This site is part of the Informa Connect Division of Informa PLC

This site is operated by a business or businesses owned by Informa PLC and all copyright resides with them. Informa PLC's registered office is 5 Howick Place, London SW1P 1WG. Registered in England and Wales. Number 3099067.

December 8 & 9, 2020
OnlineDelivered Live (EST) & On-Demand Afterwards

Wei Zhu
Managing Director, Global Head of Market Risk Analytics at Citi

Profile

Wei Zhu is a Managing Director in Citi’s Quantitative Risk and Stress Testing group, where he heads the Market Risk Analytics team. After joining Citi in 2001, he has worked in various risk modeling areas including market risk, counterparty credit risk, and risk capital. Mr. Zhu has a Ph.D. in Physics from New York University and is a CFA charter holder since 2004.

Agenda Sessions

  • FRTB: The role of valuations and market risk post-implementation

    1:30pm