第二届上海CFA中国量化金融峰会

Wai Lee 李伟

富国银行资产管理公司

多资产策略部全球研究首席执行官

李伟博士于2018年加入富国银行资产管理公司，担任多资产策略部的全球研究首席执行官。此前，李伟博士在路博迈（Neuberger Berman）担任量化投资负责人及多策略的资深基金经理。自2004年加入路博迈的前身雷曼资产管理（Lehman Asset Management）后，李伟博士建立了跨资产系统化全球投资平台，和独立的投资组合和多资产策略的产品线。李伟博士在设计和管理路博迈的战略合作伙伴关系，及公司的资产配置和风险管理等职能方面发挥了关键作用。此前，李伟博士是瑞信资产管理（CSAM）定量工程部门负责人。在2000年加入CSAM前，李伟博士就职于大通摩根投资管理公司 (JP Morgan Investment Management)，负责全球平衡部门的量化研究和风险管理。李伟博士是《战术资产配置理论与方法 Theory and Methodology of Tactical Asset Allocation》一书的作者，并为一些书籍撰写过不同主题的章节。李伟博士自1997年起担任《投资组合管理期刊》 Journal of Portfolio Management 顾问委员会成员。李伟博士的研究曾获Journal of Portfolio Management评选的的彼得·伯恩斯坦奖（2012年），多次获得伯恩斯坦法博齐/雅各布·利维奖，2011年年度最佳文章，2010年和2012年年度杰出文章。李伟博士毕业于香港大学，获得机械工程学士学位，在德鲁赛尔大学获得MBA和Ph.D.学位，哈佛大学商学院的博士后研究员。 Wai Lee, Ph.D. Global Head of Research, Multi-Asset Solutions Wai Lee, PhD, joined Wells Fargo Asset Management in 2018 as the Global Head of Research with the Multi-Asset Solutions team. Based in New York, Wai comes to Wells Fargo from Neuberger Berman where he was the Head of Quantitative Investments and a Senior Portfolio Manager for a number of strategies. At Neuberger Berman since 2004, Wai established the systematic platform of global investment capabilities across asset classes as standalone portfolios and also in multi-asset strategies. Wai played a key role in designing and managing strategic partnership mandates, as well as in the firm’s asset allocation and risk management functions. Previously, he was the Head of the Quantitative Engineering Group at Credit Suisse Asset Management (CSAM). He joined CSAM in 2000 from J.P. Morgan Investment Management, where he was in charge of quantitative research and risk management for the Global Balanced group. Before joining the investment industry, he was a postdoctoral research fellow at the Harvard Graduate School of Business. Wai is the author of the book Theory and Methodology of Tactical Asset Allocation, and has contributed book chapters on different topics. He serves on the Advisory Board of The Journal of Portfolio Management since 1997. Wai’s research has won the Peter L. Bernstein Award (2012), and multiple Bernstein Fabozzi/Jacobs Levy Awards from the Institutional Investor Journals as the Best Article of the Year (2011) and Outstanding Article of the Year (2010 and 2012) in The Journal of Portfolio Management. Wai holds a B.Sc. (Hons) in Mechanical Engineering from the University of Hong Kong and M.B.A and Ph.D. degrees in Finance from Drexel University.

范华

中国投资有限责任公司

资深董事总经理、资产配置部总监

范华，本科毕业于北京大学数学系，后获美国哥伦比亚大学统计系硕士、金融学博士。博士论文为《债券的设计与估值》，部分内容发表在金融学术界权威杂志"Review of Financial Studies"上。毕业后在高盛公司任职十一年，从事风险管理及固定收益、外汇、大宗商品（FICC）交易工作，曾任衍生产品分析部纽约负责人、全球风险模型部负责人，管理二十余人的团队。2009年加入中国投资有限责任公司，从事资产配置和多资产绝对收益的投资工作。自2011年11月至2016年4月，任公司投资委员会委员，负责债券与绝对收益投资部工作，包括绝对收益（对冲基金）、全球债券和大宗商品的委托和自营投资。现任资产配置部总监，公司投资决策委员会和风险委员会委员。2013年、2014年，所率领绝对收益团队连续在《机构投资者》杂志第11、12届对冲基金行业大奖评选中获得主权财富基金类行业大奖；2015年再次获得提名。2014年3月，范华被《亚洲投资者》杂志评为亚太地区资产管理25位最有影响力的女性之一。2015年7月，范华被“对冲基金女性100人”（100 Women in Hedge Funds）机构授予2015年行业领导力奖。 Dr. Hua Fan is the Head of Asset Allocation Department at China Investment Corporation, the Chinese Sovereign Wealth Fund. Her responsibilities include proposing the firm's strategic and tactical asset allocation, managing the total portfolio exposure, conducting strategic research as well as being members of the firm's Investment Committee and Risk Committee. Previously she was the head of Fixed Income and Absolute Return Investment Department, where she managed the firm's absolute return portfolio of external hedge fund managers as well as internally managed strategies from 2011 to 2016. Hua joined CIC as a managing director in the Asset Allocation department in 2009. Before CIC she was the Global Head of Risk Modeling Group at Goldman Sachs where she spent 11 years in Risk Management and Fixed Income Trading. Hua holds a PhD from Columbia University in Finance and a B.S. from Peking University in Mathematics. She published papers on Review of Financial Studies and Journal of Portfolio Management etc. Hua was named as one of "the 25 Most Influential Women in Asset Management" by Asian Investor magazine in 2013. Her team won the Institutional Investor Award as the Sovereign Wealth Fund Hedge Fund Team of the Year in 2013 and 2014, and was nominated for 2015. She also received the Industry Leadership Award from "100 Women In Hedge Fund" in 2015. Hua has been a council member of China Wealth Management 50 Forum since 2013.