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CURRENT POSITIONS
- Research Associate Professor
- Academic Director of the Master of Science in Financial Engineering (MSFE)
Institute of Mathematical Sciences
Claremont, California, U.S.
E-mail: qidi.peng@cgu.edu
PREVIOUS APPOINTMENTS
- 7/2012 - 06/2021: Research Assistant Professor, Claremont Graduate University, California, U.S..
- 10/2018 - 04/2022: Senior Technical Expert - Risk at AIG (Woodland Hills, California, U.S.).
- 11/2016 - 09/2018: Technical Expert - Risk at AIG (Woodland Hills, California, U.S.).
- 05/2011 - 08/2011: Consultant on Mathematics and Statistics at SOFT SOLUTIONS Company (Villeneuve d’Ascq, France).
- 09/2010 - 08/2012: Teaching Fellow (in French: ”ATER”) at Lille 1 University (Villeneuve d’Ascq, France).
- 09/2007 - 08/2010: Teaching Fellow (in French: ”allocataire de recherche et moniteur”) at Lille 1 University (Villeneuve d’Ascq, France).
EDUCATION
- 2011: Ph.D. in Applied Mathematics − Statistics and Probability
at Lille 1 University - Science and Technology, France.
Ph.D. advisor: Antoine Ayache.
Dissertation: Statistical inference for hidden multifractional processes in a setting of stochastic volatility models.
- 2007: Master's degree in Applied Mathematics − Statistics and Probability at Lille 1 University, France.
- 2005: Bachelor's degree in Sciences: Statistics at School of Mathematics and Statistics at Wuhan University, China.
LANGUAGES
English, French, Mandarin.
PROGRAMMING
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