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Chia Chun Lo (Steve), Ph.D.

Associate Professor of Finance

Dr. Chia Chun (Steve) Lo is an Associate Professor of Finance at MBSC. He is an expert in quantitative investment, portfolio management, asset pricing, financial forecasting, and actuarial science. 

Dr. Lo holds various professional designations, such as Associate of Society of Actuaries (ASA), Chartered Financial Analyst (CFA) and Financial Risk Manager (FRM). He is one of the four qualified U.S. actuaries in the Kingdom of Saudi Arabia. In addition, he has completed all examination requirements and will become the Fellow of Society of Actuaries (FSA) in March 2018.

Dr. Lo has more than ten years of experience working in the financial industry and the university in UK, China, Macau, and Taiwan. He was the external head of quantitative research of Citic Futures Co. in China and a research associate at ABM Analytics in the UK. Prior to this, he was the Asian Pacific operational manager of P&C Information Technology Macau and a quantitative analyst at Cambridge Systems Associates in the UK. He began his career as an actuary and financial engineer at ShinKong Life Insurance in Taiwan in 2003 and he was an assistant professor of finance at the University of Macau. Due to his experience from the finance industry and his academic qualification, Dr. Lo was hired by the Global Association of Risk Professionals (GARP) to design and write questions for both part one and part two FRM exams. They are offered solely in English, twice a year in May and November, at approximately 90 exam sites around the world. 

He has published several articles in the leading finance journals such as Review of Quantitative Finance and Accounting, Journal of Forecasting, International Journal of Theoretical and Applied Finance, Finance Research Letters, Journal of Assets Management, and International Journal of Financial Engineering and Risk Management. His research paper on the oil price dynamics was collected in the book entitled Global Energy Policy and Security (Springer) in 2013.

Dr. Lo obtained a Ph.D. degree in computational finance from the University of Essex(UK), an MSc degree in actuarial science from Boston University (US), and an MSc degree in financial engineering from National Chengchi University (Taiwan). He is also the co-founder of the M-Tron world with offices in London, Hong Kong, Macau, and China and an active equity portfolio manager and options trader.

Research

https://www.linkedin.com/in/steve-lo-ph-d-fsa-cfa-frm-7913b115a/