Juan Arismendi Zambrano

Biography

Dr. Juan Arismendi Zambrano is a Lecturer (Assistant Professor) of the Maynooth University, National University of Ireland. He holds an affiliation as a Visiting Research Fellow of the ICMA Centre, University of Reading. In the past, he had positions as 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 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, Numerical Algebra, Statistics, and Physics journals such as: ‘Journal of Banking and Finance’, ‘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, Financial Management Association annual meeting, and the World Finance Conference.

Research Interest

Finance: theoretical and empirical asset pricing, risk management,data Science: automated trading systems and applications in finance and economics.