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Danni Chen Email & Phone Number
Quantitative Developer
at
Millennium
1 work email found
@barclays.com
LinkedIn matched
✓ Verified July 2026
4 data sources
Profile completeness 100%
Current company
Role
Quantitative Developer
Location
New York, United States
Company size
Who is Danni Chen? Overview
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Quick answer
Danni Chen is listed as Quantitative Developer at Millennium, a with 8014 employees, based in New York, United States. AeroLeads shows a work email signal at barclays.com and a matched LinkedIn profile for Danni Chen.
Danni Chen previously worked as Assistant Vice President, Quantitative Analytics at Barclays Corporate & Investment Bank and Equity Derivatives Quant & Trader at F&G. Danni Chen holds Master'S Degree, Financial Mathematics from University Of Illinois Urbana-Champaign.
Company email context
Email format at Millennium
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{first}.{last}@barclays.com
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Profile bio
About Danni Chen
As an Quantitative Researcher, I apply my financial engineering and numerical methods skills to asset management, risk hedging, derivatives trading, and product design/index modeling. I have a solid background in stochastic/partial differential equation derivations, Monte Carlo simulations, Black Scholes, and other quantitative techniques.I have a Master's degree in Financial Mathematics from the University of Illinois at Urbana-Champaign, and another Master's degree in International Business from Renmin University of China. I am also a Chartered Financial Analyst (CFA) Level II Candidate. I am highly skilled in Python, SQL, Matlab, R, VBA, and other programming languages and tools. I have been constantly developing skills in machine learning, data analytics, and data science, and have published multiple papers on SSRN and other platforms. I am passionate about solving complex and challenging problems, and delivering innovative and impactful solutions.
Listed skills include Leadership, R, R Programming, Microsoft Powerpoint, and 23 others.
Current workplace
Danni Chen's current company
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Millennium
5 roles
Danni Chen work experience
A career timeline built from the work history available for this profile.
Assistant Vice President, Quantitative Analytics
Current
May 2022 - Present
Equity Derivatives Quant & Trader
- Valuation models for equity derivatives(Asian, Cliquet, Digital, PTP, Call Spread, Put Spread, COLAR, etc), interest rate swaps, forwards/futures; - Modeling/research on RILA(buffer options/structured notes) valuations; - Quant research on new index products; - New valuation system testing and improvement;- SQL database design improvement- FIA daily hedging, trading with counterparties
Aug 2021 - May 2022
Equity Derivatives Quant & Trader
- Portfolio management: built Python code to backtest derivatives/greek hedging strategies; refine models and trading signals; - Quantitative modeling on investment strategies on Equity/Fixed Income/Commodity ETFs, buffer ETFs, VIX, Marc 5, and other custom indices; - Derivatives Trading: priced and traded equity index options in OTC market on daily basis to hedge fixed index annuities - built models/strategies to improve hedge effectiveness.
Oct 2020 - Aug 2021
Research Assistant - Quantitative Investment
• Built moving average trading system using Python to develop trading signals for equity trading and seeking alphas• Tested models, backtested trading strategies, evaluated performance using Sharpe Ratio, Max Drawdown, CAGR, P/L, etc.• Statistical Factor Modeling: modeled the relationship between stock prices and alternative data (e.g. Facebook followers count; google searching popularities; bank financial statement terms)
Mar 2020 - Apr 2021
3 education records
Danni Chen education
Master'S Degree, Financial Mathematics
University Of Illinois Urbana-Champaign
Master'S Degree, International Business
Renmin University Of China
Bachelor'S Degree, Economics
University Of International Business And Economics
FAQ
Frequently asked questions about Danni Chen
Quick answers generated from the profile data available on this page.
What company does Danni Chen work for?
Danni Chen works for Millennium.
What is Danni Chen's role at Millennium?
Danni Chen is listed as Quantitative Developer at Millennium.
What is Danni Chen's email address?
AeroLeads has found 1 work email signal at @barclays.com for Danni Chen at Millennium.
Where is Danni Chen based?
Danni Chen is based in New York, United States while working with Millennium.
What companies has Danni Chen worked for?
Danni Chen has worked for Millennium, Barclays Corporate & Investment Bank, F&G, Veta Investment Partners, and Gies College Of Business - University Of Illinois Urbana-Champaign.
How can I contact Danni Chen?
You can use AeroLeads to view verified contact signals for Danni Chen at Millennium, including work email, phone, and LinkedIn data when available.
What schools did Danni Chen attend?
Danni Chen holds Master'S Degree, Financial Mathematics from University Of Illinois Urbana-Champaign.
What skills is Danni Chen known for?
Danni Chen is listed with skills including Leadership, R, R Programming, Microsoft Powerpoint, Matlab, Financial Modeling, Data Analysis, and Derivatives.
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