Dr. Ng Kah Hwa is the Executive Director of Quant Management Consulting (Shanghai) Ltd and the Managing Partner of Financial Engineering and Risk Management Solutions LLP (FEnRM) in Singapore. He is also the Special Appointment Senior Research Fellow at the Research Center of Financial Engineering at Shanghai Jiao Tong University. Previously he was the Senior Vice President at DBS Bank in-charge of Financial Engineering Unit, Structuring Structured Products and Asset Securitization. He has also worked at JP Morgan in Investment Banking and OCBC in Treasury and Foreign Exchange Trading. Dr Ng has served as a Council Member of the Academic Advisory Council, of the Professional Risk Managers International Association (PRMIA) and was a member of the Fitch Academic Advisory Board.
In 1999-2008, Dr. Ng was at the National University of Singapore, as Associate Professor in Finance at the NUS Business School, the Director of NUS Centre for Financial Engineering and the Director of the MSc Financial Engineering Program. He was also a Director at the NUS Risk Management Institute. He has also served as the Program Director of the BSc Quantitative Finance program at the NUS Department of Mathematics. He has also worked at the Nanyang Technological University (NTU) and served as the Head of the Division of Banking and Finance and the Division of Actuarial Science and Insurance. He has taught undergraduate and graduate financial engineering, finance and banking courses at both NTU and NUS.
Dr. Ng has extensive experience in risk management, derivatives and structured products, and worked with numerous renowned financial institutions in treasury, investment banking and capital markets. He has provided training in risk management and structured products to financial institutions and central bank. He is also a consultant to numerous financial institutions and companies on financial risk management and quantitative investment management.
Dr. Ng has a Ph.D. in Finance at Columbia Business School in New York, Master in International Business at Sophia University, Tokyo and BSc Honours degree in Mathematics from the National University of Singapore.
Dr. Daehwan Kim received PhD in Economics from Harvard University in 2000. Dr. Kim worked as Financial Economist for FOLIOfn, Inc., a Vienna, Virginia-based brokerage specialized in portfolio trading, and as Senior Portfolio Manager for First Private Investment Management, a quantitative asset management firm based in Frankfurt, Germany. Currently, Dr. Kim is a professor of economics at Konkuk University, Seoul, Korea. His current appointment also includes an Academic Adviser at First Private and a Director at Maunakai Capital Partners, a Hong Kong-based asset manager. Dr. Kim is the author of Quantitative Equity Portfolio Management (New York: McGraw Hill, 2006), which he co-authored with Professor Ludwig Chincarini at the University of San Francisco.
Dr. Ernie Chan is the Managing Member of QTS Capital Management, LLC., a commodity pool operator. Ernie has worked for various investment banks (Morgan Stanley, Credit Suisse, Maple) and hedge funds (Mapleridge, Millennium Partners, MANE) since 1997. He received his Ph.D. in physics from Cornell University and was a member of IBM’s Human Language Technologies group before joining the financial industry. He was a co-founder and principal of EXP Capital Management, LLC., a Chicago-based investment firm. He is also the author of “Quantitative Trading: How to Build Your Own Algorithmic Trading Business” and “Algorithmic Trading: Winning Strategies and Their Rationale”.
Dr. Haksun Li is the CEO of Numerical Method Inc., an algorithmic trading research and analytic consulting company, which serves brokerage houses and funds all over the world, multinational corporations, very high net worth individuals and gambling groups. Prior to this, Dr. Li was a quantitative trader/quantitative analyst with multiple investment banks. He has worked in New York, London, Tokyo, Singapore and Hong Kong. Dr. Li has a B.S. and M.S. in Pure and Financial Mathematics from the University of Chicago, an M.S. and a Ph.D. in Computer Science & Engineering from the University of Michigan, Ann Arbor. Dr. Haksun Li is/was an adjunct professor with multiple universities. He has taught at the National University of Singapore (Mathematics), Nanyang Technological University (Business School), Fu Dan University (Economics), as well as Hong Kong University of Science and Technology (Mathematics).
Dr. Wei Zhen most recently held a senior Investment Strategist role in Bank of America Merrill Lynch (Hong Kong), where he advised world’s largest asset managers on macro, fundamental and quantitative equity investment strategies. Prior to joining Merrill Lynch, Zhen was a Fixed Income Strategist at Nomura International (HK) and Lehman Brothers (Asia), covering cross-asset products and strategies for Asia Pacific clients. Zhen received his Ph.D. degree in Statistics and Masters of Science degree in Financial Mathematics from Stanford University, California. He graduated from Peking University, China, with a Bachelor’s degree in Statistics and a minor in Computer Science.
Dr. Kevin Sun is a seasoned statistician who specializes in applying statistical methods to finance. Kevin was a quantitative analyst at an investment bank, where he created mathematical models for quantitative trading. Kevin has a B.S. and a M.S. in pure mathematics from the University of New South Wales, a M.S. in financial mathematics and a Ph.D. in statistics from Stanford University.
Ramesh Kadambi is a Vice President at Sumitomo Capital Markets as a Senior Quant Developer. Ramesh has worked in the financial industry since 1994. He began his career at Cooper Neff Technologies as a Mathematical Programmer, and then moved on to BNP Paribas, NASDAQ, Union Bank of Switzerland, Pipeline Trading and Citadel Securities. Ramesh has worked in various technical areas of the financial industry. Along the way Ramesh has implemented systems ranging from back office to High Frequency/Low Latency front office trading. Ramesh interests include design patterns, High Frequency Trading (HFT), application of GPUs to HFT, quantitative libraries and back testing frameworks. Ramesh received Masters degrees in the fields of Financial Mathematics (University of Chicago), Computer Science and Mechanical Engineering (Villanova University).
Dr. Ken Yiu is an expert in software design and architecture. He is the chief architect of SuanShu and AlgoQuant. Ken worked at an investment bank, where he led a team to design and build an automatic trading system for high frequency trading. Ken has a B.Eng., and M.Phil., and a Ph.D. in Computer Science and Engineering from the Hong Kong University of Science and Technology.
Dr. Ding Hao is a statistician whose interests lie in time series modeling and forecasting. He received his B.S. degree in Mathematics from TsingHua University, Beijing and his Ph.D degree in Financial Engineering from the Chinese University of Hong Kong.