Johnew Zhang 張俊琪
I've spent seven years at a public pension fund, investing directly in financial services and fintech across private credit and public equities. My focus is asset-based finance (ABF), financial institutions (FIG), and complex situations. I've also contributed to data-driven investing initiatives and to market mapping of blockchain and crypto.
I trained in mathematics and actuarial science at the University of Waterloo and financial economics at Columbia, and began my career as a property and casualty actuary. That path shapes how I invest: understand how a system works, price its risks, then design the structure around them. Most of what I write here comes back to that idea.
Education
Member · Society of Actuaries · Casualty Actuarial Society · International Association for Quantitative Finance · Columbia University Club of New York · Penn Club of New York
Research
My academic interests are asset pricing, corporate finance theory, Bayesian inference, and machine learning, with published work on portfolio management.
- Short Positions in the First Principal Component Portfolio
North American Actuarial Journal 22(2) - Correlation Matrices with the Perron–Frobenius Property
SSRN working paper - Projects: Variational Autoencoder · Multivariate Time Series Outlier Detection · everything else
Tools
- Data and modeling
- Systems
- Applications
- Functional
- AI assistants