WHAT？职业发展交流讲座举办第二期了？

---Quant Focus

如果你不小心错过了价值几十个亿10月29日的第一期讲座，错过了来自三井住友，高盛，德意志银行，长江商学院，麦肯锡等等华人MD扛把子们呕心沥血的干货分享，那么请不要犹豫，赶紧拿起鼠标，点击以下链接报名吧！

近期来到大纽约地区的校友数量激增，一个共同的诉求就是希望了解各行业状况和市场形势，渴望在规划职业发展，培养职场能力，获得理想的工作等方面得到指导和建议。12所中国高校校友会联合学生组织决定举办系列职业发展交流讲座，以促进校友间的职业经验与智慧的分享交流。在帮助年轻校友职业发展的同时，亦加深校友间的紧密联系，增强华人的凝聚力。

金融定量分析方向机会很多，竞争亦十分激烈。如何在金融界获得得一席之地，并成功驾驭职业发展，为众多校友们关注和探讨的话题。继第一期的精彩纷呈之后，应广大校友的要求，我们以《金融定量方向分析与职业发展规划》为主题举办系列讲座第二期，并针对金融定量具体的四种职业模式，分别邀请到几位金融定量分析领域经验丰富的专家校友来与大家分享交流面试和就业相关的实操特技。

特邀嘉宾：

蒋晓鹏      Director, Davidson Kempner Capital Management LP.  Structured Finance team, lead analyst for DK’s CMBS portfolio, also oversees DK’s big data initiative

徐   晶       Quant Analyst, Millennium Hedge Fund

郭桉劼       VP, Trading Stratergist, Goldman Sachs, Investment Management Division

姜筱晔       Quant Researcher, Two Sigma

王   晟        VP, Quant Researcher, Wolfe Research

李   篪        Specialist, McKinsey & Company’s, Risk Advanced Analytics

时  间：     November 5, 2016 (Saturday) 12:30 - 18:00

流  程：

12:30 - 13:00  Registration

13:00 - 13:10  Opening

13:10 - 14:10  Risk: Market Risk, Credit Risk, Risk Consulting

14:10 - 14:20  Break

14:20 - 15:20  Quant/Trading Strategy (Product Group)

15:20 - 15:30  Break

15:30 - 16:30  Quant Research (Asset Class)

16:30 - 16:40  Break

16:40 - 17:40  Quant: Analytics Focus

17:40 - 17:50  Closing

地  点：     McNally Amphitheatre, Fordham University,  Gabelli School of Business

地  址：     140 West 62nd Street, New York, NY 10023

费  用：     $10 (Drinks & Snacks Provided)

注  册：     https://goo.gl/9FCXmn  

付  费：     http://www.tsinghua.org/CDEventPayment  

注：因场地位置有限，务必用上面的链接注册。

主办：

大纽约地区清华校友会

天津大学（北洋大学）北美校友会

北美浙江大学校友会大纽约分会

中国科技大学大纽约地区校友会

中央财经大学北美校友会

北京大学大纽约地区校友会

复旦大学美国校友会

纽约南开校友会

大纽约地区南京大学校友会

武汉大学大纽约地区校友会

交通大学美洲校友会大纽约分会

大纽约地区同济大学校友会

特邀嘉宾简介：

蒋晓鹏 Director, Davidson Kempner Capital Management LP.  Structured Finance team, lead analyst for DK’s CMBS portfolio, also oversees DK’s big data initiative.  Founded in 1983, Davidson Kempner is a global institutional investment management firm with approximately $25 billion in assets under management. GSC Group, SVP, Structured Finance, non-agency ABS CDO origination. Citi Group, Senior Manager.  Built Citi Card’s first transactional database and used the data to successfully predict macro-economic indicator such as retail sales and took position in the bond market. Mr. Jiang came to the US in 1996 and received MBA from University of South Carolina in 1998.

Jing Xu (徐晶) is a quant analyst at Millennium, a multi strategy hedge fund. She is using statistical and analytical tools to study stock market and developing alpha signals. Before joining Millennium, she was quant trader at proprietary trading firm, Sun Trading and quant researcher at UBS equity market making desk. Prior to a career in finance, Jing had led research projects in signal processing and math modeling at biotech and pharmaceutical industry. Jing received Ph. D. in Applied Physics, Master in Electrical Engineering from Stanford University in 2007 and Bachelor degree from University of Science and Technology of China.

Eric Guo (郭桉劼) is a Vice President at Goldman Sachs. He is a strategist in two teams within the Investment Management Division: Credit Alternatives, an opportunistic credit platform with $5 billion AUM; and Goldman Sachs Investment Partners, an opportunistic multi-disciplinary hedge fund.

Prior to joining Goldman Sachs in 2012, Eric was a Ph.D. candidate at Cornell University. He received his Bachelor of Mathematics from the University of Waterloo in 2008. He also studied at Peking University from 2004 to 2005.

Dr. Xiaoye Jiang(姜筱晔) is a Quant Researcher at two sigma. He focuses on quant research and trading for US equities. Prior to joining two sigma, he was a quant researcher at Getco/KCG. He worked on electronic market making for US equities and fixed income products.

Dr. Jiang received his Ph. D. In Applies Mathematics from Stanford University and his B.S. from Peking University.

Sheng Wang(王晟)is a Vice President of Quantitative Research, Economics, and Strategy (QES) at Wolfe Research. Before joining Wolfe Research, Sheng worked at Quantitative Strategy team at Deutsche Bank for over five years. His team was ranked #1 by the Institutional Investor’s II-All America Research Survey in the Quantitative Research category for the past six years (2011-2016) since he joined. Deutsche Bank Global Quant Strategy team was ranked #1 in II-Europe and II-Asia surveys while Sheng was there. In addition to quant research, his team was also top ranked in the Portfolio Strategy and Accounting & Tax Policy sectors in 2015 and 2016. Sheng was voted as one of the ‘Rising Stars of Wall Street Research’ by Institutional Investor in 2016. Sheng’s research focuses on stock selection models, machine learning techniques, discovering new alpha signals, exploring technical strategies, quant macro, and various innovative financial datasets. Sheng holds a Bachelor and a Master degree in Computer Science from Tsinghua University as well as a Master degree of finance from MIT Sloan School of Management.

Chi Li(李篪) is a Specialist in McKinsey & Company‘s Risk Advanced Analytics team. She is a member of McKinsey’s Risk practice and primarily serves financial institutions on advanced analytics and risk management related topics. She works closely with McKinsey's clients and partners globally in the Risk Practice. Prior to joining Mckinsey, Chi worked as a senior consultant with Ernst & Young’s Quantitative Advisory Group in New York. 

Chi holds a Master degree in Statistics from Columbia University (2010), and got her B.S. in math and applied math from Tsinghua University in 2008.