Ser Huang Poon

Dr Ser-Huang Poon graduated from the National University of Singapore with a degree in Accountancy, and obtained her Masters degree in Accounting and Finance and PhD degree in Finance from Lancaster University. She is currently a Professor of Finance at Manchester Business School.

Dr Poon has been contributed to doctoral training programming in the UK and Europe over a long period. In 2002, she setup the first ESRC funded UK wide Advanced Doctoral Training Programme in Finance and set up MSc Quantitative Finance and Financial Engineering and MSc Mathematical Finance at Manchester Business School in collaboration with the School of Mathematics in 2004. She managed the European framework 6 doctoral training program at Manchester.  In 2008, she successfully led a European consortium of university and industry partners on a 3.7 million euro bid for research training in the theme of Risk Management and Risk Reporting, with £929,023 Manchester based funding.  In 2012, she is part of another consortium that looks into the use of high performance computing in Finance with £220,400 direct funding with a specific focus on computer platform comparison and evaluation for the purpose of real-time risk management.

Dr Poon is internationally renowned for her volatility research which was cited as reference readings on Nobel website. More recently, her interests have extended to derivatives and credit risk, liquidity and quantitative aspects of risk management.  She has written three books and published widely in peer reviewed journals including the Review of Financial Studies, Journal of Econometrics, Journal of Economic Literature, Journal of Banking and Finance, Journal of Business Finance and Accounting, Journal of Derivatives, Journal of Futures Markets and Journal of European Financial Management. She is the joint recipient of two best paper awards.

Further information

Awards and Honours:

• 2016 - Alliance Manchester Business School, Post Graduate Taught, Academic of the Year Nominee
• 2008 - Financial Management Association Best Paper in Fixed Income Research (for paper written with Oleg Ruban and Konstantinos Vonatsos)
• 2005 - Financial Analysts Journal Graham and Dodd Scroll Award for Excellence (for paper published with C.W.J. Granger, Nobel Laureate, 2003)
• 2003 - Article cited by Nobel web site as reference reading in volatility, http://nobelprize.org/economics/laureates/2003/ecoreading.html
• 1983 - Computer Programming, Top student award, Singapore Computer Society & National Productivity Board
• 1980 - Singapore People''s Scholarship Fund

Recent grant income:

• 2015: £296,891 Alliance Manchester Business School Strategic Research Investment Fund, “Institutional Investors, Financial Innovation and the Real Economy”, with 11 other applicants.
• 2012: £220,400 from Marie Curie on high performance computing in Finance with a specific focus on computer platform comparison and evaluation for the purpose of real-time risk management.
• 2011: £16,000 (with Golub and Keane) from UK HMT Foresight Programme ''The Future of Computer Trading in Financial Markets'', commissioned report on ''The Impact of Internalisation on the Quality of Displayed Liquidity''.
• 2009: €3.7 million Marie Curie (£929,023 direct funding in Manchester) Research Training Grant in the theme of “Risk Management and Risk Reporting”. Lead coordinator in a consortium of universities and industry partners.

Commissioned Report:

• Anton Golub, John Keane, Ser-Huang Poon, 2012, “The impact of internalisation on the quality of displayed liquidity”, Special commission report by the HMT Foresight Programme, UK Government Office for Science, Economic Impact Assessment EIA10, 30 January.

(http://www.bis.gov.uk/foresight/our-work/projects/current-projects/computer-trading/reports-and-publications)

Recent research students:

• Pascal Stachow, Private Equity VIVA 2016. Now consultant at THI Investments GmbH.  (Joint supervision with Jia-Bo Yang). Best doctoral paper award at the 23rd Annual Multinational Finance Society Conference held at Stockholm Business School, July 2016. 
• Stephan Schwill, “Entropy Analysis of Financial Time Series”, VIVA, August 2015. Now Senior Investment Risk Manager, AI Liquids, Fund of Funds Zürich, Credit Suisse AG.
• Ming Tsung Lin, “Three studies in hedge fund and credit default swap”, VIVA, May 2015, lecturer De Montfort University.
• Dai Shiji, “Myopia, Downside Risk Varsion and Its Application in Option Pricing Bounds”, VIVA 2014, Stock Analyst, Beijing.
• Stan Przemyslaw Stilger, “Numerical and Empirical Studies of Option Pricing”, VIVA 2014, ESRC Research Council and MBS GTA Scholar. Credit Analyst, Moody Analytic, Edinburgh.
• Mark Ke Chen, “Essays on Stochastic Volatility and Jumps”, MBS GTA Scholar, VIVA in 2013, Quant Analytic at Citi Bank, London. 
• Yongwoong Lee,  “_Portfolio Credit Risk Model and Value-at-Risk: New Asymptotic Results, Filtering Approach to Latent Process Estimation, Risk Decomposition and Empirical Evidence”, MBS GTA and Bursary Holder,_ graduated in 2012, research fellow at the Deutsche Bundesbank, Frankfurt; research fellow at the University of Technology at Sydney, now lecturer Department of International Finance, Hankuk University of Foreign Studies, Korea.
• Anton Golub, High Frequency Market Liquidity, 2010, Marie Curie Research Fellow, now High Frequency Finance Research at Olsen Ltd, Zurich, and founder of Lykke Corporation, Zurich, Switzerland.
• Zaid ait Haddou, Dataflow Computing and CUDA-GPU in high performance computing in Finance, Marie Curie fellow , September 2012-September 2013, now with Morgan Stanley, London. [Awarded MPhil]
• Georgios N. Dimitrakopoulos, High performance computing in Finance, Marie Curie fellow , September 2012-September 2013, now with Bank of America, London. [Awarded MPhil]
• Yiran Zhang, Modelling Concentration Risks, 2010, Marie Curie Research Fellow, now Analyst, Accenture, Management Consultant, Munich. [Awarded MPhil] 
• Heikki Seppala, Marie Curie post-doctoral research fellow, January 2012-September 2013. Department of mathematics and system analysis, Aalto University_._
• Xuefei He, Mathematical and Computational Finance, 2010, Marie Curie Post Doctoral Research Fellow. Now Quantitative Analyst, Model Validation, OCBC Bank, Singapore.
• Jenny Hua Bai, Marie Curie fellow , September 2012-September 2013, now with Risk Management Institute, Singapore.