EDUCATION
2003 PhD, Statistics, Stanford University, Stanford, CA
“Estimating the Term Structure of Credit Spreads: Callable Corporate Debt”
Advisor: Darrell Duffie, Graduate School of Business
1999 M.A. in Mathematics of Finance, Columbia University, New York, NY
1998 Diploma (5-year program) in Mathematics, University of Kiel, Germany
1997 Prediploma (2-year program) in Economics, University of Kiel, Germany
POSITIONS HELD
2016- Professor in Finance, Research School of Finance, Actuarial Studies and Statistics, Australian National University
2018-20 Head of Finance, Research, Research School of Finance, Actuarial Studies and Statistics, Australian National University
2017-18 Deputy Director, Research, Research School of Finance, Actuarial Studies and Statistics, Australian National University
2015-16 Adjunct Associate Professor of Finance, Research School of Finance, Actuarial Studies and Statistics, Australian National University
2013-16 Associate Professor of Finance, Poole College of Management, NC State University
2005-13 Assistant Professor of Finance, Tepper School of Business, Carnegie Mellon University. Promoted to Associate Professor (w/o tenure) in 2013
2003-05 Assistant Professor, School of Operations Research and Industrial Engineering, Cornell University
SUPERVISION
Post-docs Ilya Dergunov (current), Yichao Zhu (now Senior Lecturer at ANU), Honglin Yu (now at Google)
PhD students Yue Wang (ANU, current), Isaac Pan (ANU, committee member), Anastasiya Ostrovnaya (Carnegie Mellon), Iulian Obreja (Carnegie Mellon, committee member), Alexander Gill (NC State, committee member), Anatoli Karolik (Carnegie Mellon, Committee member), ChoongOh Kang (Cornell, committee member)
Honours Bevan Rossjohn (ANU, nominated for University Medal)
2020- Editorial Board, Schmalenbach Journal of Business Research
2020-21 Associate Editor, Journal of Empirical Finance
2020-21 Associate Editor, Journal of Credit Risk
2016-18 Associate Editor, Financial Review