I.

About

Vol. MMXXVI
Est. MMXXV
Page i

Editorial Note

Three years of research, three semesters of teaching, and three summers of practice — all grounded in financial econometrics, derivatives, and the risks embedded in their prices.

I hold a PhD in Finance from the University of Otago, New Zealand, supervised by Prof. Jin E. Zhang, A/Prof. Xinfeng Ruan, and Dr. Pakorn Aschakulporn. My research applies financial econometrics to derivatives markets, with a focus on option-implied risk measures, tail risk, and volatility modelling.

I have published in three ABDC A-ranked finance journals and presented at the New Zealand Finance Meeting and the Derivative Markets Conference. Before my doctoral studies, I worked in M&A advisory at KPMG and trained in audit practice, and I hold a Master of Finance (Distinction) from Durham University.

The Focus

Financial Econometrics·Derivatives·Quantitative Modelling

§ 1

Education

Three degrees·Three countries

Oct 2021 — Dec 2025
PhD in Finance
University of Otago, New Zealand
ThesisEssays on Options
AdvisorsProf. Jin E. Zhang (primary), A/Prof. Xinfeng Ruan, Dr. Pakorn Aschakulporn
  • University of Otago Doctoral Scholarship (Oct 2021 – Jan 2025)
  • Outstanding Research Contribution, Department of Accountancy & Finance (Oct 2024)
Sep 2019 — Sep 2020
Master of Finance, Distinction
Durham University, United Kingdom
ThesisSystemic Risk of China's Stock Market — A Comparison Among Sectors Based on ΔCoVaR Approach
AdvisorDr. Hui Gao
Sep 2015 — Jun 2019
Bachelor of Accounting
Tianjin University of Finance and Economics, China
Average91%
  • TJUFE Undergraduate Scholarship, awarded annually (2016 – 2019)
§ 2

Academic Service

Research Group·Department·School·Peer Review

Feb 2023 — Mar 2024
Research Group Coordinator
Derivatives and Quantitative Finance Group, University of Otago
Dec 2022 — Oct 2024
PhD Representative
Department of Accountancy & Finance, University of Otago
Sep 2024
Organising Committee
Inaugural Otago Business School Postgraduate Research Symposium
Mar 2024
Ad hoc Reviewer
Journal of Futures Markets