SNAPSHOTS

NUS RMI Customized Program for China Export Credit Insurance Company

12 to 17 May 2019

It was the first collaboration between NUS RMI and China Export Credit Insurance Company on the latter’s overseas training program. The program, which engaged both NUS faculty members and industry practitioners to teach, covered topics such as country risk and rating, financial innovation, and Singapore’s role in the region’s economy.

Leveraging its expertise in financial risk management, RMI offers a wide range of certification training programs as well as in-house training programs. RMI customizes training courses to meet the unique needs of clients in the financial sector, regulatory agencies as well as visiting MBA students from foreign universities.

MFE Commencement and Graduation Dinner

18 and 19 July 2019

On 18 July 2019, the Master of Science in Financial Engineering (MFE) graduates of 2019 received their degrees at the ceremony of NUS Commencement 2019 at the University Cultural Centre. This year’s 93 MFE graduates consisted of a mix of local and international, part-time and full-time students, who joined the proud network of over 1200 MFE alumni that currently hold various positions across the financial industry both locally and internationally.

Following the Commencement, RMI hosted a graduation Dinner on 19 July for about 60 MFE graduates and guests at The University Club, as well as faculty and staff. Over the delectable buffet, they talked fondly about their MFE journey, shared memories, and future opportunities.

IMS Program on Quantitative Finance Workshop 1: Stochastic Control in Finance

22 to 26 July 2019

Between 22 to 26 July 2019, NUS Institute for Mathematical Sciences (IMS) hosted first of the three workshops as part of their Program on Quantitative Finance on Stochastic Control in Finance, in collaboration with RMI.

During the workshop, researchers from universities such as Boston University, Dublin City University, NUS, Renmin University of China, Soochow University, The Hong Kong Polytechnic University, Université Paris-Dauphine, University of Southern California, University of Georgia, University of Waterloo, Washington University at St. Louis, among a few other global universities. The speakers at the Workshop showcased their latest projects on various topics related to stochastic control in finance including, intraday market making, optimal investment, portfolio rebalancing, optimal dynamic risk sharing, asset process in segmented and integrated markets, bitcoin mining, dynamic investment and financing, pairs trading, optimal auction duration and many others.

The workshop was intended for researchers and practitioners working in the specific areas to congregate, share ideas, exchange knowledge, and together make progress in new research directions.