About
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.
Financial Econometrics·Derivatives·Quantitative Modelling
Education
Three degrees·Three countries
- University of Otago Doctoral Scholarship (Oct 2021 – Jan 2025)
- Outstanding Research Contribution, Department of Accountancy & Finance (Oct 2024)
- TJUFE Undergraduate Scholarship, awarded annually (2016 – 2019)
Academic Service
Research Group·Department·School·Peer Review