Shawn Chen

Shawn(Xiaocheng) Chen is a seasoned financial professional with extensive experience in quantitative research and algorithmic trading. Currently serving as Vice President and Quant Researcher at Two Sigma since March 2018, Shawn has a solid background that includes a role as an Algorithmic Trading Quant at Bloomberg Tradebook from October 2013 to March 2018, where contributions included US rates SOR logic development and venue report analytics. Academic experience includes positions as a teaching assistant for US Equity market microstructure at Cornell University and Business Statistics at Northeastern University, alongside impactful graduate research. Educational qualifications consist of a Master of Engineering in Financial Engineering from Cornell University, a Master of Science in Operations Research from Northeastern University, and a Bachelor's degree in Physics from Nanjing University. Shawn also holds a CFA designation.