About
Dedicated Financial Engineering professional with a robust background in Risk Management, featuring two years of experience within leading financial institutions. Featured author of papers in a prestigious journal, emphasizing a commitment to academic excellence and thought leadership in Risk Management, Investment, and the application of Machine Learning in financial analysis. Holds comprehensive qualifications, including CFA, FRM, China Securities Qualification, and China Mid-Class Economist Certificate. Proficient in a suite of analytical tools, including Python, MATLAB, R, Eviews, VBA, and Stata. Adept at leveraging deep industry expertise to optimize financial strategies, enhance robust risk management practices, and uncover lucrative opportunities for progressive organizations.
Research interest
Machine Learning, Risk Management, Investment
Teaching assistance
Undergraduate: 2FA3 Introduction to Finance; 4FD3 Financial Institutions; 4FE3 Options and Futures; 4FF3 Portfolio Theory and Risk Management; 4FJ3 Fixed Income Analysis.
Master: MFIN602 Economics of Financial Decisions & Financial Markets; MFIN703 Derivatives; MFIN707 Financial Modeling Using Excel & VBA; MFIN708 Fixed-Income Securities; MFIN710 Financial Theory; MFIN712 Financial Risk Management.
MBA: F715 Portfolio Theory and Management; F723 Fixed Income Analysis.
Education
McMaster University, PhD in Business Administration (Finance), 2024 (Expected)
University of St. Andrews, M.Sc. in Analytical Finance, 2012
Jinan University, B.Econ. in Finance, 2011
Work experience
Jinrui Futures Co. – Risk Specialist, Risk Management Dept, 2015-2016
Qianhai Equity Exchange Co. – Product Manager/Risk Manager, Debt Capital Dept, 2013-2014
Dowin Asset Management Co., Ltd. – Researcher, Risk Management Dept, 2012-2013
Bank of Montreal (China) – Intern, Trade Finance Dept, 2011
Chinalin Securities Co., Ltd. – Intern, Sales Dept, 2010
Publications
Price discovery or overreaction? A study on the reaction of Asia Pacific country ETFs to the US stock market, Investment Analysts Journal, 52:4, 349-364, 2023
Efficiency of Different VaR Computing Methods–Based on the Performance of VaR in Upward, Downward and Swinging Trends of Stock Market, 7nd China Lixin Risk Management Conference, 261-270, 2014
A Study on the Relationship among the Leading Actors, Directors, and the Box Office Income
of a Film – Based on Multiple Linear Regression Model with Yongbin Yang, Information
Management, Innovation Management and Industrial Engineering (ICIII), 6(1), 469-471, 2013
Honors and Awards
Finance and Business Economics Area Best Teaching Assistant Award, McMaster University, 2023
International Excellence Award, McMaster University, 2017
International Excellence Award, 2016-2017
Distinction in Dissertation (Performance of Value-at-Risk during Financial Crisis), University of St. Andrews, 2012
The Best Thesis of Undergraduate Innovation Contest (Prospect of Housing Economics in Zhujiang New Town), Jinan University, 2010
Merit Student Scholarship, Jinan University, 2009 & 2010
Activities
FRM Exam Item Writer, GARP, 2018 & 2019
Exchange Student for Cross-Straits Economic Management Seminar, Yuan Ze University (Taiwan), 2010
Miscellaneous
Languages: English, Cantonese (Native), Mandarin
Programming Skills: Python, R, MATLAB, Stata, Eviews, VBA
Professional Qualifications: CFA, FRM, Intermediate Economist (China), Futures Investment Analyst (China), Qualification Certificate of Banking Professional (China)
ourongzhaogithub.wordpress.com 