Faculty Members Directory

Biography

Dr Koh is a Regional Chief Risk Officer of a major US investment bank based in HK. He started his professional career as an analyst with Monetary Authority of Singapore and progressed to hold various positions of quant, derivative trader and chief trading risk officer in several financial institutions. He has extensive front-office trading management experience and worked internationally in market risk for more than 15 years. He had previously taught as an adjunct lecturer for Bachelor’s/Master’s in Finance and MBA modules in Singapore University of Social Science as well as Manchester Business School. He had published papers on real option pricing in academic journals and presented in key international conferences. He has a bachelor’s degree in economics from the University of Manchester, a Master’s degree in Quantitative Finance and PhD from Manchester Business School.

Research and Teaching Interests

Derivative pricing, real options, risk management, trading strategies, quantitative trading, applications of data science and machine-learning in Finance.

Intellectual Contributions (Publications, Conferences, Books, Book Chapters, etc.)

Publications:

• Koh, W and D, Paxson (2009). “Blockbuster Antivirals and Vaccines: Real Options in a Flu Pandemic”, Health Economics Evaluation Methods Journal.
• Koh, W and D, Paxson (2007). “Real Extreme R&D Discovery Options”, Banque and Marches Journal, No.86, Vol Jan-Feb.
• Koh, W and D, Paxson (2007). “Real R&D Options in Paradise and Purgatory”, SSRN ejournal.
• Koh, W and D, Paxson (2006). “Pricing and Application of Real R&D Options in a Two-Factor Jump Model”, ResearchGate ejournal.

Conference Papers:

• Koh, W and S, Treloar (2009). “Investing in Mining with Convertibles: A Private Equity Application”, Real Option International Conference.
• Koh, W (2007). “Analytical Valuation of Perpetual Options under a Double-Exponential Jump Diffusion Model”, Real Option International Conference.
• Koh, W and D, Paxson (2005). “Primer Article on Non-Gaussian Distributions and Jump Models for R&D Applications”. Real Option International Conference.

Research Grants and Awards

• Mountbatten PhD studentship award (U.K)

Business and Professional Engagement

• Certified Quantitative Finance Analyst (CQF), U.K
• Certified Financial Risk Manager (GARP), USA
• License holder for Securities and Futures Commission (SFC HK)