NEW FACES @ RMI

New Staff

Prof. Chen Kan, is jointly appointed as Professor (practice track) with RMI (starting 15 November 2019) and the Department of Mathematics. He has also been appointed as Deputy Director for Industry at RMI, strating 1 December 2019. He was a Portfolio Manager at Capstone (2015-2018) and WorldQuant (2013-2015) , trading systematic equity strategies. Before that he was an Executive Director at JP Mogran's global equity prop trading desk. While at JP Morgan, he managed the quantitative principal strategy (QPS) group running multiple strategies in global markets. He moved to CreditEase (Beijing) last year, managing CreditEase's capital market FoF business as well as developing quantitative strategies for trading Chinese equity market. Before moving to the financial industry, he was assistant/(tenured) associate professor in NUS in 1992-2006, teaching computational science and physics. He also held administrative positions in NUS as Acting Head/Deputy Head of the Department of Computational Science and Deputy Director of the Institute for Mathematical Sciences (a university-level institute). He got his BSc in Physics from University of Science and Technology of China in 1983 and his PhD in Physics from Ohio State University in 1988. He has published papers in top journals such as Nature and Physical Review Letters.

Li Ziyang joined RMI CRI as a Research Analyst starting 1 August 2019. Ziyang holds a Bachelor's Degree in Computer Engineering from Nanyang Technological University (NTU). He has worked on full-stack web development in Leancare Solutions, a local healthcare startup and as an intern in Autodesk Asia. He is also experienced in database design, data-centric programming and UX design. He is actively seeking new technologies in software design and delivery and he believes that containerization will fundamentally transform software engineering like virtualization did last decade and we in the industry should embrace that.

Ding Ju joined RMI CRI as a Research Analyst from 2 September 2019. Ju graduated from NUS with Master of Science in Quantitative Finance. She got her Bachelor’s Degree in Mathematics and Applied Mathematics from Zhejiang University.

Anthony Prayugo joined RMI CRI as a Research Analyst on 16 September 2019. Anthony has just graduated with a Master of Science degree in Quantitative Finance from NUS. Prior to this, he graduated with a Bachelor of Science (Hons) Degree in Applied Mathematics from NUS.

Yao Xuan joined RMI CRI as a Research Analyst starting from 23 September 2019. Yao Xuan is from China where she obtained her Bachelor’s Degree in finance from Tongji University. She is now pursuing PhD at Harbin Institute of Technology in School of Management, focusing on the area of risk management of derivatives markets.

Xu Yaxian joined RMI CRI on 1 October 2019 as a Research Fellow. Yaxian graduated with a PhD from the Department of Statistics and Applied Probability in NUS in 2018. Her research focuses on Sequential Monte Carlo and Markov chain Monte Carlo methods for Bayesian inference, with a focus on Bayesian filtering and smoothing, as well as parameter estimation for general state-space models. In addition, she is passionate about data science and artificial intelligence. Gaining insights from analysing real data and using them to make an impact on the world is what she would like to pursue in her career.

Leng Yueshuang joined RMI CRI as a Research Analyst starting from 1 October 2019. Yueshuang graduated with a Bachelor of Business Management from Nanjing Audit University and has recently completed her Master of Science (Statistics) Degree program at NUS.

Visitors

Prof. Yeh Jin-Huei is visiting RMI CRI as a Visiting Professor from 2 September 2019 to 1 September 2020. Prof. Yeh received his PhD in Economics from National Taiwan University. He was the chairperson of the Department of Finance at National Central University (NCU) and has been a visiting scholar at Booth School of Business, University of Chicago. His primary research interests focused around Econometric Theory and Applications, Empirical Asset Pricing, Risk Modelling and Management, Policy Design and Evaluation, Data Science for Intelligent Decision Making. Prof. Yeh has published academic works in major Journals such as Journal of Econometrics, Econometric Review, Journal of Banking and Finance, Journal of Forecasting, Review of Quantitative Finance and Accounting, Finance Research Letters; presented in invited, plenary, or named lectures/workshops; and he also served as a Guest Editor of a special issue of "Modern Financial Econometrics for Asian Financial Markets" for Econometrics. He has coordinated and participated in research projects founded by the Ministry of Science and Technology in Taiwan, the Ministry of Education, and the Chiang Ching-kuo Foundation.

Liu Bing-Yue is an Academic Visitor at RMI CRI starting from 30 September 2019. Bing-Yue completed his postdoctoral research in Management Science, School of Economics and Management at Beihang University. He obtained his PhD of Natural Science in Statistics at University of Science and Technology of China. His research interests include Copulas in Financial Econometrics, Financial Risk Management, and Energy and Commodity Finance. Currently, he focuses on the systemic risk measurement in energy and financial markets.