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NEWSLETTER
ISSUE 36 | August 2018
FEATURE

RMI Hosts the Twelfth Annual Risk Management Conference

On 26 July 2018, RMI hosted the twelfth instalment of its Annual Risk Management Conference at the Conrad Centennial Singapore. This year, the flagship annual risk management conference focused on current topics such as FinTech, bitcoin, and cryptocurrencies among other policy initiatives, regulatory changes, and industry developments. In addition to this, the conference also featured presentations on recent scientific developments, analytical techniques, and empirical findings in the field of risk management. More than 150 delegates from the industry, academia, and regulation were in attendance at the conference.

RMI’s Director and Class of ’62 Professor of Mathematics, Prof. Steven Kou, kick-started the conference proceedings with his brief welcome remarks for the audience and speakers. The one-day conference featured two plenary talks, a talk on FinTech, two panel discussions, and six scientific paper presentations and their discussions. The day’s events began with the first plenary talk by Prof. Rod Garratt, Maxwell C. and Mary Pellish Chair, Professor of Economics, University of California Santa Barbara. Prof. Garratt talked about “Cash, Cryptocurrencies, and Digital Payments.” During his talk, he examined the special role new forms of privately or central-bank issued cryptocurrencies could play in the fast evolving world of money and payments. “Central banks will, at some point, need to respond to the disappearance of cash,” noted Prof. Garratt in his concluding remarks.

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EVENT BRIEFINGS

RMI Organizes Two Public Training Courses in May and June

In the months of May and June, RMI hosted two of its long standing open enrolment training programs. On 25 May 2018 RMI welcomed the second cohort of participants of this year to join its Financial Risk Manager (FRM®) Certification Training Program. This program helps prepare professionals from the financial industry for the rigorous examinations in order to obtain the FRM® certification. RMI has successfully conducted this Program since 2013 and prepared over 230 participants for the examination that takes place twice a year in May and November. The certification is globally recognized and administered by the Global Association of Risk Professionals (GARP).

With rapid and consequential changes happening in the financial services industry globally, professionals in related fields are seeing the growing need to demonstrate a globally standardized level of up-to-date industry knowledge, which is the foundation of the two-part practice-oriented FRM® examination with 100 and 80 multiple choice questions respectively. Given this, the training course at RMI follows the FRM® curriculum closely and provides the certification training program in two parts with a total of four modules. Participants can choose from the complete course or individual modules that best fit their needs and schedule. Registration for Module 4 is still open. More information on the program and the registration link can be found at:
https://rmi.nus.edu.sg/training/certification-programs.html

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IN FOCUS

In Focus: MFE Alumni Interview

For this issue of the newsletter we asked Mr. Jiaming Chen, a graduate of NUS Master of Science in Financial Engineering (MFE) Program, some questions relating to his experience with the NUS MFE, career advice in financial services industry, and more.

Mr. Chen is a finance professional with eight years of working experience in Market Risk. Currently he is the regional risk manager at DRW Singapore Pte Ltd, a proprietary trading firm that trades financial instruments in the U.S. and internationally, including fixed income, energy, agricultural and equity index futures and options. Previously, he has worked as a regional risk and middle office manager for another proprietary trading group and an analyst at a global commodities house and a global investment bank.

Why did you choose the RMI’s MFE program? And what was the best part about the course?

As I had graduated previously with a Bachelor's Degree in Mathematics, Economics and Actuarial Science, a course that was quantitative and related to finance was a natural choice. After attending a couple of presentations from RMI and speaking to some of the lecturers there, I chose RMI's MFE program for its reputation, teaching quality, and broad, yet practical curriculum. This combined the best of both worlds - hearing from active practitioners and having the right amount of theoretical depth to understand concepts. The best part about the course was the collective learning experience from my peers - while the lectures were very comprehensive themselves and the homework sets challenging, the after-class discussions were perhaps the liveliest and has led to many friendships over the years.

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NEW FACES @ RMI

New Staff

Nithi Sopitpongstorn joined RMI on 26 April 2018 as a Research Associate with the CRI Team. Nithi is a final year PhD student at Monash University, Australia. He specializes in the application of econometrics in credit risk modelling. The data-driven semiparametric and nonparametric estimation approach is his main research interest. His recent research involves developing nonparametric regressions for recovery rate modelling.

Visitors

Wan Runqing is visiting RMI from 10 May 2018 to 9 May 2019. Runqing is currently a PhD student in Finance at ESSEC Business School. His main research interests are empirical asset pricing and Bayesian econometrics. His current research projects use sequential Monte Carlo methods to study return predictability.

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SNAPSHOTS

MFE Graduation Dinner
13 July 2018

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RMI Research Seminar
23 July 2018

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RMI Research Seminar
3 August 2018

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EVENTS

1 October 2018 to 15 March 2019
Application for the Master of Science in Financial Engineering Program - August 2019 Intake
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11 October to 17 November 2018
NUS RMI Specialist Diploma in Operational Risk Management
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25 & 26 October 2018
NUS RMI Enterprise Wide Risk Management Workshop
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5 January to 4 May 2019
Financial Risk Manager (FRM®) Certification Training Program
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Published quarterly by Risk Management Institute, NUS
Editor: Shivani Nakhare (rminsr@nus.edu.sg)