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Research Summary

PhD topic 

Application of Markov chain Monte Carlo in Asset backed securities

Research interests

Credit risk modelling & Credit derivative
Forex market microstructure & Carry trade


    Additional Information

    Zhekai started his PhD in Quantitative Finance at Adam Smith Business School in 2016. Before that, he obtained his double master’s degrees in Mathematical Finance, Hong Kong Baptist University and Financial Markets, University of Kent (Distinction). He obtained two bachelor’s degrees in Computer Science (first major) and Finance (second major) in Beijing Normal University, Zhuhai Campus.

    He also gained the industrial experience as the data analyst in the quantitative trading team of Anhua Agriculture Insurance Co.Ltd, Beijing and the quantitative analyst in Wadcc asset management Co. Ltd, Beijing.

    Zhekai is currently a CFA level 3 candidate. He is also a candidate of society of Actuaries.