Wen received his PhD from Manchester Business School and pursued executive education at Kellogg School of Management. He was at Durham University as a Lecturer (Assistant Professor) and then Senior Lecturer (Associate Professor) until he joined Edinburgh in 2012.

Wen is elected as a co-chair of RSE Young Academy of Scotland, the president of China Economic Association (UK/Europe), a Board Director of Asian Finance Association and a Senior Fellow of China Centre for Globalization. Wen has served as an Associate Editor or Guest Editor of European Journal of Finance, Finance Research Letters, Abacus, Corporate Governance: An International Review, International Small Business Journal, Pacific-Basin Finance Journal and Journal of Business Ethics.

He co-organised a number of international conferences with leading academic journals on the themes of a) Chinese capital markets, b) ethical and sustainable entrepreneurship, c) legal institutions and finance, d) corporate governance in emerging countries, e) microfinance, f) green finance and e) financial technology.