Yuhao Zhu, Ph.D.

朱宇浩 / Ph.D. in Finance / FRM / Model Validator at ABN AMRO Bank
   Hello, welcome to my personal website! You can view my latest CV in PDF format here.
   点击此处阅读最新版《上海话简明教程》。

   I am a quantitative Credit Risk Model Validator in ABN AMRO Bank and I am an FRM certificate holder. My work includes validating credit risk models (data quality, regulation compliance, statistical tests), maintaining technical standards for model validation, and developing the Python library of validation tools.

   I am also an external researcher at Erasmus University Rotterdam where I obtained a Ph.D. in Finance. I am strong in econometrics, machine learning, Python programming, etc. I taught courses and supervise master these in finance.

   My PhD dissertation is on CEO compensation, incentive contracting, option pricing, and behavioral economics.
   Citation (APA style): Zhu, Y. (2018, November). On the Effects of CEO Compensation (No. 726). Tinbergen Instituut Research Series. Erasmus University Rotterdam. Retrieved from http://hdl.handle.net/1765/111831

   I write a book 'A Tutorial in The Shanghainese Language' that introduces the Shanghainese phonetic system, intonation, and characters. Please click here to browse and download.
   我所写的《上海话简明教程》一书,介绍了上海话的音韵体系、声调体系、词汇体系。您可以点击此处阅读本书最新版本。
   Citation (APA style): Zhu, Y. (2019). A Tutorial in The Shanghainese Language. Unpublished manuscript. Retrieved from https://www.zhuyuhao.com

   I write blogs on topics on Economics, data analysis, and programming. You can check them out here.

   You can contact me at dr.yuhao.zhu@outlook.com for personal purposes and y.zhu@ese.eur.nl for research questions.