HOME Recent Events RMI in the News ALUMNI
  Issue 22 | Archive February 2015

New Staff

Tao Ran joined RMI as a Research Analyst on 15 December 2014. Having received his bachelor’s degree from the Department of Information Technology at Xiamen University, he has recently completed his Master of Science in Quantitative Finance degree from NUS. His interests lie in quantitative finance, including pricing of derivatives and strategies of designing products. During his free time, he enjoys playing basketball and swimming. In addition, he has the ability of programming under different software environment.

Dr. Ashay Kadam joined RMI as Senior Research Fellow on 30 January 2015. He received his PhD from New York University in Statistics and Operations Research. He has publications in various reputed journals such as the Journal of Banking and Finance, Mathematics of Operations Research, Journal of Credit Risk, and MIT Sloan Management Review. Prior to RMI, he has been in academia for over a decade, first at University of Michigan, Ann Arbor and then at City University, London. His research interests are in portfolio credit risk measurement and credit derivatives pricing.

Dr. Xu Jing joined RMI as Research Fellow on 4 February 2015. He completed his undergraduate study in Peking University in China. During the first two years, he studied public law in the law school, before transferring to the maths department and graduating with a BSc in Applied Mathematics. He obtained his PhD in Mathematics from NUS. His personal experience makes him particularly interested in the conjunction of quantitative methods and social sciences. Specifically, his research interests include volatility and term structure modelling, mutual funds, financial derivative and regulation, and applied econometrics in the social science.

Jaidev Pillarsetti joined the RMI-CRI team as a Research Analyst on 10 February 2015. He graduated from NUS in 2010 with a Bachelor of Computing degree in Computer Engineering. He has since worked in the Internet services industry and the urban surveillance vertical. Jaidev enjoys working with web frameworks, databases, server performance and is passionate about working across the entire technology stack. In his free time, Jaidev loves working out, travelling, old/foreign movies and classical music.


Dr. Lin Jianwei is visiting RMI as a Research Fellow from 2 January to 6 July 2015. Dr. Lin is an Associate Professor in the Department of Mathematics at Putian University in China. He received his B.S.E. in Mathematics from Fujian Normal University in 2002, M.S. in Mathematics from Huaqiao University in 2005 and PhD in Mathematics and Applied Mathematics from Tongji University in 2009. His research interests are mainly focused on asset pricing, stochastic control, and credit risk modelling and management.

Prof. Dr. Stefan Weber visited RMI from 7 to 13 January 2015. He has been a full Professor at the Institute of Probability and Statistics, Leibniz Universität Hannover since July 2009. He holds a PhD in Mathematics from Humboldt-Universität zu Berlin, M.A. in Economics from European University Institute, Firenze and a Diploma in Mathematics from Universität Hannover. His research interests focus on applied probability theory, mathematical finance, and insurance mathematics, in risk management and risk measures, Monte Carlo methods, credit risk, optimal portfolio choice, behavioural finance and market-consistent valuation.

Back To Newsletter

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