HOME Recent Events RMI in the News ALUMNI
  Issue 8 | Archive  

August 2011

New Faces

Dr. Serena Tiong joined RMI as a Research Fellow. After receiving her Ph.D. in Actuarial Science from the University of Iowa in 2000, she worked for ten years in the financial industry in different areas including private banking, investment banking, risk management, insurance and pension portfolio advisory, and derivative structuring. Her research interests are pricing and hedging of financial guarantees in insurance policies, asset and liability management, and capital market solutions for insurance liabilities. She is an Associate and a Chartered Enterprise Risk Analyst from the Society of Actuaries.

Mr. Amit Kumar Sinha joined RMI as a Research Analyst with a degree in Electrical Engineering from Indian Institute of Technology and is expecting to complete his Master of Science in Financial Engineering this year. He has worked for General Electric, Numerix and CitiBank, before coming to Singapore for his Master's study. His hobbies include photography and cricket.

Mr. Kenneth Cheong is RMI's new manager for the Master of Science in Financial Engineering (MFE) program. He has over 6 years of experience in the private education industry, ranging from sales and marketing, program management/administration and business development. Some of the university partners Kenneth has worked with include the University of Western Australia, University of Bradford (UK), Grenoble Graduate School of Business (France) for courses at the Bachelor, Postgraduate and Doctoral levels.

Dr. Lin Juan joined RMI as Research Fellow after obtaining her Ph.D. degree in Economics from Beijing Normal University. Her research areas include econometrics, nonparametric statistics and international finance. Dr. Lin earned her bachelor's and master's degree in Economics from Beijing Normal University in 2002 and 2005 respectively.

Visitors

Prof. Masaaki Kijima is a Professor of Finance at Graduate School of Social Sciences, Tokyo Metropolitan University. He received his Ph.D. from the Simon Business School, University of Rochester in 1986. Since then, he has held multiple professorships with the leading economics and mathematical departments, including Tokyo Institute of Technology and Kyoto University. He has written more than 95 academic papers and authored two books to international acclaim. He serves as a council member of Bachelier Finance Society and an associate editor of Journal of Economic Dynamics and Control. He visited RMI from 25 April to 6 May 2011 and conducted a session in one of RMI's Research Workshop Series.

Throughout Prof. George M. von Furstenberg's career, work at various U.S. government agencies such as the President's Council of Economic Advisers (Senior Economist, 1973-76), Department of State (1989-90), IFIs (IMF, Research Department, Division Chief, 1978-83), and the National Science Foundation (Economics-Program Director, 2006-2008) has alternated with his academic pursuits. As a Professor of Economics at Indiana University since 1983, emeritus as of 2006, he remains active in both teaching and research and continues to be listed in Who's Who in the World. His current work attempts to evaluate U.S. responses to the 2007-2009 financial crisis. In this connection, he is investigating whether it is effective for greater self-insurance of financial institutions to issue contingent capital, specifically "Cocos" which convert to common equity automatically when minimum capital ratios have been breached. He visited RMI from 20 May to 5 June 2011.

Dr. Baeho Kim is an Assistant Professor of Finance at Korea University Business School. He completed his Ph.D. in the Department of Management Science and Engineering at Stanford University. He received his master's degree in Stanford's Financial Mathematics Program. He graduated from Pohang University of Science and Technology in South Korea with a double major in Industrial & Management Engineering and Computer Science & Engineering. His research interests include measuring and managing financial risk with quantitative modeling and computational techniques. This is Dr. Kim's second visit to RMI and he stayed from 6 July to 5 August 2011.

Back To Newsletter

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