Hongbiao Zhao

Research Interests:

General: asset pricing, risk management, insurance, applied probability, financial engineering, computational finance, financial innovation Particular: credit risk; securitisation; portfolio management; derivatives pricing; market microstructure; risk theory

Experience

• 07/2017 - present Associate Professor of Financial Engineering​, School of Statistics and Management (SSM), SUFE
• 01/2019 - present Research Fellow, Shanghai Institute of International Finance and Economics (SIIFE)
• 04/2020 - present Research Fellow, Credit Reference Research Institute, ​SUFE
• 07/2014 - present Research Associate, LSE, London
• 08/2016 - 06/2017 Associate Professor of Finance, Department of Finance, School of Economics (SOE), Xiamen University
• 08/2016 - 06/2017 Associate Professor of Finance, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University
• 08/2013 - 08/2016 Assistant Professor of Finance, Department of Finance, SOE&WISE, Xiamen University​
• 08/2015 - 09/2015 Academic Visitor, Fordham Gabelli School of Business, New York
• 11/2012 - 05/2013 Research Fellow, Risk Management Institute, National University of Singapore, Singapore
• 10/2009 - 06/2011 Teaching Assistant, LSE​, London
• 06/2007 - 12/2008 Investment Analyst, Paternoster (now part of Goldman Sachs), London

Awards

• Dean’s List Award, SSM, 2018, 2020
• Outstanding Reviewer Award for European Journal of Operational Research, 2018
• Best Paper Award of The 8th Asian Conference on Machine Learning (ACML), 2016
• National Natural Science Foundation of China, #71401147, 2015-2017
• Excellent Teaching Award, SOE, 2015-2016
• China Telecom Award for Teaching, XMU, 2015
• Best Instructor, WISE, 2013-2014, 2014-2015, 2016-2017
• SOE Competition of Teaching in English, 3rd Prize, 2014; 2nd Prize, 2015
• First Prize of Deutsche Bank Prize in Financial Risk Management and Regulation, 2012
• UK Government’s EPSRC Grants, 2008-2009
• LSE Research Studentships, 2008-2012
• LSE Travel Fund Awards, 2009, 2010

Education

• PhD London School of Economics and Political Science (2008 — 2012)
• MSc University of Warwick - Warwick Business School (2006 — 2007)
• BSc Zhengzhou University (2002 — 2006)
• Wenzhou Middle School (1999 — 2002)