副教授 金融系

王缘博士2019年加入南方科技大学金融系,任长聘副教授。此前,他是加拿大康考迪亚大学约翰莫森商学院金融学终身副教授。他于2012年在宾夕法尼亚州立大学获得金融学博士学位。王缘博士的科研横跨金融学,信息管理,人工智能多个领域。王缘博士的研究曾获得加拿大人文社科类最高级别基金 (Social Sciences and Humanities Research Council of Canada)的资助, 并获得加拿大青年创新奖 (Petro-Canada Young Innovators Award )。他的论文发表在Management Science, Journal of Banking and Finance, Decision Support Systems, Journal of Pattern Recognition and Artificial Intelligence 等顶级期刊上。

量化实验室简介:

南科大-中量投联合量化实验室是以量化投资科研为主的实验室。实验室由王缘、王苏生、栗沛沛、张锋巍等教授联合创立的,志在成为国内超一流的量化实验室。实验室研究方向包括:公司基本面对股市影响、期权以及波动率、行为金融学、机器学习、宏观经济周期、以及信息论等方面的研究。如果你对量化策略有浓厚的兴趣,请加入我们!

个人简介

研究领域

资产定价

信用风险

流动性

股票、期权量化策略

人工智能

人脸识别


教学

公司财务

金融英文写作与交流


学术成果 查看更多

论文发表

Debt Covenants and Cross-Sectional Equity Returns? with Jean Helwege and Jingzhi Huang. Management Science, Vol. 63, No. 6, June 2017, pp. 1835-1854

How do corporate governance decisions affect bond holders? with Hong Li. Quarterly Journal of Finance, September 2016. Vol. 06. No. 03

Separating credit risk and liquidity. with Jean Helwege and Jingzhi Huang. Creditflux Magazine, March 2015, pp. 16-17.

Sentiment and Corporate Bond Valuations Before and After the Onset of the Credit Crisis, with Jingzhi Huang and Marco Rossi. Journal of Fixed Income, Vol. 25, 2015, pp. 34-57

Liquidity effects in corporate bond spreads, with Jean Helwege and Jingzhi Huang. Journal of Banking and Finance, Vol. 45, 2014, pp. 105-116

Credit Default Swap Auctions and Price Discovery, with Jean Helwege, Samuel Maurer, and Asani Sarkar. Journal of Fixed Income, Vol. 19, No.2, 2010, pp. 34-42

Enhancing Border Security: Mutual Information Analysis to Identify Suspect Vehicles, with Siddharth Kaza and Hsinchun Chen. Decision Support Systems, Vol. 43, No.1, 2007, pp. 199-210

Non-negative Matrix Factorization Framework for Face Recognition, with Yunde Jia, Changbo Hu, and Matthew Turk. International Journal of Pattern Recognition and Artificial Intelligence, Vol. 19, No.4, 2005, pp. 495-511

Face Recognition Based on Kernel Radial Function Networks, with Yunde Jia, Changbo Hu, and Matthew Turk. Published in the Proceeding of Asia Conference on Computer Vision, 2004

Fisher Non-Negative Matrix Factorization for Learning Local Features, with Yunde Jia, Changbo Hu, and Matthew Turk. Special issue paper in the Proceeding of Asia Conference on Computer Vision, 2004.

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科研经费

SUSTech research fund,1million RMB. (2019)

Social Sciences and Humanities Research Council of Canada (SSHRC) $88,750 (2017)

Petro-Canada Young Innovators Award $10,000, (Concordia University, 2015)

Fonds de recherche sur la société et la culture (FRQSC) $36,810, (Quebec Government, 2014)

Faculty Research Development Program (FRDP) $15,000, (Concordia University, 2012)

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会议论文及特邀演讲

• Shanghai University of Finance and Economics (Shanghai, China, 2019)

• Southern University of Science and Technology (Shenzhen, China, 2019)

• Shandong University of Finance and Economics (Jinan, China, 2018)

• Renmin University of China (Beijing, China, 2018)

• The 13th Conference on Asia-Pacific Financial Markets (Seoul, Korea, 2018)

• Financial Management Association Annual Meetings (San Diego, 2018)

• 2nd International Conference on Econometrics and Statistics (Hong Kong, China, 2018)

• International Risk Management Conference: IRMC (Florence, Italy, 2017)

• International Finance and Banking Society 2017 Oxford Conference (Oxford, UK, 2017)

• Central University of Finance and Economics (Beijing, China, 2017)

• The 11th Conference on Asia-Pacific Financial Markets (Seoul, Korea, 2016) (presented by coauther)

• 10th International Conference on Computational and Financial Econometrics (University of Seville, Spain, 2016)

• The 14th International Symposium on Financial System Engineering and Risk Management (Harbin, China, 2016)

• European Financial Management Association 2016 Annual Meetings (Basel, Switzerland)

• Northern Finance Association (Mont Tremblant, 2016)

• Financial Management Association Annual Meetings (Las Vegas, 2016)

• 2015 China International Conference in Finance (Shenzhen, China, 2015) (two presentations)

• Midwest Finance Association (Chicago, 2015)

• International Conference on Corporate Finance and Capital Market (HangZhou, China, 2015) (presented by coauther)

• 2014 China International Conference in Finance (Chengdu, China, 2014)

• Financial Management Association Annual Meetings (Vanderbilt, 2014) (presented by coauther)

• Midwest Finance Association (Orlando, 2014)

• Northern Finance Association (Québec City, 2013) (discussant)

• Northern Finance Association (Waterloo, 2012)

• Financial Management Association Annual Meetings (Atlanta, 2012)

• Conference on Liquidity Risk Management (New York City, 2012)

• Fordham University (New York City, 2011)

• The State University of New York at Stony Brook (Stony Brook, 2011)

• University of Cincinnati (Cincinnati, 2011)

• Concordia University (Montreal, Canada, 2011)

• Suffolk University (Boston, 2011)

• Research Affiliates (New Port Beach, 2011)

• Financial Management Association Doctoral Student Consortium (New York City, 2010)

• Financial Management Association Annual Meetings (New York City, 2010)

• Penn State University (2011, 2010, 2009)

• Financial Management Association Annual Meetings, presentation and discussion (Reno, 2009)

• Asian Conference on Computer Vision, presentation (Seoul, 2004)

团队成员 查看更多

加入团队

一、研究生指导:

硕士

课题组招资产定价、量化策略、人工智能、金融科技研究方向硕士

博士 

  1. 招收2020级博士生若干
  2. 研究方向:债券风险、量化策略、金融科技、人工智能
  3. 计算机、统计学、数学、金融学、经济类、物理、化学相关专业本科及以上学历
  4. 985学校和GPA 3.3以上优先考虑

二、科研教学助理岗位(常年招聘,全职)

研究项目:债券风险、股票回报率、金融科技相关领域课题

背景要求:

  1. 计算机、统计学、数学、金融学、经济类、物理、化学相关专业本科及以上学历
  2. 具备良好的英文写作能力和沟通表达能力
  3. 会使用SAS, Stata, Python, 或JAVA 等软件处理数据

工作内容:

  1. 参与课题组科研讨论
  2. 阅读和整理中外文文献,撰写文献综述
  3. 并对大规模数据进行建模分析、文本分析
  4. 协助教学及课题组其他事务

福利待遇:

  1. 月薪(7500起)+基本社保、过节费、餐补等福利待遇+可申请校园住宿+额外绩效奖励
  2. 如条件具备,可申请南科大博士及海外联培留学项目

三、博士后研究员岗位(常年招聘,全职)

招聘条件:    

  1. 金融学、统计学、数学、经济学、计算机、物理、化学专业博士,对金融科技领域了解者优先     
  2. 具备独立科研能力,撰写的研究论文已在高水平国内、国际学术期刊发表或者接收者优先     
  3. 具有较强的编程能力,对数据统计及建模处理熟练使用,精通STATA/SAS/Python/JAVA至少一种编程语言

福利待遇:    

  1. 年薪30万起:其中课题组薪酬(10万起)+基本福利待遇(五险一金、住房补贴、过节费、餐补等)+深圳市各项博士后补贴 (18万/年,税后),优秀者还可申请卓越博士后补贴
  2. 学校为每位博士后提供每两年2.5万元的学术交流资助  
  3. 博士后研究员在课题组期间可参与课题组各科研项目,并可作为论文合作者
  4. 博士后出站后可申请深圳市的30万元出站科研资助;如果留深工作,符合条件者可获得深圳市高层次人才购房补贴160-200万元

工作地点:南方科技大学金融系

有意向者请将PDF格式详细简历、到岗时间、简要研究工作总结,邮件发送至王缘老师邮箱:wangy36@sustech.edu.cn ,简历通过者将于三日内收到面试通知

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