Prof. WONG, Chak Kei, Jack 王 澤 基 教授

Professor of Practice in Financial Technology

BEng (The Chinese University of Hong Kong)
MPhil (University of Oxford)   

DPhil (University of Oxford) 

Office :  Room 907, William M.W. Mong
             Engineering Building
 
Email  :  chakwong@se.cuhk.edu.hk

 

Biography

Professor Chak Wong is currently Managing Director of Financial Products at Ping An Asset Management. Previously, he was Asia Head of Sovereign and Financial Institutions at Societe Generale. As Professor of Science Practice in the Mathematics department of HKUST, he taught courses on the application of stochastic differential equation to counterparty credit risk and funding valuation adjustment, the application of machine learning to finance markets as well as risk management for banks and insurances. He worked full time as Professor of Finance Practice at The Chinese University of Hong Kong, Director of MSc in Finance program, Associate Director of MBA program and Director of Business Development of The Asia Pacific Institute of Business, while serving the Deposit Protection Board and its Investment Committee of HKMA. Before returning to academia in 2010, Professor Wong was Managing Director and Head of Structuring of IBD Asia including Japan of Barclays Capital. He was responsible for client risk advisory and risk management solutions across all asset classes. Professor Wong was Managing Director and trader in UBS London and Hong Kong, co-heading the APAC structured products groups which trades and designs products including all asset classes and hybrids. He also spent a number of years in London in Goldman Sachs as Executive Director, working as a strategist/quant and trader for rate, FX and inflation. Prior to that, he was a quantitative analyst in credit derivative and emerging market in Morgan Stanley, London. He built a language for constructing credit derivative products, models for interest rate and hybrid products, as well as high dimensional PDE solver and Monte Carlo engines.
 
Professor Wong studied in The Chinese University of Hong Kong and University of California at Berkeley. His major was Electronic Engineering with minors in Pure Mathematics and French. He obtained his DPhil and MPhil degrees in Economics from the University of Oxford. He was Rhodes Scholar of Hong Kong 1995.