His research interest is in applications of mathematics and statistics to finance and risk management problems. He has published papers in academic journals in applied mathematics, statistics and finance, such as SIAM Journal on Numerical Analysis, European Journal of Operational Research, Journal of Banking & Finance, Journal of Empirical Finance, Mathematical Finance, Quantitative Finance, and Computational Statistics & Data Analysis, among others. He is on the editorial board of International Journal of Theoretical & Applied Finance. He has consulting experience with Hong Kong Monetary Authority, hedge funds and commercial banks in Hong Kong.