Carnegie Mellon University

Fan Chen

Fan Samuel Chen

Class of 2018

Pittsburgh Campus


Fan (Samuel) Chen graduated summa cum laude from Renmin University of China (RUC), with a Bachelor of Science Degree in applied mathematics and a Bachelor of Economics Degree in finance. During his undergraduate study, he was awarded the Wuyuzhang Scholarship, the highest honor of RUC, for his overall excellence in academic performance and student work. Prior to joining the MSCF program, Fan interned at a boutique HFT prop shop as a quantitative strategist. He used tick data to develop statistical arbitrage trading strategy, sought intercommodity spread arbitrage opportunity, and delivered tick analysis to optimize investment strategies. He also acquired hands-on experience in event-driven trading strategy and VWAP strategy in GF Securities asset management, a leading asset management firm in China. He also performed macroeconomic research at China Development Bank, and was selected into the Goldman Sachs Scholar program to receive systematic training in capital markets. He will present his thesis about the relationship of Aumann-Serrano Index and daily stock return of Chinese A-share market at the 2017 American Economic Association Annual Meeting. Fan plans to pursue a position in quantitative strategy or quantitative trading.