Ivan Chee

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