I was a current Postdoctoral Fellow in Actuarial Science under the supervision of Professors Alexander Schied and Ruodu Wang. I completed my Doctoral degree in Actuarial Science from the University of Waterloo in 2024. Prior to this experience, I obtained a Bachelor’s degree in Actuarial Science from the University of Hong Kong in 2017. Then I received a Master's degree in Actuarial Science from the University of Waterloo in 2019. My research interest is in the quantification of the degree of roughness of stochastic processes, with a particular focus on the rough stochastic volatility models
