Dr. Chen is the Head of Alternative Alpha Research at Robeco. In this role, he is responsible for leading the
research and development of innovative alpha insights and solutions for use across Robeco. Dr. Chen’s
current research interests are in the areas of quant sustainability, machine learning/NLP, and alternative
data, and has published a number of journal articles on these topics.
Previously, Dr. Chen was the Head of Sustainable Investments at PanAgora. In that role, he led the
research and development of sustainable investment solutions across PanAgora, and the
commercialization of PanAgora’s ESG offerings. In addition, he is responsible for model research and
development in the Equity Division while participating in the daily management of the firm’s portfolios.
While at PanAgora, Dr. Chen developed and applied for a patent for a framework to construct sustainable
portfolios based on dual objectives of alpha and sustainability outperformance.
Prior to joining PanAgora, Dr. Chen was a Portfolio Manager at BlackRock’s Scientific Active Equity (SAE)
team, where his responsibilities include portfolio management and research into alpha insights for use
across the entire SAE platform. While at SAE, Dr. Chen won the “Signal of the Year” award for a signal he
researched and developed.
Dr. Chen started his career at Morgan Stanley in New York where he traded and managed a portfolio of
exotic US rates derivatives. While at Morgan Stanley, Dr. Chen researched, developed, and patented a
framework that allowed for the pricing of derivatives based on two rate curves with dynamic multiplicative
spread, one of the first such models on the street.
Dr. Chen graduated from the University of Illinois in 2005 with a Ph.D. in Electrical and Computer
Engineering. During graduate school, he has published in leading academic engineering and applied
mathematics journals, and had been invited to talk at numerous academic and industry conferences.
Education:
University of Illinois, Ph.D. (Electrical & Computer Engineering)
University of Illinois, M.S.C. (Mathematics)
University of Illinois, M.S.C. (Electrical & Computer Engineering)
McGill University, B.Eng.- Honours (Electrical and Computer Engineering)