Theodore W. C. Chen
Manager, Banking Analytics & Capital Management, Actuarial, Rewards & Analytics, Deloitte Uk @Deloitte
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WORK HISTORY
Manager, Banking Analytics & Capital Management, Actuarial, Rewards & Analytics, Deloitte Uk @Deloitte
Bringing Data Science and advanced Quantitative methodology to the financial services industry. • Enacted an advanced constrained optimisation model for asset allocation taking into account equity, regulatory and debt capital concerns as well as market risk. Also created a Monetary Financial Conditions Index, as well as a model to deduce Equity Risk Premium. • Simulated the cryptocurrency market-place via an agent-based model. •In A.I, built the back-end for an in-house Large Language Model (LLM).
EDUCATION
University of Michigan
Bachelor of Science in Engineering, Chemical Engineering
University of Notre Dame
Freshman Year of Studies, Engineering
University of Cambridge
Ph.D, Quantitative Methods & Numerical Optimisation
ABOUT THEODORE W. C. CHEN
Skilful and dynamic quantitative strategist with demonstrated capacity to provide…
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