Senior Associate
CurrentTrading & Portfolio Management- ABS and other structured finance products.- Enhanced fixed income (固收+) products and derivative products.- Built and improved the IT infrastructure for portfolio management.
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@cicc.com.cn
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Chuanye (Vincent) Qi is listed as Master of Finance in Financial Engineering at Tsinghua SEM at CICC, a company with 2901 employees, based in Chaoyang District, Beijing, China. AeroLeads shows a work email signal at cicc.com.cn and a matched LinkedIn profile for Chuanye (Vincent) Qi.
Chuanye (Vincent) Qi previously worked as Senior Associate at Cicc and Quantitative Developer Intern at China Securities Co., Ltd. Chuanye (Vincent) Qi holds Master'S Degree, Financial Engineering, 3.68/4.0 from 清华大学经济管理学院 Tsinghua University School Of Economics And Management.
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Fixed income trader at CICC trading mostly ABS and other structured finance products. Master of Finance student at Tsinghua University, with a Bachelor of Science degree in mathematics from Fudan University.
Listed skills include English, Mathematical Analysis, Linear Algebra, Real Analysis, and 2 others.
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A career timeline built from the work history available for this profile.
Beijing City, China
Trading & Portfolio Management- ABS and other structured finance products.- Enhanced fixed income (固收+) products and derivative products.- Built and improved the IT infrastructure for portfolio management.
Beijing, China
Developed a high-frequency backtest engine driven by orderbook snapshot diffs.
Shanghai City, China
- Designed a probabilistic model to identify option market makers' (OMM) quotes, and fitted their bid/ask vol surfaces thereof using SVI.- Built a tick-level, orderbook-driven backtest framework with a simple yet extendible match engine as a by-product, which is able to finish backtesting one day's data within less than 15 seconds.
Beijing City, China
Quantitative proprietary trading focusing on derivatives:1. SVI parametrisation of implied vol surfaces of Dalian Commodity Exchange Soybean Meal Options, with Quasi-Explicit optimisation techniques for improved robustness in fitting.2. Designed a replication strategy of variance swaps of Soybean Meal Options, and proposed a trading strategy to short.
Shenzhen, Guangdong, China
Built an A-share convertible bond pricing model using Least Square Monte Carlo, which was superior to WIND's native pricing API in accuracy.
Shenzhen, Guangdong, China
Researched market cycle behaviours using the 3-cycle model;Backtested the Black-Litterman model on equity, bond and commodity assets to achieve a major improvement over the Markowitz mean-variance model (Sharpe increased by 0.9);Researched various types of risk metrics including lower partial moments, value-at-risk metrics and drawdown metrics.
Shanghai City, China
Co-developed a multi-factor model; coded various components including data cleanser, regressor, back tester and performance analyser;Simulated industry-neutral portfolios for several value factors and identied the P/B factor to be most effective after thorough performance analysis;Built a technical timing strategy that involved a complex extremum.
Other employees you can reach at cicc.com. View company contacts for 2901 employees →
赵天鹏
Colleague at CiccCayman Islands, Cayman Islands
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李
李义刚
Colleague at CiccChaoyang District, Beijing, China, China
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李
李典懋
Colleague at CiccHaidian District, Beijing, China, China
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张
张天泽
Colleague at CiccChaoyang District, Beijing, China, China
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HL
Hemin Li
Colleague at CiccChaoyang District, Beijing, China, China
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贾
贾中亚
Colleague at CiccBeijing, China, China
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SG
Sichen G.
Colleague at CiccShenzhen, Guangdong, China, China
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叶
叶建冬
Colleague at CiccLos Angeles, California, United States, United States
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TZ
Theodore Zhai
Colleague at CiccHong Kong SAR, Hong Kong
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XC
Xiaofan Chen
Colleague at CiccHaidian District, Beijing, China, China
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Student in maths
Exchange Programme for the spring semester of 2017
Quick answers generated from the profile data available on this page.
Chuanye (Vincent) Qi works for CICC.
Chuanye (Vincent) Qi is listed as Master of Finance in Financial Engineering at Tsinghua SEM at CICC.
AeroLeads has found 1 work email signal at @cicc.com.cn for Chuanye (Vincent) Qi at CICC.
Chuanye (Vincent) Qi is based in Chaoyang District, Beijing, China while working with CICC.
Chuanye (Vincent) Qi has worked for Cicc, China Securities Co., Ltd, Industrial Securities Co.,Ltd., Citic Securities Company Limited, and 金信基金管理有限公司.
Chuanye (Vincent) Qi's colleagues at CICC include 赵天鹏, 李义刚, 李典懋, 张天泽, and Hemin Li.
You can use AeroLeads to view verified contact signals for Chuanye (Vincent) Qi at CICC, including work email, phone, and LinkedIn data when available.
Chuanye (Vincent) Qi holds Master'S Degree, Financial Engineering, 3.68/4.0 from 清华大学经济管理学院 Tsinghua University School Of Economics And Management.
Chuanye (Vincent) Qi is listed with skills including English, Mathematical Analysis, Linear Algebra, Real Analysis, Python, and Data Analysis.
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