Yuhao Zhu

朱宇浩 / Model Validator and PhD of Finance
你好!欢迎来到我的主页。 请点击此处获取我的最新个人简历。

我是朱宇浩,字子弘。

我目前在荷兰 ABN AMRO Bank 进行模型验证工作。

我在鹿特丹伊拉斯姆斯大学获得了金融学博士学位。我本科毕业于复旦大学和格罗宁根大学,硕士阶段毕业于丁伯根研究所。

我的学术研究领域包括公司金融、管理层薪酬、及行为经济学。关于我的履历CV,请移步至“个人研究”页面。

我喜欢古典诗词、语言学及摄影。我的诗文作品在“作品”页面。

我写过《上海话简明教程》这本书,系统介绍上海话的音系、声调及正字。如果您对上海话有兴趣,可以点击此处预览及下载。

   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 Unpublished manuscript.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.