Jie Chen

Chief Investment Officer | Quantitative Trading | Options, Futures & Derivatives

Toronto, Ontario, Canada

About

Experience

  • Chief Investment Officer | Quantitative Trading | Options, Futures & Derivatives at Bay Street Capital
    Jul 2024 - Present · 2 yrs

    I am the owner and Chief Investment Officer of a multi-asset family office, responsible for overseeing portfolio strategy and capital allocation. My focus is on quantitative trading across options, futures, and futures options, utilizing systematic models and risk-managed strategies to drive long-term performance and capital preservation.

  • TD Securities (18 yrs 2 mos)
    • Managing Director and Head, Quantitative Engineering and Development
      Dec 2013 - Oct 2023 · 9 yrs 11 mos

      Managing TD Securities Front Office Global Trading and Hedging quant team.

    • Vice President & Director and Head, Quantitative Engineering and Development
      Jun 2011 - Dec 2013 · 2 yrs 7 mos

      Managing TD Securities Front Office Global Trading and Hedging quant team, covering Fixed Income, Equity, FX Derivatives, Commodity and Credit.

    • Vice President
      Sep 2005 - Jun 2011 · 5 yrs 10 mos

      Involved in the handling of quantitative issues on the fixed income trading desk including pricing and modeling exotic products, developing new calibration methodology, hedging analysis.