Dr Jia Shao BSc PhD

Dr Jia Shao

School of Mathematics
Assistant Professor

Contact details

Email
j.shao.1@bham.ac.uk
Address
School of Mathematics
Watson Building
University 麻豆精选
Edgbaston
Birmingham
B15 2TT
UK

Jia Shao is an Assistant Professor at the School of Mathematics of the University 麻豆精选. Her principal research interests are in the intersection of financial and actuarial mathematics: quantitative analysis of Insurance-Linked Securities (ILS), Extreme Value Theory (EVT) and heavy-tailed distributions, with an emphasis on pricing catastrophe risk (CAT) bonds, nuclear power-linked securities and applications.

Qualifications

  • PhD in Mathematics, University of Liverpool, 2015
  • BSc in Mathematics with Finance, University of Liverpool, 2011

Biography

Jia Shao was awarded a PhD in Mathematics (Quantitative Finance) from the Department of Mathematical Sciences at the University of Liverpool in 2015. She worked as a quant strategist for a London hedge fund after the graduation. She was a Lecturer in Statistics and a research associate of the Centre for Financial and Corporate Integrity at Coventry University from 2016 to 2021. From 2021 to 2023, she was a Lecturer in Mathematics at Brunel University London Joint Institute in Beijing. She joined the University 麻豆精选 as an Assistant Professor at the School of Mathematics in February 2023.

Teaching

Semester 2

LI Mathematical Finance (Jinan)

Postgraduate supervision

Jia Shao is interested in supervising PhD students in Quantitative Finance. Please check her research interests and publications for more details. If you are interested in working with her, she would be happy to discuss PhD project supervision with potential candidates via email.

PhD opportunities

Research

Research Activity

Jia Shao's research has been addressing in the field of Financial Mathematics, data science and machine learning. Her principal research interests are in the intersection of financial and actuarial mathematics: quantitative analysis of Insurance-Linked Securities (ILS), Extreme Value Theory (EVT) and heavy-tailed distributions, with an emphasis on pricing catastrophe risk (CAT) bonds, nuclear power-linked securities and applications.

Other activities

  • Royal Statistical Society (RSS) National Statistics Advisory Group committee member
  • Royal Statistics Society (RSS) in Finance and Economics Section committee secretary

Publications

Recent publications

Article

Yu, K, Li, F, Chen, X, Hua, H, Yin, M, Yang, Q, Jiang, Y, Shao, J & Naidoo, P 2025, '', CSEE Journal of Power and Energy Systems.

Shao, J, Zhong, S, Tian, M & Liu, Y 2024, '', Annals of Operations Research.

Ghadiridehkordi, A, Shao, J, Boojihawon, R, Wang, Q & Li, H 2024, '', International Journal of Bank Marketing.

Chatoro, M, Mitra, S, Pantelous, AA & Shao, J 2023, '', International Review of Financial Analysis, vol. 85, 102431.

Hodds, M, Shao, J & Lawson, D 2020, '', International Journal of Mathematical Education in Science and Technology, pp. 1859-1874. ,

Hardiman, N, Burgin, S & Shao, J 2020, '', Sustainability, vol. 12, no. 7, 2683.

Khzouz, M, Gkanas, E, Shao, J, Sher, F, Beherskyi, D, El-Kharouf, A & Qubeissi, MA 2020, '', Energies, vol. 13, no. 15, 3783. , ,

Kallinterakis, V, Liu, F, Pantelous, A & Shao, J 2020, '', International Review of Financial Analysis, vol. 70, 101498.

Hardiman, N, Burgin, S & Shao, J 2019, '', Human Dimensions of Wildlife, vol. 24, no. 6, pp. 548-563.

Shao, J, Pantelous, A, Ayyub, B, Chan, SL & Nadarajah, S 2017, '', ASCE-ASME Journal of Risk and Uncertainty in Engineering Systems, Part A: Civil Engineering, vol. 3, no. 4.

Shao, J, Papaioannou, A & Pantelous, A 2017, '', Applied Mathematics and Computation, vol. 309, pp. 68-84.

Chapter

Shao, J, Joseph, NL & El-Masry, AA 2024, . in Handbook Of Investment Analysis, Portfolio Management, And Financial Derivatives. vol. 1, World Scientific, pp. 117-170.

Conference contribution

Ayyub, B, Pantelous, A & Shao, J 2016, . in Economics of Community Disaster Resilience Workshop Proceedings.

Poster

Khzouz, M, Gkanas, E & Shao, J 2018, ''.

Preprint

Shao, J, Zhao, X & Luis, M 2024 '' SSRN, Elsevier. <>