Professor Zhu obtained his PhD from the Courant Institute of NYU under the direction of S.R.S. Varadhan. He worked at Morgan Stanley in NYC and held a Dunham Jackson Assistant Professorship at the University of Minnesota before joining the Mathematics Department at FSU. His research has been supported by three NSF grants and a Simons Collaboration Grant. He was a recipient of Kurt O. Friedrichs Prize for an outstanding dissertation from Courant Institute, New York University in 2013 and Developing Scholar Award from Florida State University in 2022.

Professor Zhu works in applied probability, data science, operations research and financial engineering, including: Langevin algorithms, stochastic gradient and momentum-based variants, heavy-tailed methods and phenomena in machine learning, option pricing, risk management, point processes, large deviations, random graphs and social networks.