Hui Shao is a Director in Quantitative Strategy Group in the equity Global Market of Bank of America Merrill Lynch. The team is mainly responsible for the quantitative solution development and financial engineering in equity sales and trading business. Previously, he was a Director in the Global Risk Analytics of BofA. The team is responsible for the development of models and system for fair value adjustment, counterparty risk management, regulatory capital calculation, stressed testing. Before BofA, Hui worked as a Senior Manager in the Quantitative Advisory Service in Ernst and Young and quantitative analyst in Moody’s Investors Service. Hui holds a Bachelor’s Degree in Physics from Peking University and a Ph.D. in Electrical Engineering from Columbia University
Jing is currently the Director of Quantitative Execution Services at a quant fund in NY. She got her M.S. degree in Operations Research from Columbia University, B.S. in Biology from Tsinghua University and B.A. (double degree) in Economics from Peking University. Since May 2021, Jing has also served as the president of Tsinghua Alumni Association of Greater New York. Being extremely enthusiastic about contributing back to the communities, Jing has been volunteering in various NGOs. In particular, Jing served in Tsinghua Alumni Association of Greater New York for more than 8 years, and was elected to be the president in May 2021. From Jing's work and volunteer experience, she is well connected in the industry, and has accumulated years of experience organizing events. Jing has been participating in TCFA events since 2014 and shares the values of the organization. She is looking to contribute to the organization.
Dr. Kun Gao is the Founder and Chief Investment Officer of Sherbrooke Park Advisers, a quantitative hedge fund actively applying innovative algorithms to invest in global markets. Sherbrooke Park Advisers exists at the intersection of finance and technology, combining the deep industry knowledge of quantitative researchers with the technical prowess of software engineers. It leverages the collective expertise of its team to seek new investment opportunities, control risk, and provide useful services to its investment partners.Prior to founding Sherbrooke Park Advisers, Gao was the Head of Quant Equity Research at AIG Investments, the asset management arm of the insurance giant. Building the trading business from the ground up, Gao recruited and retained high performers, instilled a culture of excellence, and integrated sophisticated infrastructure to drive results. Under his leadership, the business delivered strong audited track records each year since inception. Before joining AIG, Gao was a senior portfolio manager at leading U.S. hedge funds, including Tudor Investment Corporation, Balyasny Asset Management, and WorldQuant. Gao started his investment career at Morgan Stanley’s proprietary trading group.Gao is a long-term trustee of The Chinese Finance Association (TCFA). He is also a co-founder and trustee of The Youth Fund, a nonprofit organization that connects Asian-American youth with industry leaders to assist in their career development. He contributed a book chapter about quantitative equity trading for Financial Engineering (Wiley, 2011).Gao received a B.S. in Statistics from Peking University and a Ph.D. in Statistics from Yale University.
Devoting into financial industry for 12 + years , Wen Li is currently a Senior Director and global head of securitization content at Moody’s Analytics. Her group is responsible for creating content and analytics for securitization professionals in RMBS, ABS, CLO, CMBS and Esoteric asset classes. Moody’s Analytics Structured Finance Solution is a leading provider of data, software, cashflow services , research and advanced analytics in global structured finance market serving nearly 500 domestic and global institutions and over 2000 indirect and direct clients via third party partners .Previously , Wen worked in Citi Group Global Market New York before join Moody’s . Wen is a CFA Charterholder and also actively serving as a mentor of Women’s BRG and Pan-Asia BRG in Moody’s .Wen has a M.S. in Finance from SUNY at Buffalo and a B.S. in Economics from University of International Business and Economics (UIBE)
Howard Zhu is the Head of Analytics for the Americas at MSCI, where he leads business development for the analytics product line across all client segments. Before relocating to New York, Howard served as the Head of APAC Analytics Products in Hong Kong. Throughout his tenure at MSCI, he has been instrumental in helping global investors integrate analytics tools into their investment decision-making processes.Before joining MSCI, Howard was a Client Portfolio Manager at ING Investment Management APAC, where he spearheaded the growth of systematic investment strategies across the region. Howard also worked as a Research Analyst at Investment Technology Group (ITG) in Boston, where he developed portfolio analytics products, including risk models, transaction cost models, and fair value models. His research on the capacity of liquidity- demanding equity strategies was published in the Journal of Portfolio Management.Howard holds a Master’s degree in Computer Science with a focus on Artificial Intelligence from Columbia University and a Bachelor’s degree in Biophysics from Fudan University in China. He pursued doctoral studies in statistics at the University of Washington and holds a patent on Creating a Turnover Efficient Frontier for an Investment Portfolio.
Dapeng Hu, PhD, CFA, Managing Director, Global Head of Aladdin Sustainability Analytics in BlackRock. He is responsible for the research and development of sustainability, climate and energy analytics within Aladdin, BlackRock's portfolio management and enterprise risk management system. Previously Dapeng was a Co-Head of Financial Modeling Group (FMG) and Head of Structured Finance Research and Modeling (SFRM) team. He was responsible for defining and execution of all financial models in Aladdin with a focus on mortgage modeling, security valuation models, simulation, data science and overall FMG infrastructure and technology. Prior to joining BlackRock in 2003, Dr. Hu was with Wells Fargo as a Director of financial modeling from 2001 - 2003. From 2000 - 2001, he was with Citigroup as Vice President of empirical modeling. From 1998 - 2000, Dr. Hu was a member of the research faculty in the Real Estate Department at the Wharton School, University of Pennsylvania. Dr. Hu earned a BS degree from Peking University, an MS degree from the Chinese Academy of Sciences, and a Ph.D. from the University of Pennsylvania.