NEWS & EVENTS

By Shawn Hutchins

Wentao Zhao, a quantitative analytics manager in global gas optimization and trading at ExxonMobil, will serve as lecturer for the Rice University course Quantitative Financial Risk Management - STAT 449/649 during the fall 2022 semester. 

Zhao, who is also an adjunct faculty member of Rice’s Department of Statistics, has previously been a guest lecturer for the Center for Computational Finance and Economic Systems (CoFES). He brings extensive experience working in various financial markets and in risk management, structuring and hedging, economic forecast, and related quantitative modeling.

Zhao’s instructional methods will draw from 15 years of industry experience as he guides students through theoretical and empirical studies on risk measurement and probability. 

Before joining ExxonMobil, Zhao was a vice president in quantitative research analysis for the American investment company PIMCO where he worked on strategic asset allocation and cross-asset class strategies. Prior to PIMCO, he was a vice president in quantitative analysis at MUFG, a leading Japanese financial group, where he developed wholesale credit models for real estate investment trusts (REIT) and clients in the oil and gas industry. 

After earning his doctorate in electrical engineering at Texas A&M University, Zhao worked at ConocoPhillips for nearly eight years as a quantitative researcher on the power and gas trading floor. He also has a master's and bachelor's degree in electrical engineering from Tsinghua University, Beijing, China.