Overview

Gender

male

Wei Zhu is a Managing Director in Citi's Institutional Client Group's (ICG) Risk Analytics group, where he heads the global Market Risk Analytics team with oversight on counterparty credit risk modelling team. After joining Citi in 2001, he has been focusing on building quantitative models to capture market risk and counterparty credit risk, for the purpose of both internal risk management and regulatory capital calculation. Mr. Zhu received his BS in Physics from Fudan University, and his PhD in Physics from New York University. He is also a CFA charter holder since 2004.