Juan Arismendi Zambrano

Dr. Juan Arismendi Zambrano is a Lecturer (Assistant Professor) of the UCD College of Business. He has been appointed for a Visiting Research position in the Kellogg School of Management, Northwestern University, and he holds an affiliation as a Visiting Research Fellow of the ICMA Centre, University of Reading. In the past, he had positions as Lecturer (Assistant Professor) of the Department of Economics, Accounting and Finance, and the School of Business of the Maynooth University, National University of Ireland, Assistant Professor and Head of the Economics, Accountancy, and Finance Department at the Business School of the University of Monterrey (UDEM), Senior Visiting Professor of the Technological Institute of Monterrey (ITESM) - Leon Campus, Assistant Professor of the Economics Department at the Federal University of Bahia (UFBA), Brazil. He served as Research Fellow of the University of Brasilia (UnB) under the supervision of Prof. Herbert Kimura.

He holds a DPhil (PhD) in Finance (Quantitative Finance) from the ICMA Centre, Henley Business School (AACSB, AMBA, EQUIS) in the University of Reading, UK. He is certified as PRM (Professional Risk Manager - PRMIA), FRM (Financial Risk Manager-GARP), CQF (Certificate in Quantitative Finance - 7city - Wilmott), Series 65 Investment Advisor Law Examination, and as Investment Advisor by the Certificate of Investment Management from the Chartered Institute of Securities and Investment (Unit 6 FSA Principles of Financial Regulation + Unit 5 Investment Management) from the United Kingdom.

Juan has published in Finance, Statistics, Numerical Algebra, and Physics journals such as: ‘Journal of Banking and Finance’, ‘Biometrika’, ‘International Review of Financial Analysis’, ‘Applied Mathematical Finance’, ‘Numerical Linear Algebra with Applications’, ‘Journal of Multivariate Analysis’, and ‘Chaos Solitons & Fractals’, and his work has been accepted for presentation in academic conferences, such as the European Finance Association annual meeting, and the Financial Management Association annual meeting.

He had few positions in the financial industry: He has been Quantitative Strategist at BancTrust & Co. where he developed High Beta Fixed-Income trading strategies for the research team (Miami, US - Caracas, Venezuela), Vice-president and partner of Clever Financial an investment advisors' and wealth management's company based in Caracas, Venezuela (2003 - 2008), where he developed investment portfolios that ranged from low risk Agencies - Treasuries to Emerging Markets Bonds and High Yield Bonds.

Research Interests

• Theoretical and empirical asset pricing, data science in finance and economics, big data in economics, risk management, quantitative finance, multi-asset option pricing, algorithmic trading, numerical methods for complex option pricing, portfolio optimisation.

Education

• 2009 - 2013
  ICMA Centre - Henley Business School - University of Reading
  DPhil. in Quantitative Finance

• 2008 - 2009
  7city Learning Centre, London - United Kingdom
  Certificate in Quantitative Finance

• 2003 - 2006
  The Institute of Superior Studies in Administration (AACSB, AMBA, EQUIS)
  Msc. in Finance

• 2002 - 2005
  Simon Bolivar University
  PhD in Mathematics (First 2 years)
  Msc. in Computer Science - Artificial Intelligence
  Bsc. Computer Engineering