Eighteenth Annual Risk Management Conference
This international conference will provide a platform for policy makers, regulators, industry executives, and researchers from academia and industry to enhance their risk management techniques, explore the latest investment strategies and manage the fundamental regulatory changes in the financial sector. The conference begins with a half-day policy forum where the focus of talks will be on policy initiatives, regulatory changes and industry developments. The second half of the day of the conference is a scientific program where researchers will present on recent theoretical developments, analytical techniques and empirical findings in the field of risk management. A pre-conference workshop on Credit Portfolio Management is organized in collaboration with the International Association of Credit Portfolio Managers (IACPM).
Agenda
| Event | Please Click on the Date Below to Open the Agenda |
| Pre-Conference Workshop | 14 August 2025 |
| Eighteenth Annual Risk Management Conference | 15 August 2025 |
Keynote Speaker
Thomas J. Sargent
Professor of Economics, New York University
Senior Fellow, Hoover Institution, Stanford, CA
Nobel Laureate
Prof. Thomas J. Sargent
Professor of Economics, New York University
Senior Fellow, Hoover Institution, Stanford, CA
Nobel Laureate
Thomas J. Sargent, a macroeconomist, joined New York University as the first W.R. Berkley Professor in September 2002, a joint appointment by the Economics Department at NYU's Faculty of Arts and Sciences and the Stern School of Business. He was awarded the 2011 Nobel Prize in Economics, shared with Princeton University's Christopher Sims, for his empirical research on cause and effect in the macroeconomy.
Professor Sargent was a professor of economics at the University of Minnesota from 1975 to 1987, the David Rockefeller Professor at the University of Chicago from 1992 to 1998 and the Donald Lucas Professor of Economics at Stanford University from 1998 to 2002. He has been a senior fellow at the Hoover Institution since 1987.
Professor Sargent earned his Ph.D. from Harvard University in 1968 and was a first lieutenant and captain in the U.S. Army. He was a university medalist as Most Distinguished Scholar in the Class of 1964 and won the Nemmers Prize in Economics in 1997. Professor Sargent was elected a fellow of the National Academy of Sciences and a fellow of the American Academy of Arts and Sciences, both in 1983.
Professor Sargent is past president of the Econometric Society, the American Economic Association and the Society for Economic Dynamics.
Among his books are Rational Expectations and Econometric Practice, with Robert E. Lucas Jr., University of Minnesota Press, 1981; The Big Problem of Small Change, with Francois Velde, Princeton University Press, 2002; Recursive Macroeconomic Theory, with Lars Ljungqvist, MIT Press, 2004; and Robustness, with Lars Peter Hansen, Princeton University Press, 2008.
Plenary Speakers
Rama Cont
Professor of Mathematics and Chair of Mathematical Finance, University of Oxford;
Senior Research Fellow at the Institute for New Economic Thinking
Prof. Rama CONT
Professor of Mathematics and Chair of Mathematical Finance at the University of Oxford
Senior Research Fellow at the Institute for New Economic Thinking
Rama CONT is Professor of Mathematics and Chair of Mathematical Finance at the University of Oxford, and Senior Research Fellow at the Institute for New Economic Thinking.
His research focuses on stochastic analysis, mathematical modelling in finance, financial stability, mathematical foundations and financial applications of Machine Learning and computational methods in finance.
Cont has extensively collaborated with financial institutions and FinTechs and served as Scientific Advisor to central banks and international organizations.
He received the Louis Bachelier Prize from the French Academy of Sciences in 2010 and was elected SIAM Fellow in 2017 for « contributions to stochastic analysis and mathematical modelling in finance ». In 2017 he received the Royal Society Award for Excellence in Interdisciplinary Research for his work on systemic risk modelling.
Semi-Plenary Speakers
Zhan Shi
Associate Professor of Finance, PBC School of Finance, Tsinghua University
Prof. Zhan Shi
Assistant Professor of Finance, PBC School of Finance, Tsinghua University
Zhan Shi is currently an Associate Professor at PBC School of Finance, Tsinghua University. Zhan received his Ph.D. in Finance from The Pennsylvania State University in 2014. Before that, he earned his B.S. in Statistics from Fudan University in 2008. Before joining the PBCSF, he worked as a visiting assistant professor of finance at The Ohio State University. Zhan's research interests lie in fixed income, market microstructure, dynamic corporate finance, FinTech. His research has been published in leading finance journals, including Journal of Finance, Journal of Financial Economics, Review of Finance and Management Science. His works have won the WFA Cubist Systematic Strategies Ph.D. Candidate Award and the Outstanding Scientific Research Award issued by China's Ministry of Education.
Min Dai
Chair Professor of Applied Statistics and Financial Mathematics, Hong Kong Polytechnic University
Prof. Min Dai
Chair Professor of Applied Statistics and Financial Mathematics, Hong Kong Polytechnic University
Min Dai is Chair Professor in Applied Statistics and Financial Mathematics, Department of Applied Mathematics and School of Accounting and Finance, The Hong Kong Polytechnic University (PolyU). Prior to joining PolyU in 2021, he taught at National University of Singapore and Peking University after receiving his PhD degree from Fudan University in 2000. His research focuses on financial derivative pricing, portfolio selection with market imperfections, corporate finance, and financial technology. He published in peer-reviewed journals of different disciplines, such as the Journal of Econometrics, Journal of Economic Theory, Journal of Finance, Management Science, Mathematical Finance, Review of Financial Studies, and SIAM Journals. Currently he is a Co-editor of Digital Finance and serves in editorial boards of some academic journals, including Operations Research, Finance and Stochastics, Journal of Economic Dynamics and Control, SIAM Journal on Financial Mathematics, etc. He was invited to give talks at many conferences and workshops. Notably, he was a plenary speaker of the 12th World Congress of Bachelier Finance Society.
Nicolas Privault
Professor, School of Physical & Mathematical Sciences - Division of Mathematical Sciences, Nanyang Technological University
Prof. Nicolas Privault
Professor, School of Physical & Mathematical Sciences - Division of Mathematical Sciences, Nanyang Technological University
Nicolas Privault prior to joining NTU, Nicolas Privault had been teaching at the universities of Evry, La Rochelle, and Poitiers in France.
Nicolas Privault received his PhD in probability in 1994 from the Pierre and Marie Curie University, and is a Professor at the Nanyang Technological University. His research interests are in stochastic analysis, including stochastic inequalities, probability approximation, probabilistic methods for PDEs, and applications in finance and insurance.
Invited Speakers
Ying Chen
Assoc Professor
Mathematics, NUS
Ying Chen
Assoc Professor, Mathematics, NUS
Dr. Ying Chen is a financial statistician and data scientist. She develops statistical modelling and machine learning methods customized for nonstationary, high frequency and large dimensional complex data such as cryptocurrency, limit order book, and renewable energy. She also works on forecasting, citation analysis, quantum computing, text mining and sentiment analysis, and network analysis.
Dr. Chen is Associate Professor in Department of Mathematics, Academic Director of PhD Program in Digital FinTech in the Asian Institute of Digital Finance (1 July 2022 to 30 June 2024), and Joint Appointee in the Risk Management Institute (1 July 2019 to 30 June 2023), National University of Singapore. She also holds Joint Appointment in Department of Statistics and Data Science (1 January 2019 to 31 December 2023), and Courtesy Appointment in Department of Economics (April 1, 2018 to March 31, 2023) at the National University of Singapore. She is also Faculty member in NUS Graduate School for Integrative Sciences and Engineering since July 2016.
Dr. Chen is Associate Editor of 4 journals including Statistica Sinica (August 1, 2017 to July 31, 2020), Statistics and Its Interface, Digital Finance, and Journal of Operations Research and Decisions. She is ISI Elected Member since March 2016. She is Council Member of the International Statistical Institute for the period 2023 – 2027. She is Scientific Secretary (August 2017 to July 2019) and member of Executive Committee of the International Association for Statistical Computing (IASC) from July 2017 and Board of Director ordinary member of the Asian Regional Section (ARS) of IASC. She is regular member of the Advisory Board of Institute of Statistical Mathematics, Japan from 1 April 2018 to 31 March 2022.
Alvinder Singh
Deputy Director
Financial Technology and Innovation Group, MAS
José Ignacio Latorre
Director
Centre for Quantum Technologies, NUS
Jorden Seet
Head of Emerging Technologies Engineering, OCBC
Marcia Banks
Deputy Director
International Association of Credit Portfolio Managers (IACPM)
Shobhit AWASTHI
Partner
McKinsey & Company
Arvind Govindarajan
Partner
McKinsey & Company
Mohammed Rahim
Group Chief Data Officer
Standard Chartered Bank
Matthew See
Head of Credit Analytics Digital Solutions
DBS
For other enquiries, please contact:
Eighteenth Annual Risk Management Conference
Ms. Wang Mengting at wangmt@nus.edu.sg or 6601 1065
IACPM Pre-conference Workshop
Ms. Jaslin Chong at rmicsh@nus.edu.sg or 6516 8497