Law, Keith Ka-fai(羅家輝)

MFE (UC Berkeley); PhD (HKU)

Adjunct Associate Professor

Contact

Department of Finance

Room 1201, 12/F
Cheng Yu Tung Building
12 Chak Cheung Street
Shatin, N.T., Hong Kong

+852 3943 7805

fin@cuhk.edu.hk

Biography

Dr. Keith Law is an Adjunct Associate Professor of the Department of Finance at The Chinese University of Hong Kong (CUHK) Business School. He is a specialist in quantitative and derivatives space and has extensive experience in portfolio analytics, derivative modelling and strategy designs.

With over 16 years of industry experience within the investment banking industry, Dr. Law held various key quant roles at Credit Suisse, JP Morgan, Morgan Stanley, and UBS where he headed the strategy efforts for both Global Synthetic Equity and Equity Derivatives in Asia.

From May 2013 to June 2020, Dr. Law was a partner of MCM Asia and later became CIO of public markets at MCM Investment partners in 2017, where he oversaw the asset management business and the overall quantitative investment process.

Dr. Law got a PhD in Statistics at the University of Hong Kong and a Master of Financial Engineering at UC Berkeley. He also holds the Financial Risk Manager (FRM) designation.

Teaching Areas

Mathematical Financial Modelling and Structured Solution
Algorithmic Trading
Quantitative Portfolio Analysis

Research Interests

Algorithmic trading strategies
Quantitative risk management
Derivatives pricing & strategy