About me
Currently, I am a postdoctoral fellow for the STRAND Marsden project (Link) (2021-2024) at the University of Otago, modelling the changes in climate-change flooding-related risks and how these risks may affect residential property values and the financial stability of New Zealand.
University of Otago is also where I finish my PhD thesis entitled "Essays on climate finance transition risk"
, under the supervision of:
- Professor Ivan Diaz-Rainey, Griffith University, AU (Homepage)
- Dr Duminda Kuruppuarachchi, University of Otago, NZ (Homepage)
- Dr Matthew McCarten, University of Oxford, UK (Homepage).
My research focuses on the impact of climate change on financial stability. Specifically, it involves the assessment of transtional risks (i.e. carbon emissions) and phyiscal risks (i.e. sea level rise) on the largest U.S. banks. This involves a mix of cross-discipline techniques, from credit risk analysis, spatial modelling, machine learning prediction and financial stress testing.
Prior to the graduate program, I have five years of working experience in insurance, finance & data analytics in the United States and in Vietnam. This includes 3 years in risk management role at Intel Vietnam (2010-2013), 1 year in data analytics at MD24 USA (2015-2016), 1 year in corporate finance in Pfizer Vietnam (2016-2017). I also interned at the Ministry for the Environment New Zealand last summer (Nov 2019 - Feb 2020).
Finance
is my specialty. During my MBA program, I worked as a student equity analyst for Carlson Investment Fund. This is a student investment fund that manages US$ 20 million in total asset under management with focus on small cap stocks. I have completed the CFA Level I in 2015, and I have worked as a teaching assistant for several 200 and 300-level finance classes.
Data science
is my passion. I am aspired to apply machine learning algorithm and data analytic techniques in the decision making process. Outside of my PhD program, I learnt to write codes and build algorithms from scratch.