Bingxu Chen
About Bingxu Chen
Bingxu Chen is a Quantitative Research Scientist/Engineer at Two Sigma, specializing in developing risk models for alternative asset classes. He holds a PhD in Finance from Columbia Business School and has extensive experience in quantitative research across several prestigious institutions.
Work at Two Sigma
Bingxu Chen has been employed at Two Sigma since 2021, serving as a Quantitative Research Scientist/Engineer. In this role, he develops risk models tailored for alternative asset classes, including Real Estate, Private Equity, and Hedge Funds. His work involves applying state space structural models to tackle challenges related to illiquid asset classes. This position allows him to leverage his extensive background in quantitative research and finance.
Education and Expertise
Bingxu Chen holds a Bachelor of Science in Mathematics and Physics from Tsinghua University, which he completed from 2003 to 2007. He furthered his education at Brown University, where he earned a Master of Science in Applied Mathematics and another Master of Science in Mathematics between 2007 and 2009. He also obtained a PhD in Finance from Columbia Business School, studying there from 2009 to 2014. His educational background equips him with a strong foundation in quantitative analysis and financial modeling.
Background
Bingxu Chen began his academic career as a Research and Teaching Assistant at Brown University from 2008 to 2009. He then pursued a PhD in Finance at Columbia Business School, where he studied for five years. Following his doctoral studies, he worked as a Quantitative Researcher at BlackRock from 2015 to 2021, focusing on quantitative finance and investment strategies. Prior to BlackRock, he was a Quantitative Researcher at QMS Capital Management LP for one year.
Achievements
Throughout his career, Bingxu Chen has contributed to the field of quantitative finance through his research on multi-asset allocation frameworks. His work includes developing risk models for various alternative asset classes, which are essential for effective investment strategies. His academic and professional experiences have positioned him as a knowledgeable figure in the quantitative research community.