Tiancong Chen

Tiancong Chen has a background in quantitative research and risk management, with recent experience as a Quantitative Researcher at Morgan Stanley from June 2023 to August 2023, specializing in automated market making (AMM) and implied volatility surface fitting, as well as spot volatility co-movement on events. Prior roles include Quantitative Analyst at Industrial Securities Co., Ltd. focusing on risk management and Risk Management Analyst at GF Securities. Tiancong is pursuing a Doctor of Philosophy (PhD) in Computer Science at the University of Minnesota, expected to graduate in January 2024, and holds a Bachelor's degree in Mathematics from Tsinghua University, completed in January 2017.