In his four years since graduating, Zhengtian Ge (’22SPS, Enterprise Risk Management) has worked across markets in New York and Hong Kong, and has had roles in credit risk and margin trading.
He says the Master of Science in Enterprise Risk Management (ERM) program at Columbia University prepared him by providing a broad view of risk that has been valuable across roles and geographies.
Ge now works in Margin Trading for Prime Financial Services at JPMorgan Chase & Co.
In this Q&A, Ge reflects on the ERM program’s value, his favorite class, how risk differs between markets in New York and Hong Kong, and how he uses AI in his work.
You moved from credit analysis into margin trading at JPMorgan Chase. What drew you to Columbia’s quantitative risk program, and how did it prepare you for that path?
I studied finance and computer science, so I always knew I wanted a career that was close to markets but also analytical and technical. Through my internships, I realized that risk management was one of the areas in finance where those interests came together naturally.
Compared with roles more focused on relationship management or sales, risk felt more aligned with how I think. It requires quantitative analysis, judgment, and the ability to understand both products and markets. That was a big reason I chose the Master of Science in Enterprise Risk Management (ERM) program at Columbia University.
The program gave me a broad view of risk, from credit and market risk to stress testing, modeling, and enterprise-level frameworks. It also helped me start my career in credit risk at JPMorganChase, where stress testing was part of my day-to-day work, and where I later moved into a more markets-facing role in margin trading.
Your work has taken you from New York to Hong Kong, across credit risk and now prime brokerage. What has that shift across roles and markets taught you about risk?
One thing I have learned is that a job title does not always tell the full story of the risk you are managing. My first role was called credit risk because it sat within the lending business, but the work was not only about traditional credit analysis or evaluating a client’s creditworthiness.
A lot of my work was closer to markets and collateral risk. I looked at collateral values, margin requirements, loan-to-value levels, and portfolio stress testing. Daily, I used statistical analysis and programming to assess whether the collateral supporting client loans remained healthy under different market conditions.
My current role in margin trading has a similar risk foundation, but the perspective is different because it sits in the first line of defense. I still think about portfolio risk and leverage capacity, but I also need to consider risk-adjusted return and client profitability. That shift has taught me that good risk management is not just about avoiding losses. It is about helping the business take the right risks in the right way.
You mention using Python and AI to turn complex trading data into insights for senior leadership. How did Columbia’s program shape the way you approach that kind of work?
Many of the courses I took were quantitative, including Value-Based ERM, Introduction to Quantitative Risk Management, Coding for ERM, Credit Risk Management, and Risk Modeling. What I appreciated most was that the projects were practical. They were not just about learning formulas, but about using tools like coding, modeling, and data analysis to answer real risk questions.
That has influenced how I approach my work today. When I use Python or AI, I do not see them as the end goal. They are tools to help simplify complexity. Trading and portfolio data can be detailed and noisy, so the challenge is to turn that information into something clear, useful, and decision-oriented.
For me, the most valuable skill is translating technical analysis into insights senior stakeholders can actually use. The program helped me build that bridge between quantitative work and practical risk management.
Working across U.S. and Asian markets gives you a cross-border view of risk. Did anything from the program shape how you think about that, and has the experience changed your perspective?
Working in both New York and Hong Kong has shown me that risk doesn't look the same in every market. The principles may be global, but the details are local.
In Asia Pacific (APAC), some markets are less mature or more fragmented, so deal structures, collateral arrangements, and client needs can be more complex. In the U.S., the market is deeper and more developed, but risk can often come from concentration, scale, and very large transactions.
The courses gave me the technical foundation, but the program's diverse elective offerings also mattered. As an international student in a U.S. program, I learned from classmates, professors, and projects with different perspectives. That experience made me more open-minded and helped me understand that a strong risk framework needs to be globally consistent but flexible enough to work in local markets.
Moving to Hong Kong was also personal for me because I wanted to be closer to my family. Professionally, it has been valuable, too. Being bilingual has helped me communicate better with clients and understand different market perspectives more directly.
Which course, professor, or project at Columbia had the most lasting impact on how you approach risk?
My favorite class was Credit Risk Management with Professor Erdem Aktug. I have recommended it to many new students who reached out to me.
What I liked about the course was that it made us think. A two-hour class each week can only cover so much, but the way Professor Aktug structured the homework and discussions pushed us to prepare, ask questions, and really understand the material.
The bonus questions were the most memorable part. They were challenging and sometimes took a lot of time, but they were worth it because they forced me to think beyond the surface. Instead of just applying formulas, I had to understand why the concepts mattered.
I still keep in touch with Professor Aktug and speak with him regularly about his current work and my own role. Those conversations have continued to shape the way I think about risk even after graduation.
What advice would you give students interested in a more quantitative, markets-facing risk career?
I would tell students not to underestimate risk management. Some people may see it as less glamorous than investment banking or front-office relationship management, but risk is foundational to the financial industry. No business can grow organically or by mergers and acquisitions without proper risk management.
For students who enjoy quantitative work, programming, markets, and problem-solving, risk can be a great place to start. It gives you exposure to products, clients, regulations, markets, and business strategy. It also builds a very transferable skill set.
I have seen colleagues move from second-line risk roles into first-line roles, trading, business management, and even banking. A risk background can be a strong foundation for many different paths. I believe a banker cannot be truly effective without understanding risk, and a risk manager cannot be truly effective without understanding business impact.
Is there anything else you would like readers to know about you or your experience that would help them understand the benefits of the program?
The program gives you a strong foundation, but it does not define your career for you. That part is up to each student.
For me, it helped connect my interests in finance, computer science, markets, and risk. It gave me tools, structure, and exposure, but I still had to figure out what kind of work excited me most and how to build my own path.
That is what I would encourage current students to do. Use the program as a platform. Explore different areas of risk, talk to people, understand your strengths, and combine what you learn with your own interests. The most valuable outcome isn't just getting a degree — it is developing your own professional identity.
Views and opinions expressed here are those of the author and do not necessarily reflect the official position of Columbia University School of Professional Studies or Columbia University.
About the Program
The Master of Science in Enterprise Risk Management (ERM) program at Columbia University prepares graduates to inform better risk-reward decisions by providing a complete, robust, and integrated picture of both upside and downside volatility across an entire enterprise. For both the full-time and part-time options, students may take all their courses on Columbia’s New York City campus or choose the synchronous online class experience. Learn more about the program here.
