Teaching Experience

School of Management, Fudan University

• Real Estate Finance (Master & Undergraduate)

• Sustainable Finance (Master) 

• Financial Markets and Institutions (MPhil-PhD) 

CUHK Business School, Chinese University of Hong Kong

• Faculty Teaching Merit Award (2019, 2020)

• Financial Management  (Undergraduate) 

• Real Estate Finance (Master) 

Erasmus School of Economics, Erasmus University Rotterdam

• Seminar on Corporate Governance (Master)

• Seminar on Corporate Finance (MPhil-PhD / Co-teach)

• Behavioral Finance (Undergraduate / Co-teach)

Professional Skills

Qualifications: 

• Chartered Financial Analyst (CFA) Charterholder since September 2016

• Chartered Alternative Investment Analyst (CAIA) Charterholder since December 2018

Skills: 

• Programming: SAS, SQL, Python, STATA,  MS Office, Latex

• Databases: 

  • WRDS: CRSP, COMPUSTAT, Thomson Reuters, Option-Metrics, Trace, I/B/E/S, ExecuComp, KLD, RiskMetrics, NYSE TAQ, ISSM

  • Others: Bloomberg, DataStream, SDC Platinum, Factiva, Wind, FactSet, BoardEx, DealScan, S&P Capital IQ, CSMAR

• Languages: Chinese (Native); English (Fluent); German (Elementary); Russian (Elementary)

Past Professional Experience:

• Academic Advisor, Rayliant Global Advisors, Hong Kong

  • Conducted piloting research work on ESG investment products in China A-shares market

• Quantitative Research, Quantifeed, Hong Kong

  • Designed index portfolio performance evaluation template and traced performance of 20+ index portfolios

  • Reviewed and amended 20+ index portfolio rule books and designed 10+ index portfolio rule books

• Quantitative Research, 9 Martingale Asset Management, Shanghai / Hong Kong

  • Tested the feasibility of Statistical Arbitrage in China’s A-shares (CSI-300 & CSI-500) at weekly frequency

  • Identified mispriced stocks and constructed and back-tested a market neutral long-short strategy

  • Combined with momentum strategy and designed a long-only strategy with annualized return of 35.22% and an information ratio of 3.37, and a maximum drawdown of 7%

• Quantitative Research, Winsight Global Asset Management, Hong Kong 

  • Designed and tested a dynamic rule-based multi-assets allocation strategy in U.S. market at monthly frequency

  • Conducted time-series analysis of economic factors including LEI, term spread, VIX, OAS, etc.

  • Achieved an annual outperformance of 2% over risk-parity benchmark and a maximum drawdown of 8.31%

  • Forecasted global stock market index volatility, i.e. SPX, DAX, HSI, and HSCEI

  • Applied different forecasting approaches, including GARCH, EGARCH, and adjusted historical volatility

  • Compared different models in predicting high volatility period with logistic model