  We present results of a study of the Chiral Separation Effect (CSE) in
quenched finite-density QCD. Using a recently developed numerical method we
calculate the conserved axial current for exactly chiral overlap fermions at
finite density for the first time. We compute the anomalous transport
coefficient for the CSE in the confining and de-confining phase and investigate
possible deviations from the universal value. In both phases we find that
non-perturbative corrections to the CSE are absent and we reproduce the
universal value for the transport coefficient within small statistical errors.
Our results suggest that the CSE can be used to determine the renormalisation
factor of the axial current.
