Biography
I am an Associate Professor in the Department of Mathematics and Risk Management Institute (joint appointment), NUS. I got my PhD in Applied Mathematics from CMAP, Ecole Polytechnique. My thesis subject is Model Uncertainty in Finance and Second Order Backward Stochastic Differential Equations.

Interests
Second order backward stochastic differential equations (2BSDEs)
Stochastic control in finance and insurance
Valuation adjustments
Principal-Agent problems
Data analytics and information acquisition
Deep learning methods
Education
Ph.D. in Applied Mathematics Centre, 2012

Ecole Polytechnique

Paris Graduate School of Economics, Statistics and Finance, 2009

ENSAE

MSc. Mathematics for Insurance, Economics and Finance, 2009

University of Paris 9 Dauphine

Diplôme de Grande Ecole and Master’s Degree in Engineering, Ecole Polytechnique Specialized in Applied Mathematics and Economics, 2009

Ecole Polytechnique