CV

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Education

• Ph.D in Climate Finance, King’s College London, 2027 (expected)
• M.S. in Financial Technology, Imperial College London, 2023
• B.S. in Financial Mathematics and Statistics, London School of Economics (LSE), 2021

Work experience

• June - December 2023: Quant Analytics Intern
  • J.P.Morgan, London
  • Duties include: Individual Research Project on 10-day Value-at-Risk calculation; firm-wide portfolio reports.
  • Supervisor: Dobrin Petkov

Skills

• Programming: Python, R, Stata, Matlab, C++
• Languages: Mandarin (Native), English (High Proficiency), French (Beginner)
• Others: Piano (Diploma)

Research

The Pricing of Climate Transition Risk:New Evidence from Equity Markets

Stochastic Modelling of Electricity Demand on Multiple Time Scales

Teaching

KCL Asset Pricing & Mathematical Finance

Game Theory and Strategic Decision-Making

LSE Marketing Analytics

Microeconomics

KCL Mathematical Finance I

Academic Citizenship

• Co-facilitated 2025 January, the Alan Turing Institute Data Study Group, C-DICE challenge: https://www.turing.ac.uk/news/publications/data-study-group-final-report-centre-postdoctoral-development-infrastructure