- Scholarship in 2003 at Massachusetts Institute of Technology
Dr David Chan Lik Chin received his Master of Physics degree with First Class Honours from the University of Oxford in 2001, where he was ranked first (out of 170) in his year. In addition, he was one of twelve people awarded the Kennedy Scholarship, a prestigious UK award for postgraduate study in the USA. In 2006, he graduated with a PhD in Physics and a Certificate in Quantitative Finance from the Massachusetts Institute of Technology. While his research was focused on photonic band-gap materials, he also co-invented surface-plasmon index guided waveguides (U.S. patent no. 7,184,641). Because of Dr. Chan's long-standing interest in financial markets and the exciting possibility of applying physics ideas to a different field, he decided to pursue a career in finance after graduation.
Chan has twelve years of investing and trading experience, across equity and credit in both U.S. and emerging markets. He started his career at Goldman Sachs in New York, where he pioneered and successfully traded systematic long/short strategies of U.S. equities. He also worked at Credit Suisse and Jefferies Investment Advisers, where he focused on electronic market making and statistical arbitrage. Chan was a quantitative strategist at BlueMountain Capital, where he co-managed a sovereign credit portfolio spanning eleven countries.
Chan is currently Portfolio Manager at Athena Capital Research. His primary interest is in developing systematic trading strategies for multiple asset classes. He applies the scientific process of hypothesis formation, mathematical formulation, and rigorous testing with the goal of producing investment strategies that offer superior risk-adjusted performance for investors. As part of his pro bono work, Chan serves as Research Advisor for the Global Algorithmic Institute, a think-tank devoted to the research, development and implementation of intelligent algorithms to promote stability of global financial markets, in collaboration with Lawrence Berkeley National Laboratory.