Sishuo Liu

Sishuo Liu is a seasoned quantitative finance professional with extensive experience in portfolio management and trading. Currently serving as a Quantitative Portfolio Manager at CICC since October 2020, Sishuo specializes in asset allocation, systematic multi-asset macro strategies, and factor investing, utilizing advanced techniques such as machine learning. Previously, Sishuo worked as a Quantitative Strategist and Trader at CICC, focusing on systematic asset allocation and alternative risk premia strategies, and held a trader position at Max Giant Capital, concentrating on derivatives trading and portfolio modeling. Sishuo began in the finance industry as an analyst at ICBC (Asia), where statistical models were developed for forecasting retail customer behavior. Academic achievements include a PhD in Computer Science and an MPhil in Physics from The University of Hong Kong, alongside a BS in Physics from the University of Science and Technology of China.