Yuhao Zhu

朱宇浩 / Model Validator and PhD of Finance
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我目前在荷兰 ABN AMRO Bank 进行模型验证工作。





   Hello, welcome to my personal website! You can view my latest CV in PDF format here.

   I am a quantitative Credit Risk Model Validator in ABN AMRO Bank. 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 financial modeling, econometrics, machine learning, and 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. 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 Unpublished manuscript.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 zhuyuhao@outlook.com for personal purposes and y.zhu@ese.eur.nl for research questions.