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Kevin Pan

Quantitative Researcher at Two Sigma

Kevin J. Pan is a Quantitative Researcher at Two Sigma, a prominent quantitative trading firm.1 He describes himself as a "quantitative alpha" on his LinkedIn profile.1 While specific details about his role at Two Sigma are limited, quantitative researchers typically develop and implement mathematical models and algorithms for trading strategies.

Kevin's educational background includes:

  1. Ph.D. Candidate in Economics at Harvard University (expected graduation in 2017)2
  2. Non-degree Mathematical Finance Masters Student at NYU Courant Institute of Mathematical Sciences (2011-2012)2
  3. B.S. in Economics and B.S. in Management Science from Massachusetts Institute of Technology (2006-2010)2

His research interests encompass asset pricing, behavioral finance, financial intermediation, fixed income markets, and institutional frictions.2 Kevin has authored working papers on topics such as arbitrage under liquidity mismatch in bond ETFs and cross-asset spillovers in fixed income markets.2

Prior to his role at Two Sigma, Kevin gained experience as a Graduate Intern in Risk and Quantitative Analysis at Harvard Management Company in Boston, MA.2

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Kevin Pan
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Location

New York, New York