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 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.
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 Unpublished manuscript.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.