Summary
CN Chen is a Director and quantitative researcher in New York with nine years of experience building systematic trading strategies and managing alpha-driven portfolios across healthcare, royalties, asset-backed and mortgage-backed securities, commodities, rates, and distressed debt. He combines deep fundamental credit research with hands-on quantitative and engineering skills—Python, Matlab, SQL, Hadoop, R, Java, C/C++, and VBA—to model prepayment, default, and complex securitized products. Prior roles include leading GFICC quantitative research at J.P. Morgan Asset Management and structured-products credit research at Credit Renaissance, giving him a rare blend of sell-side modeling and buy-side portfolio execution expertise. He holds an MS in Mathematics in Finance from NYU and a Harvard graduate certificate in Data Science, and he applies data-science rigor to translate healthcare-focused investment ideas from inception through trade execution. An oft-overlooked strength is his operational experience as a co-op board treasurer, reflecting practical governance and risk-management instincts beyond markets.
9 years of coding experience
10 years of employment as a software developer
High School, High School at Isidore Newman School
MS, Mathematics in Finance, MS, Mathematics in Finance at New York University
Graduate Certificate, Data Science (Extension Studies), Graduate Certificate, Data Science (Extension Studies) at Harvard University
BA (Honors), Mathematics, Economics, and Computer Science, BA (Honors), Mathematics, Economics, and Computer Science at Amherst College
English, Shanghainese, Chinese, French