Introduction
Personal Information
Welcome!!!
I am Weihan Li, a PhD graduate in Finance from the University of Otago, New Zealand. I have a strong background in derivatives, quantitative analysis, and applied financial research, and I am currently seeking opportunities in industry where data-driven analysis and rigorous financial thinking are valued.
Under the guidance of Prof. Jin E. Zhang, Assoc. Prof. Xinfeng Ruan, and Dr. Pakorn Aschakulporn, my doctoral research focused on option markets, asset pricing, and the construction of risk measures. This work developed my ability to extract information from complex financial data and translate quantitative models into practical insights.
I earned a Master of Science in Finance (Distinction) from Durham University, where my dissertation examined systemic risk in equity markets. I also obtained a Bachelor’s degree with Distinction from Tianjin University of Finance and Economics in 2019, majoring in ACCA within the International Business School.
In addition to research, I have extensive experience in teaching and academic mentoring. I served as a tutor for Derivatives, Mathematical Finance, and Personal Finance, which strengthened my ability to communicate complex financial concepts to diverse audiences.
This GitHub page showcases selected projects and code samples demonstrating how quantitative finance and data analysis can be applied to practical financial and risk-related problems.
PROFESSIONAL
SKILLS & EXPERTISE
Financial & Data Analysis
Financial modelling and quantitative analysis using MATLAB and Stata
Data preparation, cleaning, and validation for large financial datasets
Analytical reporting and interpretation of financial results
Computer & Office Skills
Advanced Excel
Proficient in Microsoft Office
Basic knowledge of SQL and Python for data querying
Professional Skills
Clear written and verbal communication with technical and non-technical stakeholders
Strong ability to learn and apply new tools and systems efficiently
Effective collaboration in cross-functional and research-driven environments
Bilingual
English – Fluent
Chinese (Mandarin) – Native
Research
Interests & Publications
Publications
Corporate governance and firm-Level jump and volatility risks, with Xinfeng Ruan and Haileslasie Tadele, Applied Economics, 2022, 54(22), 2529-2553.
An empirical study on the early exercise premium of American options: Evidence from OEX and XEO options, with Jin E. Zhang, Xinfeng Ruan, and Pakorn Aschakulporn, Journal of Futures Markets, 2024, 44(7), 1117-1153.
The rare disaster concern index: RIX, with Jin E. Zhang, Xinfeng Ruan, and Pakorn Aschakulporn, Global Finance Journal, 2026, 66, 101226.
Working Papers
The rare disaster concern index (RIX) and cross-sectional stock returns: Evidence from the U.S. energy market, with Jin E. Zhang, Xinfeng Ruan, and Pakorn Aschakulporn.
Peer Reviewer
Service
Teaching and Role
Teaching Assistant/Tutor
Derivatives, 2023 Semester 1, evaluation
Mathematical Finance, 2023 Semester 2, evaluation
Personal Finance, 2024 Summer School, evaluation
Research Assistant
2023
Research Assistant to Assoc. Prof. Xinfeng Ruan, focusing on financial data analysis and quantitative modelling
Guest Speaker
Mathematical Finance, 2022 Semester 2
Mathematical Finance, 2023 Semester 2
Mathematical Finance, 2024 Semester 2
PhD Representative
Meeting Manager
Otago Business School Postgraduate Symposium
Industry
Working Experience
Deal Advisory - M&A Department (2018)
Researched comparable companies and transactions for valuation and deal analysis;
Supported integration of cross-industry M&A cases;
Assisted in preparing valuation models and target company assessments.
Fashion & Sports Department (2019)
Coordinated with merchants to implement pricing strategies;
Supported planning and execution of major online marketing campaigns;
Compiled and analyzed post-promotion sales data.
Auditing (2021)
Participated in annual audit of Fangda International Engineering Consulting Co., Ltd.;
Assisted in project selection, drafting, and report preparation for the parent company and 60 subsidiaries;
Supported the project manager in quality control testing.
Contact