Core Team

核心团队

  • 01

    董事长 / Chairman

    董事长 / Chairman

    孙昊宇博士 / Dr. Kevin Sun

    斯坦福大学金融数学硕士、统计学博士。

    曾担任法国巴黎银行量化分析师,搭建了法巴的量化交易模型。

    Dr. Kevin Sun holds a M.S. in Financial Mathematics and a Ph.D. in Statistics from Stanford University. 
    He was a quantitative analyst at BNP Paribas where he built statistical models for quantitative trading.
  • 02

    总经理 / General Manager

    总经理 / General Manager

    高杰 / Jacky Gao

    东南大学硕士,曾任职于兴业银行股份有限公司、上海浦东发展银行股份有限公司、

    中信建投证券、Bismarck Capital Co., Ltd。

    Mr. Jacky holds a M.S. in Southeast University. He has worked at Industrial Bank, Shanghai Pudong Development Bank, 
    CSC Financial, and Bismarck Capital Co., Ltd.
  • 03

    首席科学家 / Chief Scientist

    首席科学家 / Chief Scientist

    Raphael Douady 博士/ Dr. Raphael Douady

    法国数学家、经济学家,专门研究数据科学,金融数学和混沌理论。巴黎高等师范学校校友、

    哈密顿动力学博士,曾在国际数学奥林匹克竞赛中获得了金牌。

    Raphael有 25年的金融从业经验,他曾在美国石溪大学担任弗雷量化金融主席,

    并曾担任法国金融监管卓越实验室的学术主任。他还创立了金融科技公司Riskdata

    (买方风险管理)和Datacore(ETF量化投资组合)。

    Raphael是总部位于纽约的智囊团Praxis Club的成员,为法国政府的经济政策提供建议。

    French mathematician and economist specializing in data science, financial mathematics and chaos theory. 
    He is an alumnus of Ecole Normale Supérieure in Paris, has a PhD degree in Hamiltonian dynamics. He was awarded 
    a gold medal at the International Mathematical Olympiads. With 25 years financial industry experience, 
    He formerly held the Frey Chair of quantitative finance at Stony Brook University and was academic director of the 
    French Laboratory of Excellence on Financial Regulation. He also founded the fintech firms Riskdata
     (risk management for the buyside) and Datacore (quantitative portfolio of ETFs). Raphael is a member of the Praxis Club, 
    a New York-based think tank advising the French government on its economic policy
  • 04

    首席技术官 / Chief Technology Officer

    首席技术官 / Chief Technology Officer

    Haksun 李克辛教授 / Prof. Haksun Li

    芝加哥大学金融数学硕士,密歇根大学安娜堡分校计算机科学与工程博士。

    担任复旦大学大数据金融与投资研究所副所长,历任复旦大学大数据金融学院副院长,

    复旦-斯坦福大学中国金融技术与安全研究所、兼职教授,

    新加坡国立大学数学系兼职助理教授,南洋理工大学南洋商学院银行与金融学副教授。

    Dr. Haksun Li has a B.S. and M.S. in Pure and Financial Mathematics from the University of Chicago, 
    an M.S. and a Ph.D. in Computer Science & Engineering from the University of Michigan, 
    Ann Arbor. He is the Vice Dean of the Big Data Finance and Investment Institute of Fudan University, 
    China. He was an adjunct professor with multiple universities. 
    He has taught at the National University of Singapore, Nanyang Technological University, 
    Fudan University, as well as Hong Kong University of Science and Technology.
  • 05

    首席顾问 / Chief Adviser

    首席顾问 / Chief Adviser

    Antoine Savine博士 / Dr. Antoine Savine

    数学家,量化研究学专家,哥本哈根大学讲授波动性和数字金融讲师,

    曾担任BNP全球衍生品研究主管。哥本哈根大学数学博士,

    是Danske Bank’s xVA系统的主要贡献者之一,该系统赢得了2015年度风险奖的内部系统奖。

    Antoine是Modern Computational Finance(John Wiley and Sons,2018)一书的作者,

    包含三卷系列,主要涵盖金融量化,衍生品和风险专业的基本数学,建模,

    风险管理和现代金融的编程技巧。作为波动性理论、脚本语言(scripting)、多因素利率模型、自动微分和并行蒙特卡罗模拟的共同研究者,Antoine在采用脚本语言、

    在局部和随机波动率模型中应用广义导数,以及在金融系统中广泛采用AAD方面均具有深远影响力。

    Dr. Antoine Savine is a French mathematician and quantitative finance expert. He lectures Volatility, Computational 
    Finance and Machine Learning in Finance at Copenhagen University, and previously held multiple leadership positions in 
    Global Head of Research at BNP-Paribas. He is the key contributors to Danske Bank's Superfly platform, winner of the 
    In-House System of the Year 2015 Risk award.
    Dr. Antoine Savine authored the book Modern Computational Finance with John Wiley and Sons, teaching financial quants, 
    derivatives and risk professionals the essential mathematical, modeling, risk management and programming 
    skills of modern finance. A PhD in Mathematics from Copenhagen University, Antoine is best known for his work on 
    volatility, scripting, multi-factor interest rate models, or automatic differentiation and parallel Monte-Carlo simulations. 
    His work was influential in the adoption of scripting, the application of generalized derivatives in the context of local 
    and stochastic volatility models, and the wide adoption of AAD in financial systems.

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