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Larry Chen is listed as Quantitative Researcher at Wolfe Research, LLC at Wolfe Research, LLC, based in New York, United States. AeroLeads shows a work email signal at wolferesearch.com and a matched LinkedIn profile for Larry Chen.
Larry Chen previously worked as Quantitative Researcher at Wolfe Research, Llc and Quantitative Analyst at Alliancebernstein. Larry Chen holds Master Of Science - Ms, Financial Engineering from Ucla Anderson School Of Management.
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Highly skilled quantitative researcher with Statistics and Financial Engineering background. Hands-on experience in risk management and alpha research. CFA III candidate.
Listed skills include R, Matlab, Python, C++, and 9 others.
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New York, Ny, Us
• QES attribution model: Analytical support on client requests and infrastructure R&D• Alternative data research: Employee/employer contributions to pension in the public and private sector• Factor hedging/investment: Construct trading basket based on precise factor exposures target
Nashville, Tn, Us
• Risk Oversight: Firm-wide risk oversight across all equity and multi-asset portfolios◦ Carried out research on Barra factor model to provide insights and intuitions to PMs, ensured a full range of risk control, from thetargeting and budgeting of total active risk to performance attribution.◦ Led a project with IT developers to fully automate risk reporting processes, improved work efficiency by 80%.◦ Refined MSCI Riskmetrics stress test model by reasonably shrinking idiosyncratic risk to industry-level, enhanced model stability.• Market Trends Monitor: Fully automated web crawler◦ Built a web crawler that scraped index prices and news headlines for worldwide equity, bond, commodity and currency; auto-compiledand emailed overviews and heads-up to risk managers before market opens.◦ Integrated Support Vector Machine to classify news headlines into categories, resulting in 98% of accuracy compared to humanjudgement.• Risk Data Visualization: Interactive web applications with easy access to portfolio risk profiles◦ Developed a web application using Python Dash, brought portfolio attributes and other insights to PMs’ fingertips.◦ Led a project and coordinated IT team to build a data pipeline from MSCI Barra server to local database which facilitated factorresearch and data visualization (R shinny, Python Dash and Power BI).
Los Angeles, California, Us
• Supply Chain Alpha: Explored predictive signals along supply chain (upstream to downstream and vice versa)◦ Researched and modeled supply chain return momentum by time-series and cross-sectional regressions.◦ Devised a multi-factor stock-picking strategy with random forest, utilizing both event-related factors and supply chain momentum.◦ Constructed and back-tested a long-short portfolio based on the signal and achieved an average annual Sharpe ratio of 1.92 comparedto 1.01(SP500) from 2010 to 2017.
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Larry Chen works for Wolfe Research, LLC.
Larry Chen is listed as Quantitative Researcher at Wolfe Research, LLC at Wolfe Research, LLC.
AeroLeads has found 1 work email signal at @wolferesearch.com for Larry Chen at Wolfe Research, LLC.
Larry Chen is based in New York, United States while working with Wolfe Research, LLC.
Larry Chen has worked for Wolfe Research, Llc, Alliancebernstein, and The Tcw Group.
You can use AeroLeads to view verified contact signals for Larry Chen at Wolfe Research, LLC, including work email, phone, and LinkedIn data when available.
Larry Chen holds Master Of Science - Ms, Financial Engineering from Ucla Anderson School Of Management.
Larry Chen is listed with skills including R, Matlab, Python, C++, Sql, Postgresql, Mathematical Modeling, and Statistical Data Analysis.
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