Zheng was a child of Tsinghua University faculty,[2]
and graduated from Tsinghua University in 1998, majoring in applied mathematics with a minor in computer science.[3] Her interest in statistics was sparked by a junior-year project in medical data processing.[2] She went to Columbia University for graduate study in statistics, and earned a master's degree in 2000 and a Ph.D. in 2002.[3] Her dissertation, Multiple-Marker Screening Approach Towards the Study of Complex Traits in Human Genetics, was supervised by Shaw-Hwa Lo.[3][4]
She remained at Columbia as an assistant professor in statistics, became an untenured associate professor in 2007, and was granted tenure in 2012. She was promoted to full professor in 2017, and became department chair in 2019.[3]