Upcoming Events
May 6 | 6:30pm - 8:30pm
MI3 Summer Send-Off
Please join us as we celebrate the end of the semester and farewell to our exceptional graduating leaders and beloved community members.
(Sign in to see the location)
May 7 | 11:35am - 12:45pm
Mi3 Sustainable Investing Master Class: Chasing the Next Gen Alpha (Mike Chen, Head of Alternative Alpha Research at Robeco)
Interested in the intersection of Quantitative Investing and Sustainable Investing? Please join us for a conversation with Mike Chen, Head of Alternative Alpha Research at Robeco, to discuss how outperformance can be generated with dual objectives of alpha and sustainability. Mike Chen is the Head of Alternative Alpha Research at Robeco, where he spearheads the research, design, and commercialization of innovative quant strategies. His work focuses on leveraging alternative data and advanced analytics to craft novel products that surpass traditional factors. Previously, Mike served as Head of Sustainable Investments at PanAgora Asset Management and as a Portfolio Manager at BlackRock. Robeco is a leader in Sustainable Investing, with a range of client propositions in quant, credits and emerging market investing. Founded in Rotterdam in 1929, Robeco is an international asset manager, offering an extensive range of active investments, from equities to bonds. The Firm manages approximately US $178 billion in assets, with over 1000 employees, in thirteen offices worldwide. Lunch will be first come first serve! Full Bio: Mike Chen, Head of Alternative Alpha Research at Robeco Dr. Chen is the Head of Alternative Alpha Research at Robeco. In this role, he is responsible for leading the research and development of innovative alpha insights and solutions for use across Robeco. He started in this role in March, 2022. Dr. Chen’s current research interests are in the areas of machine learning/alternative data, ESG, and China A and has published a number of journal articles in these topics. Previously, Dr. Chen was the Head of Sustainable Investments at PanAgora. In that role, he led the research and development of sustainable investment solutions across PanAgora, and the commercialization of PanAgora’s ESG offerings. In addition, he is responsible for model research and development in the Equity Division while participating in daily management of firm’s portfolios. While at PanAgora, Dr. Chen developed and applied for a patent for a framework to construct sustainable portfolios based on dual objectives of alpha and sustainability out performance. Prior to joining PanAgora, Dr. Chen was a Portfolio Manager at BlackRock’s Scientific Active Equity (SAE) team, where his responsibilities include portfolio management and research into alpha insights for use across the entire SAE platform. While at SAE, Dr. Chen won “Signal of the Year” award for a signal he researched and developed. Dr. Chen started his career at Morgan Stanley in New York where he traded and managed a portfolio of exotic US rates derivatives.
(Sign in to see the location)