About
I am a dedicated professional with a strong background in Financial Engineering and Risk Management, with two years of experience in financial institutions. I have one paper featured in a prestigious journal. My research interests encompass risk management, investment, and the application of machine learning techniques in financial analysis. I hold key qualifications, including CFA, FRM, China Securities Qualification and China Mid-Class Economist Certificate. I am proficient in analytical tools, such as Python, Matlab, R, Eviews, VBA, and Stata. My passion lies in leveraging this expertise to optimize financial strategies, ensuring robust risk management, and uncovering lucrative opportunities for organizations.
Research interest
Risk Management, Investment, Asset Pricing, Machine Learning
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), Expected 2024
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
Academic papers
Ou, Rongzhao. “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
Ou, Rongzhao. “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
IT skills
Python, R, Stata, MATLAB, Eviews, Microsoft Office, VBA, SQL, LaTeX
prize and ACTIVITy
Finance and Business Economics Area Best Teaching Assistant Award, 2022-2023
FRM Exam Item Writer, 2018-2019
International Excellence Award, 2016-2017
Distinction in Dissertation (University of St. Andrews), 2012
“The Best Thesis” Award of Undergraduate Innovation Contest: Prospect of Housing Economics in Zhujiang New Town, 2010
Exchange Student (Taiwan Yuan Ze University), 2010
Jinan University Merit Student Scholarship, 2008-2009 & 2009-2010
Professional Qualifications
CFA, FRM, China Mid-Class Economist (Finance track), Futures Investment Analyst, Qualification Certificate of Banking Professional
ourongzhaogithub.wordpress.com 