My research areas are Actuarial Science, Financial Mathematics, and Quantitative Risk Management, with broad research directions that include risk sharing and pooling, forward preferences and control strategies, life and retirement products, risk aggregation and resource allocation, as well as mitigating emerging and large-scale risks, recently focusing on cyber, pandemic, and climate risks. In general, I am interested in solving any timely and revolutionary decision-making problems, via data analytics, machine learning, optimization, and stochastic control.

I am an Associate Professor in the Department of Actuarial Mathematics and Statistics at Heriot-Watt University (HWU), and an Associate of the Society of Actuaries. Representing HWU and my research community, I am an advisory member in the EPSRC Mathematical Sciences Early Career Forum, a knowledge exchange academic coordinator in the International Centre for Mathematical Sciences, and a convenor of the Data and Decisions research theme in the Maxwell Institute for Mathematical Sciences. I received the Michael V. Colla Prize for Mathematics Related to Medicine, and the Best of 2020 in the Annual Meeting of the Casualty Actuarial Society.

I was an Assistant Professor in the Department of Mathematics and the Department of Statistics at the University of Illinois at Urbana-Champaign (UIUC) in 2018-2021, where I co-founded the Illinois Risk Lab. I was a J. L. Doob Research Assistant Professor in the Department of Mathematics at UIUC in 2017-2018.

I was born and raised in Hong Kong, with the legally given name Wing Fung Chong. I am also known as Alfred Chong, but I have been using my legally given name, Wing Fung Chong, for publication purposes. I hold a Ph.D. in Actuarial Science from The University of Hong Kong and King's College London.