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Professional Experience
Sep 2016-: Liu Family Professor of Financial Engineering, Department of Industrial Engineering and Operations Research, Columbia University, The United States of America
Sep 2007-Aug 2016: Nomura Professor of Mathematical Finance, Mathematical Institute and Nomura Centre for Mathematical Finance, The University of Oxford, The United Kingdom
Aug 2006-Oct 2014: Chair Professor and Choh-Ming Li Professor of Financial Engineering, Department of Systems Engineering and Engineering Management, Faculty of Engineering, The Chinese University of Hong Kong, Hong Kong
Jan 2002- Jul 2005: Professor, Department of Systems Engineering and Engineering Management, Faculty of Engineering, The Chinese University of Hong Kong, Hong Kong
Jan 1996- Dec 2001: Associate Professor, Department of Systems Engineering and Engineering Management, Faculty of Engineering, The Chinese University of Hong Kong, Hong Kong
Aug 1993- Dec 1995: Assistant Professor, Department of Systems Engineering and Engineering Management, Faculty of Engineering, The Chinese University of Hong Kong, Hong Kong
May 1991- Aug 1993: Postdoctoral Fellow, Faculty of Management, University of Toronto, Canada
Oct 1989- Apr 1991: Postdoctoral Fellow, Department of Mathematics, Kobe University, Japan
Sep 1984- Sep 1989: Teaching Assistant and Research Assistant, Institute of Mathematics, Fudan University, China
Feb 1989- May 1989: Visiting Researcher, Beijing Information & Control Institute, Beijing, China
Sep 1987- Jul 1988: Visiting Student, Department of Mathematics, Keio University, Japan