Andrew Chan

Andrew Chan Email and Phone Number

Co-Founder at Arc PBC @ Asymmetric Return Capital
Andrew Chan's Location
New York, New York, United States, United States
Andrew Chan's Contact Details

Andrew Chan personal email

About Andrew Chan

Andrew Chan is a Co-Founder at Arc PBC at Asymmetric Return Capital. He possess expertise in derivatives, volatility, equities, portfolio management, equity derivatives and 22 more skills. Colleagues describe him as "I worked with Andrew for three years in the index derivatives trading group at Morgan Stanley's Institutional Equities Division. At the time, Andrew was a Vice President, and while I did not report to him directly, I received a lot of mentorship and advice from him as a junior member of the group. Andrew worked as a systematic derivatives trader within the group. He differentiated himself from other group members with his programming and implementation ability as well as deep market knowledge. Andrew was never afraid to get to the task and get his hands dirty solving difficult problems, whether they be programming related or trading related. Due to his enthusiasm for solving problems, Andrew successfully built many trading and monitoring tools for the desk with resourcefulness. In addition, Andrew impressed me with his humility and respect for others. He always offered to mentor and advise me and other junior people on the desk, and often took charge of getting new analysts up to speed. Andrew was unselfish in sharing knowledge, and spoke to everyone with respect. For example, I was personally mentored by Andrew when I joined the desk as an associate. Therefore, I highly recommend Andrew based on his two key attributes: his passion for solving problems resourcefully as well as his mentorship ability. Those two attributes will help him succeed in any environment, where speed and knowledge sharing are paramount. John Hwang"

Andrew Chan's Current Company Details
Asymmetric Return Capital

Asymmetric Return Capital

View
Co-Founder at Arc PBC
Andrew Chan Work Experience Details
  • Arc Public Benefit Corp.
    Co-Founder
    Arc Public Benefit Corp. Jul 2022 - Present
  • Asymmetric Return Capital
    Co-Founder
    Asymmetric Return Capital 2014 - Present
    New York, Us
    Data driven approach to investing with an emphasis on risk management and non-linear returns; specializing in options and derivative strategies
  • Chicago Trading Company (Ctc Fund Management)
    Trader / Risk Manager (Head Of Opportunities Fund)
    Chicago Trading Company (Ctc Fund Management) 2011 - 2013
    Chicago, Illinois, Us
    Created and managed a new business line focused on data-driven volatility strategies with open source technology libraries • Managed risk with custom tools built with Excel, Java and Bloomberg API, as 3rd Party Vendor Products (Sophis, Murex, Sungard, etc) were not cost effective for our needs• Developed internal web-based trade screening tools (Python, OptionMetrics Ivy DB)• Setup OTC trading: developed dealer relationships, negotiated collateral requirements, establishing ISDA agreements and setup Markit SwapsWire for electronic trade confirmation• Created procedures for operations and IT resources to manage the life cycle of an OTC trade including validation, confirmation, data representation, risk attribution, novation, early termination, settlement calculation, and reconciliation• Volatility strategies including convexity/skew, term structure, relative value and dispersion/implied correlation across indices (global and US) and US single names by trading stocks, ETFs, futures, options, VIX futures, OTC variance and volatility swaps
  • Morgan Stanley (Institutional Equity)
    Options Trader / Quantitative Researcher (Vice President)
    Morgan Stanley (Institutional Equity) 2007 - 2011
    New York, Ny, Us
    Transformed a proprietary volatility trading desk into a Market Making business to capture structural and informational advantages to generate more P&L by incorporating customer flows ( Dispersion/Implied Correlation trading and OTC Variance Swaps)• Sourced better liquidity by leveraging custom Automated Market Making Infrastructure, collaborating with other derivatives desks, brokers and customers • Created software tools that enable traders to cover more than 10 times the markets and spend more time on trade selection and risk management (Perl, internal APIs)• Researched statistically significant alpha signals by backtesting various simulations of portfolios constructed with different volatility factors ( KDB/Q )• Designed option specific trading algorithms for IT resources to develop into execution engines• Worked with the sales team, operations, confirmation team and others to ensure the customer facilitation and reconciliation were efficient as possible• Managed daily responsibilities of junior traders
  • Morgan Stanley (Institutional Equity)
    Equity Program Trader / Quantitative Analyst (Associate)
    Morgan Stanley (Institutional Equity) 2006 - 2007
    New York, Ny, Us
    Made Markets for customer program orders including blind risk and index rebalance• Developed tools to improve pricing and management of customer orders (Excel)• Designed new tools for monitoring risk and P&L tracking• Created analytic tools to determine implied correlations and cheap/expensive volatility (PERL, internal pub/sub APIs and charting applications)
  • Morgan Stanley (Institutional Equity)
    Risk Management / Business Analyst (Associate)
    Morgan Stanley (Institutional Equity) 2003 - 2006
    New York, Ny, Us
    Established a Delegate Supervisory Group to manage Regulatory Risk growing from 2 people to 12 people• Developed workflows and systems to manage Regulatory Compliance (MS Access, SQL)• Regularly met with key stakeholders to review Regulatory Risk and improve or implement new necessary protocols
  • Blackrock (Merrill Lynch Investment Managers)
    Business Analyst / Software Engineer (Analyst)
    Blackrock (Merrill Lynch Investment Managers) 2001 - 2003
    New York, Ny, Us
    • Redesigned, consolidated and implemented new processes to modularize and scale trading operations for key stakeholders including Portfolio Managers, Traders, Operations and Compliance (Charles River)• Developed and supported critical data processing and databases in the Data Services Group (UNIX, SQL)Technology Leadership Program• Comprehensive training financial services, leadership and technology
  • Vkim.Com, Internet Inc.
    Software Engineer (Summer Intern)
    Vkim.Com, Internet Inc. Jun 2000 - Sep 2000

Andrew Chan Skills

Derivatives Volatility Equities Portfolio Management Equity Derivatives Options Trading Financial Markets Quantitative Analytics Bloomberg Investments Trading Strategies Vba Python Volatility Trading Options Strategies Volatility Arbitrage Variance Swaps Investment Strategies Data Analysis Computer Science Quantitative Dispersion Trading Investment Process Risk Management Hedging Etfs

Andrew Chan Education Details

  • The University Of British Columbia
    The University Of British Columbia
    Computer Science
  • National University Of Singapore
    National University Of Singapore
    Exchange Student

Frequently Asked Questions about Andrew Chan

What company does Andrew Chan work for?

Andrew Chan works for Asymmetric Return Capital

What is Andrew Chan's role at the current company?

Andrew Chan's current role is Co-Founder at Arc PBC.

What is Andrew Chan's email address?

Andrew Chan's email address is sl****@****ail.com

What is Andrew Chan's direct phone number?

Andrew Chan's direct phone number is +191775*****

What schools did Andrew Chan attend?

Andrew Chan attended The University Of British Columbia, National University Of Singapore.

What are some of Andrew Chan's interests?

Andrew Chan has interest in Startup Engineering, Mobile App Development, Machine Learning, Data Science, Online Learning, Philanthropy, Bitcoins.

What skills is Andrew Chan known for?

Andrew Chan has skills like Derivatives, Volatility, Equities, Portfolio Management, Equity Derivatives, Options, Trading, Financial Markets, Quantitative Analytics, Bloomberg, Investments, Trading Strategies.

Free Chrome Extension

Find emails, phones & company data instantly

Find verified emails from LinkedIn profiles
Get direct phone numbers & mobile contacts
Access company data & employee information
Works directly on LinkedIn - no copy/paste needed
Get Chrome Extension - Free

Aero Online

Your AI prospecting assistant

Download 750 million emails and 100 million phone numbers

Access emails and phone numbers of over 750 million business users. Instantly download verified profiles using 20+ filters, including location, job title, company, function, and industry.