I am an Associate Professor in the Department of Mathematics, University of Connecticut, Storrs, CT. I joined the faculty of actuarial program in August 2014. My research interests fall within the interdisciplinary areas of actuarial science and data science.
During the period from April 2008 to April 2014, I worked in the Global Variable Annuity Hedging Department at Manulife Financial, an international life insurance company headquartered in Toronto, Canada. In this job, my main responsibility was to improve, explore, and implement mathematical models to support the global hedging programs of Manulife Financial. Prior to this, I worked for a hedge fund for about one year at Oakville, Ontario, Canada.
I enjoy doing research and teaching students. While working in the industry, I published two books on teaching clustering algorithms and mathematical finance to students and practitioners.