Dr Chan, received his Ph.D. in Financial Mathematics from the Department of Mathematics and Statistics at the University of Calgary, Canada. He was a postdoctoral research fellow at the University of Calgary as well as in the School of Management at the University of Texas at Dallas. In addition, he was a research associate position in the School of Finance and Economics at the University of Technology at Sydney. He joined the School of Mathematics and Statistics, the University of New South Wales as a Lecturer in 2011. Throughout his doctoral studies Dr Chan concentrated on applications of stochastic processes, sometimes together with statistical techniques, to problems arising in mathematical finance. He has published several research articles in refereed journals. Dr Chan was continuing to develop his skills both in financial mathematics and computational finance during his Research Associate position in the School of Finance and Economics at the University of Technology at Sydney. During the period at the University of Texas at Dallas, he had worked in the area of inventory models by using the techniques of stochastic optimal controls. Dr Chan is working in the modeling of the dynamics of the volatility of equity indices as well as the pricing and hedging of the VIX-related volatility derivatives along with the associated statistical inference issues. Dr Chan carries a normal teaching load, teaching undergraduate and postgraduate courses and supervising master students.