Education
- PhD (Financial Mathematics), University of South Australia, 2021
- Thesis: Exchange Options under Stochastic Volatility and Jump-Diffusion (SVJD) Dynamics (supervised by Gerald H. L. Cheang, Anatoli Torokhti, and John van der Hoek) [URL]
Master of Applied Mathematics (major in Mathematical Finance), Ateneo de Manila University, 2015
BSc in Applied Mathematics (major in Mathematical Finance), Ateneo de Manila University, 2014
- BA (major in Economics), Ateneo de Manila University, 2014
Work Experience
Full-Time Appointments
(Apr 2023 to present) Lecturer, University of Technology Sydney, School of Mathematical and Physical Sciences (Sydney, Australia)
(Sep 2021 to Mar 2023) Senior Research Associate, University of New South Wales, ARC Centre of Excellence in Population Ageing Research (Sydney, Australia)
(Jan 2021 to Aug 2021) Research Assistant, University of South Australia, UniSA STEM (Adelaide, Australia)
(Jun 2015 to Jul 2018) Instructor, Ateneo de Manila University, Department of Mathematics (Quezon City, Philippines)
Part-Time Appointments
(Dec 2019 to Apr 2021) Tutor, University of South Australia, UniSA Online (Adelaide, Australia)
(Feb 2019 to Dec 2020) Tutor and Practical Supervisor, University of South Australia, UniSA STEM (Adelaide, Australia)
(Aug 2015 to Dec 2017) Affiliated Faculty Member, Ateneo de Manila University, Department of Economics (Quezon City, Philippines)
Research Visits
(21 Apr to 25 May 2024) Universite Libre de Bruxelles, Department of Mathematics (Brussels, Belgium)
(7 to 11 May 2024) Ulm University, Institute of Insurance Studies (Ulm, Germany)
(19 Sep to 6 Oct 2023) Monash University, Department of Econometrics and Business Statistics (Melbourne, Australia)
(10 to 11 Jul 2023) Oxford University, Oxford Man Institute of Quantitative Finance (Oxford, UK)
(27 to 30 Jun 2023) University College London, Department of Mathematics (London, UK)
(10 Oct to 19 Nov 2022) Universite Libre de Bruxelles, Department of Mathematics (Brussels, Belgium)
- Includes short visits to KU Leuven, Faculty of Economics and Business; University of Amsterdam, Research Centre for Longevity Risk; UC Louvain, Institute of Statistics, Biostatistics, and Actuarial Sciences
The research visits from 2022 to 2024 were generously supported by the ARC Centre of Excellence in Population Ageing Research HDR Student and ECR Fellow Travel Scheme and the UTS School of Mathematical and Physical Sciences Start-Up Funding.
Other Experience (Highlights)
Academic and University Service
(Apr 2023 to Present) Program Director for Postgraduate Quantitative Finance Courses, Faculty of Science, University of Technology Sydney (Sydney, Australia)
(Apr 2023 to Present) Member of the School Teaching and Learning Advisory Committee, School of Mathematical and Physical Sciences, University of Technology Sydney (Sydney, Australia)
(Nov 2021 to Mar 2023) Stream Co-Coordinator, Stream 4: Sustainable Wellbeing in Later Life, ARC Centre of Excellence in Population Ageing Research (CEPAR), University of New South Wales (Sydney, Australia)
(Nov 2021 to Mar 2023) Member of the School Research Committee, School of Risk and Actuarial Studies, University of New South Wales (Sydney, Australia)
(Apr 2017 to Jul 2018) Program Adviser, Bachelor of Science in Applied Mathematics with Specialization in Mathematical Finance, Ateneo de Manila University (Quezon City, Philippines)
Event Organization
(Dec 2022) Special Session Coordinator: Equity, Diversity, and Inclusion in Mathematics (with Matt Mack), 66th Annual Meeting of the Australian Mathematical Society, University of New South Wales (Sydney, Australia)
(Jan 2018) National Stage Coordinator, 20th Philippine Mathematical Olympiad, Mathematical Society of the Philippines
(May 2017) Local Organizing Committee Member, Workshop on Modern Trends in Mathematical Crystallography (MathCryst Manila 2017), International Union of Crystallography and Ateneo de Manila University (Quezon City, Philippines)
(Oct 2016) Local Organizing Committee Member, Summer School on Applied Mathematics and Scientific Computing, IWR-Heidelberg University and Ateneo de Manila University (Quezon City, Philippines)
Editorships
- Guest Editor, Mathematics Special Issue: Stochastic Analysis and Applications in Financial Mathematics (with Gerald H. L. Cheang)
Peer-Review
Journals: Insurance: Mathematics and Economics, ASTIN Bulletin, Journal of Computational and Applied Mathematics, Decisions in Economics and Finance, Journal of Futures Markets, International Journal of Finance and Economics, The Australian and New Zealand Industrial and Applied Mathematics (ANZIAM) Journal, Financial Innovation, Mathematics (MDPI), Risks (MDPI), Fractal and Fractional
Conferences: MODSIM 2021