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

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


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