Rui Zhao, PhD, CFA, Managing Director, is a portfolio manager within BlackRock’s Systematic investment team. She is responsible for developing and is the lead portfolio manager for our systematic strategies in China.
Dr. Zhao's service with the firm dates back to 2006. Previously she was a portfolio manager and research analyst for the New York based Quantitative Equity team, as well as a researcher on the Developed Markets team in the systematic equities group. Prior to joining BlackRock in 2006, Dr. Zhao has focused on research on empirical asset pricing and hedge fund performance, and published papers in both academic and practitioner journals, including Journal of Financial and Quantitative Analysis, Journal of Investment Management and Alpha Magazine. In 2003, she was a part-time associate at Citigroup, developing a market impact model for block trade.
Dr. Zhao earned a BS degree, with honors, in statistics and a BA degree in economics, both from Peking University, and a PhD in finance from Columbia Business School.