantitative methods in finance and risk management, Monte Carlo simulation, and applied probability.

Prof. Dr. Eric Nowak is visiting RMI’s Credit Research Initiative (CRI) from 11 August 2017 to 22 June 2018. Prof. Nowak is the Swiss Finance Institute (SFI) Professor at the University of Lugano (USI). His research was published in leading international outlets such as the Journal of Finance, The Journal of Business Venturing, and Business History. He studied at the University of St. Gallen (HSG), Bocconi, and Chicago. He holds a PhD in Finance from HSG. He was Rock Center for Corporate Governance Visiting Scholar at Stanford University and Swiss investigator for the EC Research Network Regional Comparative Advantage and Knowledge Based Entrepreneurship.

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