Haitong Jiang

Haitong is currently pursuing a PhD at the ICMA Centre under the supervision of Professors Emese Lazar and Miriam Marra. Haitong holds a B.Sc. in Mathematics from the University of Reading and an M.Sc. in Financial Engineering from the ICMA Centre. Her research focuses on machine learning (particularly neural networks), implied volatility forecasting, and option pricing. She is also exploring the applications of machine learning in capturing movements in implied volatility under climate uncertainty, including the impact of extreme weather events. She also serves as a Teaching Assistant, conducting seminars for modules on portfolio management, market risk, financial modelling, and financial instruments