Danni Chen

Danni Chen Email and Phone Number

Quantitative Developer @ Millennium
New York, NY, US
Danni Chen's Location
New York, New York, United States, United States
Danni Chen's Contact Details

Danni Chen work email

Danni Chen personal email

n/a
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.

Danni Chen's Current Company Details
Millennium

Millennium

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Quantitative Developer
New York, NY, US
Website:
mlp.com
Employees:
8014
Danni Chen Work Experience Details
  • Millennium
    Quantitative Developer
    Millennium
    New York, Ny, Us
    View
  • Barclays Corporate & Investment Bank
    Assistant Vice President, Quantitative Analytics
    Barclays Corporate & Investment Bank May 2022 - Present
    New York, Ny, Us
    View
  • F&G
    Equity Derivatives Quant & Trader
    F&G Aug 2021 - May 2022
    Des Moines, Iowa, Us
    - 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
    View
  • Veta Investment Partners
    Equity Derivatives Quant & Trader
    Veta Investment Partners Oct 2020 - Aug 2021
    - 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.
    View
  • Gies College Of Business - University Of Illinois Urbana-Champaign
    Research Assistant - Quantitative Investment
    Gies College Of Business - University Of Illinois Urbana-Champaign Mar 2020 - Apr 2021
    Champaign, Il, Us
    • 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)
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Danni Chen Skills

Leadership R R Programming Microsoft Powerpoint Matlab Financial Modeling Data Analysis Derivatives Bloomberg Data Analytics Tableau Strategic Planning Sas Microsoft Office Microsoft Word Microsoft Excel Visual Basic For Applications Financial Analysis Sql Python Private Equity Management Project Management Machine Learning Data Visualization Big Data Analytics Investment Management

Danni Chen Education Details

  • University Of Illinois Urbana-Champaign
    University Of Illinois Urbana-Champaign
    Financial Mathematics
  • Renmin University Of China
    Renmin University Of China
    International Business
  • University Of International Business And Economics
    University Of International Business And Economics
    Economics

Frequently Asked Questions about Danni Chen

What company does Danni Chen work for?

Danni Chen works for Millennium

What is Danni Chen's role at the current company?

Danni Chen's current role is Quantitative Developer.

What is Danni Chen's email address?

Danni Chen's email address is da****@****ays.com

What schools did Danni Chen attend?

Danni Chen attended University Of Illinois Urbana-Champaign, Renmin University Of China, University Of International Business And Economics.

What skills is Danni Chen known for?

Danni Chen has skills like Leadership, R, R Programming, Microsoft Powerpoint, Matlab, Financial Modeling, Data Analysis, Derivatives, Bloomberg, Data Analytics, Tableau, Strategic Planning.

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