CICC Quantitative & ESG

CICC Quantitative & ESG Research is committed to be one of the best research teams in China.

We are dedicated to deliver foresighted, comprehensive and in-depth quantitative strategy, financial product and ESG research. Roots in China, face the World.

Part 1

Our Team

Junwei LIU

Chief Analyst of Quantitative & ESG

[e-mail]

Mr. Junwei Liu is an Executive Director and Chief Analyst of Quantitative & ESG at CICC Research. He joined in 2020 from Everbright Securities, where most recently he was the Head of Financial Engineering. Prior to joining Everbright Securities in 2016, Junwei was an Experienced Senior Analyst of Financial Engineering at SWS Research.

Junwei has 16 years of experience in sell-side research. His honors and awards include: second/ second/ fourth/ second/ third place in 2011/ 2012/ 2014/ 2016 Best Analyst in New Fortune, third place in 2018 CBN Best Analyst, third place/third place in 2018/2020 Wind Gold Medal Analyst.

Junwei holds a Master's degree in Finance from Shanghai University of Finance and Economics, and a Bachelor's degree in Mathematics from Fudan University.

Xiaoxiao ZHOU

FRM  Vice President and [e-mail]. Xiaoxiao Zhou, FRM, is a Vice President and Analyst of Quantitative & ESG. Xiaoxiao’s research area includes Quantitative Equity Model and Style Rotation Model. Prior to joining CICC in January 2021, Xiaoxiao was a Vice President at Everbright Securities, having started her career with SWS Research in 2015.Xiaoxiao holds a Master‘s degree in Mathematics of Finance from Columbia University and a Bachelor’s degree in Mathematics and Applied Mathematics from ECUST.

Jicong HU

Senior Associate and [e-mail]. Jicong Hu is a Senior Associate and Analyst of Quantitative & ESG. Jicong’s research area includes Fund Research, Index Products, Derivatives and other financial product fields and Quantitative Market Timing, Sector Rotation Model and Factor Stock Selection. Prior to joining CICC in January 2021, Jicong worked as an Analyst of Financial Engineering at Everbright Securities for five years.Jicong holds a Master‘s degree in Mathematics of Finance from Columbia University and a Bachelor’s degree in Mathematics and Applied Mathematics from Fudan University.

Xiang GU

Associate and Analyst [e-mail]. Xiang Gu is an Associate and Analyst of Quantitative & ESG. Xiang’s research area includes Quantamental Model and Event-Driven Strategies. Prior to joining CICC in January 2021, Xiang worked as an Analyst of Financial Engineering at Everbright Securities for five years. 

Xiang holds a Master‘s degree in Finance from Shanghai University of Finance and Economics, Bachelor’s degree in Geophysics from Wuhan University.

Weishi SONG

Associate and Analyst [e-mail]. Weishi Song is an Associate and Analyst of Quantitative & ESG. Weishi’s research area includes Quantitative Asset Allocation. Prior to joining CICC in September 2020, Weishi was a Senior Algorithm Researcher at AI Investment Department of Ping An Technology.Weishi holds a PhD degree in Mathematical Finance and a Bachelor’s degree in Mathematics, both from Shandong University.

Xing QI

Associate and Analyst 

[e-mail]

Ms. Xing QI is an Associate and Analyst of Quantitative & ESG. Xing’s research area includes ESG Trends and Investment. Prior to joining CICC in June 2022, Xing was a ESG and Climate Change Specialist in the Marketing Department of MSCI Greater China; as a researcher at the PBC School of Finance, Tsinghua University.

Xing holds a Master’s degree in Environment and Sustainability from University College London and a Bachelor’s degree in Environmental and French from University of Melbourne.

Dingqian SUN

Associate and Analyst 

[e-mail]. Dingqian SUN is an Associate and Analyst of Quantitative & ESG. Dingqian’s research area includes Asset Management Products. Prior to joining CICC in September 2022, Dingqian worked as an Analyst of Financial Engineering at Haitong Securities for two years, mainly focused on Fund Evaluation, Selection and Allocation.Dingqian holds a Doctor’s degree in Operational Research and Control Theory from Fudan University and a Bachelor’s degree in Mathematics and Applied Mathematics from Southeast University.

Haiyi PAN

Associate and Analyst 

[e-mail]. Haiyi PAN is an Associate and Analyst of Quantitative & ESG. Haiyi’s research area includes ESG Rating and Policy. Prior to joining CICC in June 2022, Haiyi was an assistant researcher at the Institute of Governance and Sustainability, National University of Singapore; as an ESG researcher at First Capital Securities. Haiyi holds a Master’s degree in Public Policy from National University of Singapore and a Bachelor’s degree in Journalism from Renmin University of China.

Cheng JIN

Analyst 

[e-mail]

Mr. Cheng JIN is an Analyst of Quantitative & ESG. Cheng’s research area includes ESG Quantification and Policy. Cheng served as a reviewer to a SSCI Journal.Cheng holds a Doctor’s degree in Finance, a Master’s degree in Finance and a Bachelor’s degree in Economics from Shanghai University of Finance and Economics.

Yezi LV

Associate and Analyst 

[e-mail]

Ms. Yezi LV is an Associate and Analyst of Quantitative & ESG. Yezi’s research area includes ESG Investing, Rating and Industry Research. Prior to joining CICC in Oct 2022, Yezi worked as an ESG investing associate at Neuberger Berman. Yezi has 2 years of experience in ESG research.

Yezi holds a master’s degree in Environmental Management from Duke University, Bachelor’s degree in Environmental Science from Emory University.

Wencai ZHENG

Research Assistant 

[e-mail]

Mr. Wencai Zheng is a Research Assistant of Quantitative & ESG. Wencai’ research area includes unstructured data analysis, market sentiment analysis. Prior to joining CICC in September 2021, Wencai was a Quantitative Consultant in Applied Research and Development Department in Société Générale. Wencai holds a Master’s degree in Financial Engineering from New York University Tandon School, Bachelor’s degree in Financial Engineering from Wuhan University.

Yinguang ZHU

Research Assistant 

[e-mail]

Mr. Yinguang Zhu is a Research Assistant of Quantitative & ESG. Yinguang’s research area includes Asset Management Products.

Yinguang holds a Master’s degree in Financial Engineering from National University of Singapore and a Bachelor’s degree in Economic Statistics from Huazhong University of Science and Technology.

Yujie CAO

Research Assistant 

[e-mail]

Ms. Yujie CAO is a Research Assistant of Quantitative & ESG. Yujie’s research area includes Quantamental Model.Yujie holds a Master’s degree in Financial Engineering from Cornell University and a Bachelor’s degree in Finance from Fudan University.

Congling ZHANG

Research Assistant 

[e-mail]

Ms. Congling ZHANG is a Research Assistant of Quantitative & ESG. Congling’s research area includes ESG Fundamental Analysis and Investment.

Congling holds a Master’s degree in Financial Engineering from Fordham University and a Bachelor’s degree in Mathematics and Economics from Austin College.

Naping LI

Research Assistant

[e-mail]

Ms. Naping LI is a Research Assistant of Quantitative & ESG. Naping’s research area includes Asset Management Products. 

Naping holds a Master’s degree in Finance from Fudan University and a Bachelor’s degree in Financial Engineering from Hunan University.

Yiyun CHEN

Research Assistant 

[e-mail]

Ms. Yiyun CHEN is a Research Assistant of Quantitative & ESG. Yiyun’s research area includes Style & Sector Rotation Model.

Yiyun holds a Master’s degree in Statistics from Yale University and a Bachelor’s degree in Economic Statistics and Business Administration from Carnegie Mellon University.

Wanqi GUO

Research Assistant 

[e-mail]

Ms. Wanqi GUO is a Research Assistant of Quantitative & ESG. Wanqi’s research area includes ESG Trends. Wanqi holds CFA Certificate in ESG Investing.

Wanqi holds a Master’s degree in Environmental Policy and Regulation from London School of Economics and Political Science and a Bachelor's degree in History from Nanjing University. 

Part 2

Research Area

Quantitative Strategy

• Quantitative Asset Allocation

          Weishi SONG

• Quantitative Market Timing

          Weishi SONG & Xiaoxiao ZHOU

• Style & Sector Rotation Model

          Xiaoxiao ZHOU & Yiyun CHEN 

• Multi-Factor Model

          Xiaoxiao ZHOU & Xiang GU 

• Quantamental Research

          Xiang GU & Yujie CAO

• Machine Learning

          Wencai ZHENG

• Derivatives

           Wencai ZHENG & Xiaoxiao ZHOU

Financial Product Research

• Asset Management

          Junwei LIU & Jicong HU
  

• Passive Investment

          Jicong HU & Yinguang ZHU
  

• FOF Investment

          Jicong HU
  

• Equity Fund Research

          Dingqian SUN & Yinguang ZHU
  

• Non-equity Fund Research

          Jicong HU & Naping LI
  

• IPO Subscription

          Junwei LIU & Naping LI
  

• Financial Derivative

          Jicong HU & Dingqian SUN
  

ESG

• ESG Trends

            Junwei LIU & Xing QI & Cheng JIN & Wanqi GUO          

• ESG Investment

          Xiaoxiao ZHOU & Cheng JIN & Yezi LV

• ESG Rating

        Xiaoxiao ZHOU & Haiyi PAN & Xing QI & Yezi LV & Congling ZHANG & Wanqi GUO

Part 3

Research Outputs

Quantitative Strategy

• Periodic Reports

      Quantitative strategy weekly reports

      Directional private placement weekly reports
  

      Quantitative strategy monthly reports

      Quantitative asset allocation monthly reports

• Portfolios

      Quantitative asset allocation portfolio

      Style rotation portfolio

      Sector rotation portfolio

      Enhanced Index portfolio

      Quantamental portfolio

• Special topic reports

• Customized research reports

• Customized tools (Python, Excel etc.)

Financial Product Research

• Periodic Reports

      ETF and Index Funds weekly reports

      Asset management products monthly reports

      Analysis of mutual fund quarterly reports

      IPO weekly database

    IPO Subscription Monthly Report

• Portfolios

        Actively managed funds portfolio        ETF rotation portfolio

• Fund Manager Interviews

       Multi-Asset Mutual Fund

        Technology Themed Mutual Fund

        Consumer Themed Mutual Fund

• Special topic reports

• Customized research reports

• Customized tools (Python, Excel etc.)

ESG

• Periodic Reports

      ESG monthly reports

• Special topic reports

• Customized research reports

• Customized tools (Python, Excel etc.)

Part 4

Recent Highlight Reports

CICC Quantitative & ESG

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