The present and future of quantitative investment in China with new opening-up measures rolling out in the domestic financial market.


Hosted by CFA Institute, CFA China Shanghai

Conference MC: Stanley Ouyang, CFA, Deputy General Manager, CEFC Asset Management; Head of CFA Institute China Quantitative Finance Conference committee.

This conference will be conducted in Mandarin Chinese.

As a major annual event of the CFA Institute China Investment Forum series, the 3rd China Quantitative Finance Conference will focus on “Quantitative Investment and Financial Opening-up,” bringing together prominent industry experts and experienced practitioners to discuss the present and future of quantitative investment in China with new opening-up measures rolling out in the domestic financial market.

Review the 2nd China Quantitative Finance Summit.

Call for Speakers
If you are interested in speaking at the Conference, please submit an abstract and title of your presentation, as well as your biography, to our project coordinators at pg-sh@cfa-china.org.cn with the subject line, "Speaker proposal". The deadline for submission is 31 August 2019. The project team will review proposals and strive to select those who offer a diverse and well-balanced educational program.

Speakers

Tu Guangshao
屠光绍

1959年出生,经济学硕士,高级经济师。全国政协委员、上海交通大学兼职教授、上海交通大学上海高级金融学院执行理事。
历任中国人民银行全国金融市场报价交易信息系统中心副主任,中国证券交易系统有限公司董事、副总经理,中国证券监督管理委员会交易部主任,上海证券交易所总经理,中国证券监督管理委员会秘书长、副主席,上海市副市长、常务副市长,中国投资有限责任公司副董事长、总经理。2009-2016年期间担任上海交通大学上海高级金融学院首任理事长。

Tu Guangshao
Mr. Tu Guangshao is a Member of Chinese People’s Political Consultative Conference (CPPCC), Adjunct Professor at Shanghai Jiao Tong University and Executive Director of the Shanghai Advanced Institute of Finance (SAIF) Board.
He is former Vice Chairman and President of China Investment Corporation. Immediately prior to this, he served as Executive Vice Mayor, Vice Mayor of Shanghai and the founding chair of SAIF Board from 2009 to 2016. He held several positions in China Securities Regulatory Commission, including Vice Chairman, Secretary-General, General Manager of the Shanghai Stock Exchange, Director General of the Department of Trading. He also acted as Deputy Director of the National Financial Market’s Quotation and Trading Information System Center of People’s Bank of China, Director and Deputy General Manager of the China Securities Trading System Corp.
Mr. Tu, born in 1959, holds a master’s degree in economics from Peking University and was accorded Senior Economist by the Ministry of Human Resources and Social Security.

Chan Ahn
Chan Ahn

Chan Ahn is the Head of Equities Structuring for Asia ex Japan at Goldman Sachs, working with both institutional and non-institutional clients, providing structured solutions to their investment needs. He joined in 2015 from JPMorgan, where most recently he was the Head of Equity Derivatives Structuring, Asia Pacific. His past responsibilities include the Head of Asset-side Structuring & Solutions, Asia ex-Japan, and the Head of Equity Derivatives Structuring, Asia ex-Japan. Prior to joining JPMorgan in 2011, Chan was responsible for Equity Derivatives Structuring for Americas and Asia ex-Japan at Credit Suisse, having started his career in London with Bear Stearns. Chan holds a Ph.D. degree in Computational Finance and a B.Sc. degree in Mathematics and Computer Science, both from Imperial College London.

Jun Pan
Jun Pan

Jun Pan is currently a Professor of Finance at Shanghai Advanced Institute of Finance (SAIF), Shanghai Jiao Tong University. Prior to joining SAIF in 2019, she was the School of Management Distinguished Professor of Finance and Professor of Finance at MIT Sloan School of Management.
Jun has a B.S. degree in Physics from Shanghai Jiao Tong University, a Ph.D. in Physics from New York University, and a Ph.D. in Finance from Stanford University.

theodore niggli
Theodore Niggli

As Head of the MSCI Index Business in Asia Pacific, Theodore (Ted) Niggli is responsible for developing the business strategy, driving the product and commercial development and orchestrating client facing and research activities in the region. Ted has been with MSCI since 2000, starting in New York, then transferring to London in 2001, before moving to Shanghai in 2012.
Prior to joining MSCI in 2000, Ted worked for Procter & Gamble for more than 12 years occupying a variety of roles, most recently as Marketing Director in Brazil. Ted started his P&G career in Switzerland, and then moved to Poland, Belgium and finally Brazil.
Ted earned his MBA from Dartmouth College (Amos Tuck) and a University Degree in Management from Université Paris-Dauphine in France.

David Zhang
David Zhang

David Zhang is a Managing Director and Head of Securitized Products Research at MSCI. His team is responsible for developing models and analytics to support investment analysis, risk management, and regulatory compliance.
Before joining MSCI, Dr. Zhang was Managing Director and head of Securitized Products modeling at Credit Suisse for more than a decade. At Credit Suisse he was responsible for supporting risk, regulatory and client analytics as well as sales/trading quantitative strategies. Dr. Zhang’s group developed one of the most widely used MBS models by fixed income institutional investors. Their work was consistently awarded top ranking by various industry and client surveys, including Institutional Investor All-America Research Team ranking in Agency prepayment. They also won the award for best paper by the American Real Estate Society for research on effectiveness of government mortgage programs
The regulatory projects Dr. Zhang lead at Credit Suisse included developing models for CCAR and PPNR (Pre-Provision Net revenue), Dodd-Frank IHC (Intermediate Holding Company) and related VaR, RWA and RBPL modeling, and FRTB (Fundamental Review of Trading Book).
David serves on the boards of TCFA (The Chinese Finance Association), GCREC (Global Chinese Real Estate Congress), and NY PRMIA (Professional Risk Management International Association). He co-chairs the China Market Committee of SFIG (Structured Finance Industry Group). Dr. Zhang has a Ph.D. from Princeton University.

Stanley Ouyang, CFA
Stanley Ouyang CFA

Stanley Ouyang, CFA, is the deputy general manager of the CEFC Asset Management. He is the head of CFA Institute China Quantitative Finance Conference committee. He is also the executive vice president of China QClub.
He has more than 16 years buy-side experiences in quantitative investments, last 7 years specialized as China Quants. Prior to CEFC asset management, he has worked at Credit Suisse Alpha Strategies (NYC), Bank of America Columbia Management (NYC), BNY Mellon Western Fund (Shanghai), and Sinolink Securities (Beijing and Shanghai). He manages a China quant hedge fund at CNY3.2 billion ($460 million) asset as of September 2019.
He obtained his master degrees from MIT Sloan and Carnegie Mellon University and bachelor degree from Tsinghua University.

Agenda

Saturday, 12 October

Sponsors/Exhibitors

Guided by

SH Pudong Financial Work Bureau

Hosted by

CFA Institute

Supported by

CAFR
The Q Club
MSCI

Strategic Partner

Pudong Institute of Finance

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