Chao Zhou

Chao Zhou is Managing Director and co-Portfolio Manager of the ABS and MBS Strategies team at Napier Park Global Capital. Napier Park separated from Citigroup’s alternative investment arm, Citi Capital Advisors, in February 2013. Prior to joining CCA in March 2008, Chao was an Associate in HSPI, LP formerly affiliated with Halcyon from 2006–2008. Prior to joining Halcyon, he was a Quantitative Research Associate at Amaranth Advisors, where he focused on modeling and pricing CDOs and ABS securities with the securitized product group. Chao previously held positions as a Software Engineer and a Technical Manager at Net2Phone Inc. Chao also worked in Tsinghua University’s Mathematics Department in Beijing, where he conducted research on open source mathematical software and ultimately published his results. Chao received a Master’s degree in Financial Engineering from Columbia University in 2006. Chao also holds a BS in Mathematics and an MS in Computational Mathematics, both from Tsinghua University.