Dr. Hongbiao ZHAO
Associate Professor, Shanghai University of Finance and Economics (SUFE)
Office Address Room 1322, SSM, SUFE, No. 777 Guoding Road, Yangpu District, Shanghai, 200433 China
PhD, London School of Economics (LSE), 2012, supervised by Prof. Angelos Dassios
MSc, Warwick Business School (WBS), 2007, supervised by Prof. Anthony Neuberger
Research Interests:
Associate Professor, Shanghai University of Finance and Economics (SUFE)
Office Address Room 1322, SSM, SUFE, No. 777 Guoding Road, Yangpu District, Shanghai, 200433 China
PhD, London School of Economics (LSE), 2012, supervised by Prof. Angelos Dassios
MSc, Warwick Business School (WBS), 2007, supervised by Prof. Anthony Neuberger
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
- 07/2023 - present Associate Professor (with tenure), School of Statistics and Management (SSM), SUFE
- 07/2017 - 07/2023 Associate Professor of Financial Engineering, 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
- 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, £10,000, 2012, Newsletter
- UK Government’s EPSRC Grants, 2008-2009
- LSE Research Studentships, 2008-2012
- LSE Travel Fund Awards, 2009, 2010
