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Ivan Chee

Systematic Mortgage Trading

Ivan C. is a seasoned professional in the field of systematic trading and quantitative finance. He currently serves as a Senior Portfolio Manager at Millennium, a position he has held since January 2023.1 Prior to this, Ivan worked as a Quantitative Researcher at Squarepoint Capital from August 2016 to November 2022, where he was responsible for systematic portfolio management in the mortgage business.1

Ivan's career history includes several notable positions:

Previous Experience

  • Squarepoint Capital: Quantitative Researcher (2016-2022)
  • Premium Point Investments: Director - Systematic Trading (2014-2016)
  • Morgan Stanley: Executive Director - Agency MBS Desk Strategist (2012-2014)
  • Morgan Stanley: Vice President - Residential Whole Loans Desk Strategist (2009-2011)

Education

Ivan holds a Master of Science in Financial Engineering from Columbia University in the City of New York, and a Bachelor of Applied Science in Computer Engineering from The University of British Columbia.1

His expertise spans various areas of quantitative finance, including:

  • Systematic trading strategies
  • Mortgage-backed securities (MBS)
  • Risk management and analytics
  • Model development for trading and risk assessment

Ivan's career trajectory showcases a strong foundation in both technology and finance, with early roles at companies like Expedia, IBM, and Microsoft, before transitioning into the financial sector.1

Related Questions

What specific projects has Ivan Chee worked on at Squarepoint Capital?
How did Ivan Chee transition from software engineering to quantitative research?
What are Ivan Chee's key achievements in his career?
What educational background does Ivan Chee have?
How does Ivan Chee's experience at Millennium compare to his time at Squarepoint Capital?
Ivan Chee
Ivan Chee, photo 1
Ivan Chee, photo 2
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Location

New York, New York, United States