Lead, Alpha Strategies

Dr. Lim received her PhD in Applied Mathematics and Statistics from Stony Brook University in 2009. After earning her PhD, she has served as a Postdoctoral Research Associate, Research Scientist, Research Assistant Professor and Lecturer at Stony Brook University. She has also served as a Visiting Postdoctoral Researcher at ORNL in 2011.

Dr. Lim’s research aims to develop numerical models, compute, and analyze the numerical solutions for complex and turbulent problems in computational science and engineering research such as Computational Fluid Dynamics, Cardiac Electrophysiology and Quantitative Finance. Her dissertation work, recognized by the Woo Jong Kim Dissertation Prize from the Department of Applied Mathematics and Statistics, focuses on the developments for large eddy simulations (LES) with turbulence models to capture small scale effects in the turbulent mixing flows.

Her work at GlimmAnalytics is the development of portfolio optimization methods and risk models that apply to rapid intraday trading to allow financial institutions to better manage risk and to avoid the pitfalls of turbulent financial markets.