He is the Daniel H. Silberberg Professor of Statistics and Vice Dean at the Wharton School of the University of Pennsylvania.

He is also professor of Applied Math & Computational Science Graduate Group, and associate scholar at the Department of Biostatistics, Epidemiology & Informatics, Perelman School of Medicine, University of Pennsylvania.

[4] In 2017, Cai was elected to the presidency of International Chinese Statistical Association (ICSA).

His sister Tianxi Cai is the John Rock Professor of Population and Translational Data Sciences in the Department of Biostatistics at the Harvard T.H.

His brother Tianwu Michael Cai, majored in physics (PhD, Rochester) is a vice-president of Goldman Sachs.