Dr. David X. LeeAdvisor
Dr. Lee is one of the early pioneers of international credit derivatives. He was the head of risk management methods and analytics at Prudential Financial in the United States from March 2016 to February 2016. In February 2012 to February 2016, at the American International Group (AIG) Asset Management Corporation As the analysis of the department head, senior director of the manager. Dr. Lee is the Chief Risk Officer (CRO) and Managing Director of the China International Finance Corporation (CICC) from June 2008 to January 2012, responsible for the work of the Risk Management Group, the Quantitative Analysis Group and the New Product Group. Dr. Lee was the head of the Global Department of Quantitative Derivatives Research and Research at Citigroup and Barclays Capital from October 2001 to April 2008, respectively. From March 2000 to October 2001, he was Vice President of Risk Management at AXA Financial. From January 1999 to March 2000, he was a Partner of Risk Management (RMG). From May 1995 to December 1999, he was Senior Analyst / Manager / Senior Manager and Executive Manager of the Royal Bank's Risk Management Department (RBC) and the Risk Management and Financial Products Division of the Canadian Imperial Commercial Bank (CIBC), respectively.
Dr. Lee holds a Ph.D. in statistics from the University of Waterloo, Canada, an MBA degree, a master's degree in business administration from the University of Laval in Canada, a master's degree in economics from Nankai University and a bachelor's degree in mathematics from Yangzhou University. He was elected director of the North American Actuarial Society Investment Branch and is currently the deputy editor of the North American Actuarial Journal. In February 2000, Dr. Lee laid the foundation of Wall Street's research and pricing on "default relevance", published in the journal "Fixed Income Magazine" published in the paper "On Default Correlation: A Copula Function Approach" The combination pricing formula is then used by the financial market very widely in the design of risk management technology and derivative products, and has been universally recognized by the international academic community.