Haoxiang Zhu is an Assistant Professor of Finance at MIT Sloan School of Management, and a Faculty Research Fellow of the NBER. Zhu works mainly on asset pricing and financial market structure and design. His research topics include the central clearing of OTC derivatives, dark pools of liquidity, high-frequency markets, design of CDS auctions, search and pricing in OTC markets, financing decisions under information asymmetry, the term structure of interest rates, trading in Treasury and MBS markets, and the collateral use of commodities. He received a B.A. in mathematics and computer science from the University of Oxford and a PhD in Finance from the Stanford Graduate School of Business.