Chen Chen, Ph.D Email & Phone Number
Who is Chen Chen, Ph.D? Overview
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Chen Chen, Ph.D is listed as Quantitative Researcher at U.S. Securities and Exchange Commission, based in Chicago, Illinois, United States. AeroLeads shows a matched LinkedIn profile for Chen Chen, Ph.D.
Chen Chen, Ph.D previously worked as Portfolio Manager at Pnc and Senior Quantitative Analyst /Associate Portfolio Manager at Pnc Capital Advisors (Legacy Allegiant Asset Management). Chen Chen, Ph.D holds Phd, Business Statistics from University Of Illinois Chicago.
Email format at U.S. Securities and Exchange Commission
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About Chen Chen, Ph.D
Experienced quantitative portfolio manager with a demonstrated history of managing discretionary portfolios with strong risk adjusted returns. Excelled in investment strategy designing, statistical modeling of financial data, quantitative equity portfolio construction and systematic risk management. Results-driven and forward-thinking. Desire to learn and improve, motivated by intellectual curiosity and competitive spirit. PhD in Business Statistics.
Chen Chen, Ph.D's current company
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Chen Chen, Ph.D work experience
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Portfolio Manager
Manage active Small Cap funds and S&P, Russell index funds for mutual funds, institutional and high net worth individual clients. Help to grow assets under management from under $100 million to over $1 billion from 2006 to 2019. Independently oversee actively managed accounts over $200 million. Actively managed Small Cap Value fund ranks above 50% among peers 8 out of last 10 years.Develop and improve quantitative alpha models, construct optimized portfolios with Northfield and Axioma software, make buy/sell decision for each portfolio Analyze ongoing research through back-testing investment strategies and portfolio simulations and explore new capabilitiesAnalyze portfolios' performance, risk and attribution and deliver presentations to in-house sales staffPrepare and deliver presentations to institutional clients and consultantsCustomize fund products for institutional clients who seek superior risk adjusted return based on specific investing characteristics or require Environmental, Sustainable and Socially Responsible investing
Senior Quantitative Analyst /Associate Portfolio Manager
Perform daily portfolio management duties for active Small Cap Value fund and other index funds Develop and back-test new investment strategies including top-down international fund tracking MSCI ACWI and factor based index investing with quantitative alpha model and portfolio optimizationLead a project to build a standardized Alpha model construction process with statistical software S-Plus and Market QALead an analyst team to build an in-house factor library with eighty five cross-sectional factors categorized in fundamental, momentum, valuation and quality, and establish a factor and model performance evaluating system
Quantitative Analyst
Created and tested proprietary cross-sectional factors Developed and tested new quantitative alpha models including contextual model, PCA model and time series forecasting model with macro economy and market variables Assisted senior portfolio manager to manage S&P 500 index fund and Mid Cap Growth fund
Chen Chen, Ph.D education
Phd, Business Statistics
Master'S Degree, Econometrics
Bachelor Of Science (Bs), Mathematics
Frequently asked questions about Chen Chen, Ph.D
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What company does Chen Chen, Ph.D work for?
Chen Chen, Ph.D works for U.S. Securities and Exchange Commission.
What is Chen Chen, Ph.D's role at U.S. Securities and Exchange Commission?
Chen Chen, Ph.D is listed as Quantitative Researcher at U.S. Securities and Exchange Commission.
Where is Chen Chen, Ph.D based?
Chen Chen, Ph.D is based in Chicago, Illinois, United States while working with U.S. Securities and Exchange Commission.
What companies has Chen Chen, Ph.D worked for?
Chen Chen, Ph.D has worked for U.S. Securities And Exchange Commission, Pnc, Pnc Capital Advisors (Legacy Allegiant Asset Management), and Allegiant Asset Management.
How can I contact Chen Chen, Ph.D?
You can use AeroLeads to view verified contact signals for Chen Chen, Ph.D at U.S. Securities and Exchange Commission, including work email, phone, and LinkedIn data when available.
What schools did Chen Chen, Ph.D attend?
Chen Chen, Ph.D holds Phd, Business Statistics from University Of Illinois Chicago.
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