About Me

Img

My undergraduate

I was majoried in BSc Mathematics and Applied Mathematics in China University of Geosciences (Beijing). During my study, I was awarded with Academic Scholarship twice, Excellent Student Cadre, Three Good Attributes Student. I was also the President of the Young Volunteer Association. As a member of the tennis team, I helped our university got group 3rd place in the Beijing Universities Tennis Team Match, 2011, and group 3rd place in the Mercedes-Benz Universities Tennis Match in Beijing, 2012.

My MSc in UCL

I joined UCL in 2013 for my MSc. Financial Mathematics. Except attending the courses, I also joined the first Financial Mathematics Team Challenge in University of Cape Town. After the master study, I was awarded the MSc in Financial Mathematics Prize for the best overall performance. I was also granted with full scholarship by the Dean's Prize and the Teaching Assistantship for my PhD study.

My Current PhD

I am supervised by Dr. Andrea Macrina. Our research topics are on computational finance (Monte Carlo, numerical PDE methods, FT, AAD), counterparty risks and XVAs, mathematical methods for acturial sciences, and machine learning methods for financial applications. I am also a Teaching Assistant for BSc. Pure Mathematics, BSc. Mathematics with Economics, MSc. Financial Mathematics in UCL. The tutorials I have given are MATH1101 Analysis I, MATH1102 Analysis II, MATH1201 Algebra I, MATH1202 Algebra II, and MATHG05 Asset Pricing in Continuous Time.