Brian Chen
Managing Director, Quantitative Strategies
Bay Hill Capital Management
Fort Hill Capital Management
Comments about this page can be sent to
brian.chen at bayhillcap.com.
This page has been accessed
times since September 30, 2009.
Page last updated September 30, 2009.
Brian Chen is Managing Director,
Quantitative Strategies,
at
Bay Hill Capital Management and
Fort Hill Capital
Management.
Joining Fort Hill Capital Management shortly after its inception, he
applied his signal processing expertise to build the quantitative
forecasting and pricing models at the center of Bay Hill's volatility
arbitrage strategy. His experience in quantitative trading strategies
spans the spectrum from development of stand-alone, single strategies
to management of multi-strategy, multi-manager portfolios. Prior to
joining Fort Hill, Dr. Chen co-founded and served as Chief Scientist
and Vice President of Technology of Chinook Communications, a
venture-financed, technology company developing sophisticated signal
processing technologies for broadband communications. He has also
been a Member of Technical Staff--Level 1 and Consultant for
Lucent Technologies Bell
Laboratories.
Dr. Chen received the Ph.D. degree in electrical engineering and
computer science, with a concentration in
signal processing
and a minor in
finance,
from the
Massachusetts Institute of Technology
(MIT),
the S.M. degree in electrical engineering from
MIT,
and the B.S.E. degree (summa cum laude) in electrical engineering from
the
University of Michigan.
He is an inventor on 14 issued
patents, has received the
National Defense Science
and Engineering Graduate Fellowship,
and is a member of the
Eta Kappa Nu
and
Tau Beta Pi
Engineering Honor Societies.
An on-line list of
Dr. Chen's publications
is available
here.