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Wen Cao is a Vice President at BlackRock since August 2018, focusing on research for risk factor models and cash flow forecasting models related to alternative assets such as private equity, real estate, private debt, infrastructure, and natural resources. Prior to this role, Wen served as a Quant Researcher at Credit Suisse - QT Fund from July 2016 to July 2018, where responsibilities included generating systematic trading strategies in the equity market. Wen's experience also includes summer associate positions at Deutsche Bank, Roubini Global Economics, and multiple stints at Credit Suisse and State Street, where contributions involved fixed income financial indicators. Earlier experience includes a role as a Research Analyst at GE edgelab, where a risk assessment model was developed for GE Capital. Wen holds a PhD in Statistics from NYU Stern School of Business, a Master's in Mathematical Finance from the University of Connecticut, and a Bachelor's in Mathematics from Tsinghua University.