Xi Chen, PhD, CFA, is a quantitative researcher currently working in Equity Quantitative Research and Global Trading at Citadel since 2019. They have previously contributed to systematic trading initiatives at Deutsche Bank from 2008 to 2017 and developed equity products at Bank of America Merrill Lynch between 2017 and 2019. Xi also held a part-time role as an MIS Analyst at Allianz Group from 2005 to 2008. Their expertise encompasses central risk books, data analytics, quantitative modeling, portfolio optimization, and forecasting and queueing models.
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