Larry Chen is a Quantitative Researcher at Wolfe Research, LLC since April 2020, specializing in analytical support and alternative data research related to pension contributions and investment factor hedging. Prior experience includes serving as a Quantitative Analyst at AllianceBernstein from August 2018 to April 2020, where responsibilities encompassed firm-wide risk oversight, research on Barra factor models, and automation of risk reporting processes. Larry's career began as a Quantitative Research Intern at The TCW Group in mid-2017, focusing on supply chain analysis and stock-picking strategies. Educational qualifications include a Master of Science in Financial Engineering from UCLA Anderson School of Management and a Bachelor of Science in Statistics from Sun Yat-sen University.
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