Chao Zhao

Chao Zhao is a Quantitative Analyst at King Street Capital Management in New York, NY, where he develops and implements advanced quantitative models to support investment strategies within the firm. His role focuses on leveraging data analytics and statistical techniques to evaluate opportunities primarily across credit, distressed debt, and multi-strategy asset classes, aligning with King Street's specialty in global credit and special situations investing.

Prior to joining King Street Capital Management in late 2021, Chao held quantitative research roles at BlackRock and J.P. Morgan, where he contributed to portfolio analytics, systematic trading, and risk modeling initiatives supporting multi-asset portfolios with a particular emphasis on fixed income and credit markets. His work at these major financial institutions strengthened his expertise in quantitative finance and model development.

Chao holds degrees from New York University and Wuhan University, underpinning his strong foundation in mathematics and finance. Through his combined academic and professional background, he has distinguished himself in the investment industry for his rigorous approach to quantitative analysis and his contributions to refining portfolio management strategies within the credit and distressed asset space.