Associate Professor

Department of Mathematics and RMI, National University of Singapore (NUS)

Jul 2021 – Present Singapore

Associate Professor

Department of Mathematics, City University of Hong Kong (CityU)

Dec 2020 – Jul 2021 Hong Kong

Affiliated Researcher

Institute of Operations Research and Analytics (IORA), NUS

Aug 2017 – Present Singapore

Assistant Professor

Department of Mathematics, National University of Singapore (NUS)

May 2013 – Dec 2020 Singapore

Affiliated Researcher

Centre for Quantitative Finance, Faculty of Science, NUS

May 2013 – Present Singapore

Temporary teaching and research position

University of Maine

Jan 2013 – Apr 2013 Le Mans, France

Equity Derivative Quant Analyst Intern

Crédit Agricole CIB (CALYON)

Jun 2010 – Sep 2010 Paris, France
Monte Carlo Method for Multi-underlying Options Pricing with Uncertain Volatility Model.

Awards & Research Grants

Project title: “Nonstandard BSDEs in Mathematical Finance: Theory, Application, Numerical Methods”

PI, Academic Research Fund (AcRF) Tier 2 grant

Project title: “Quantitative Finance with constraints and frictions”

PI, Academic Research Fund (AcRF) Tier 1 grant

Project title: “Principal Agent models for Electricity”

PI, Merlion Programme grant

Teaching Excellence Award

Project title: “Fast Characterization of Ocular Stiffness In Vivo for Improved Glaucoma Diagnosis”

Co-PI, NUS Cross Faculty grant

Project title: “Mathematical treatments of some problems in quantitative finance”

PI, Academic Research Fund (AcRF) Tier 1 grant,

Project title: “Stochastic Analysis And Financial Models With Uncertainty: Theory And Numerical Method”

PI, NUS Startup Grant