Shiqian F.

Shiqian F. is a Prop Trading Quantitative Researcher at 申万宏源证券有限公司 since July 2023, specializing in quantitative research to generate alpha signals and optimize investment processes. Shiqian utilizes machine learning and deep learning techniques to develop and refine quantitative models, collaborating with portfolio managers and traders on risk management and market regime detection. Previous experience includes roles as a Quantitative Asset Allocation Summer Intern at China Asset Management Co., Ltd., Quantitative Research Intern at ICBC Credit Suisse Asset Management (International), and FOF Quantitative Research Intern at 东方证券股份有限公司. Shiqian holds a Master of Science in Data Science from The University of Hong Kong and a Bachelor of Science in Statistics from Shanghai University of Finance and Economics. Educational background includes high school studies at Chongqing Nankai Secondary School with a focus on science.