Silin Chen is currently an Associate Director and Quantitative Portfolio Manager at UBS, where they focus on alpha signal research, strategy backtesting, and portfolio optimisation using machine learning. Previously, they worked as a Quantitative Strategist at Legal & General Investment Management, specializing in investment solutions and quantitative modelling. Silin also gained experience as an Associate in Asset Modelling at Willis Towers Watson, where they engaged in stochastic modelling and development of production-level libraries. Earlier in their career, they completed an internship in Quantitative Research at Active Asset Allocation, contributing to client portfolio construction and multi-asset solutions. Silin holds a Grand Ecole Masters in Financial Economics from EDHEC Business School.
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