Qiwen Chen

Qiwen Chen has over 10 years of work experience in the finance industry. Qiwen started their career as a Summer Associate at Freddie Mac in 2006, where they developed a new model called Partial Vega to measure the risk of volatility of interest rates. In 2007, they interned at Morgan Stanley in Credit Derivative Research, where they developed a new dependence core structure for CDO called the Levy Copula Model.

Qiwen then joined Constellation Energy Commodities Group in 2008 as an Associate Strategist, where they managed various pricing models, performed book valuations, and handled the divestiture of downstream gas business.

In 2010, Qiwen joined J.P. Morgan as the Vice President of Commodities QR. They developed and implemented pricing and risk management infrastructure for commodity index products, focused on commodity quantitative strategies, and modeled the pricing of natural gas physical and financial products. Qiwen held this role until 2014 when they became a VP Commodities QR/index strategies at J.P. Morgan, where they focused on risk premiums and portfolio optimization strategies.

Qiwen later worked at CIBC as a Director from 2017 to 2019, before joining DV Trading LLC as a Quantitative Analyst in 2019.

Qiwen Chen began their education in 2000 at Shanghai Jiaotong University, where they pursued a Bachelor of Science degree in Applied Mathematics. Qiwen successfully completed this program in 2004. Following their undergraduate studies, Qiwen Chen continued their education at the University of Maryland, College from 2004 to 2008, where they obtained a Ph.D in Applied Mathematics with a specialization in Math Finance.