• ASX

  • Chenming Bao

Chenming Bao

Senior Analyst, Model Risk Management Group, Clearing Risk Quant & Dev at ASX

Chenming Bao, PhD, currently serves as a Senior Analyst in the Model Risk Management Group at ASX, a position held since November 2023. Previous experience includes various roles at Resolution Life, including Portfolio Manager for Equities and Manager of Investment Strategy from August 2019 to July 2023, and Senior Quant at ASX from July 2017 to September 2019. Early career highlights include serving as a Senior Research Scientist at The Portland House Group Pty. Ltd. from August 2015 to June 2017, and as a Research Scientist at CSIRO's Data61 from December 2011 to July 2015. Chenming also worked as a Senior Quant Researcher at WorldQuant from 2009 to 2011. Academic qualifications include a PhD in Actuarial Mathematics and a Master of Science in Actuarial Science from Heriot-Watt University, alongside a Bachelor of Science in Applied Mathematics from Tongji University. Areas of expertise encompass developing trading strategies, portfolio optimization, risk models, and trading analysis.

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ASX

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ASX is one of the world’s top ten exchanges. As a full service exchange we offer trading, clearing, settlement and depository services across all major asset classes including equities, derivatives, ETFs, options and managed funds. With a total market capitalisation of around $1.5 trillion, ASX is home to some of the world’s leading resource, finance and technology companies. Their $47 trillion interest rate derivatives market is the largest in Asia and among the biggest in the world.


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Headquarters

Sydney, Australia

Employees

501-1,000

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