معرفی
Xuanchen Zhang is an Assistant Professor (Lecturer) at Aston Business School and a PhD candidate in Accounting & Financial Management at King's College London. His research focuses on behavioral finance, empirical asset pricing, and financial risk management, particularly examining investor decision-making theories like prospect theory and salience theory. He also contributes to ESG reporting and regulatory compliance initiatives in the financial sector.
Education:
- MSc in Financial Mathematics (Distinction), King's College London
- Certified Financial Risk Manager (FRM®)
Research Interests: Zhang investigates how investor beliefs influence mispricing across asset classes (stocks, options, mutual funds) and develops risk models (e.g., VaR, CVA). His work bridges academia and industry, addressing practical challenges in ESG reporting under EU regulations like SFDR and NFRD.
Teaching: He teaches Python for financial modeling, quantitative methods, and risk management at King’s College London, emphasizing empirical data analysis and computational tools for postgraduate students.
Industry Experience: As a Senior Risk Consultant, he automated regulatory reporting tools and collaborated with global asset managers like BlackRock and Schroders. His projects included Python-based automation for OTC derivatives and risk modeling methodologies.
Labs/Teams: Engaged with interdisciplinary teams at both King's and Aston, focusing on financial innovation and regulatory frameworks.
