He obtained his B.S. in Mathematics from Beijing Normal University in 1997, M.S. in Mathematics from Northwestern University in 2000, and Ph.D. in Industrial Engineering and Management Sciences from Northwestern University in 2006. His main research interests are in quantitative finance. He is currently interested in developing theory and efficient algorithms for solving various quantitative finance problems. He helped build the Master of Science in Financial Engineering program at the University of Illinois at Urbana-Champaign and is involved in many aspects of the program.