head of alternative alpha research, Robeco
Dr. Mike Chen is the head of alternative alpha research at Robeco. He is responsible for leading the research and development of innovative alpha insights and solutions for use across Robeco. He started in this role in March 2022.
Mike’s current research interests are in the areas of quant sustainability, machine learning/NLP and alternative data and he has published a number of journal articles on these topics. Previously, he was the head of sustainable investments at PanAgora where he led the research and development of sustainable investment solutions and the commercialization of PanAgora’s ESG offerings. While at PanAgora, he developed and applied for a patent for a framework to construct sustainable portfolios based on dual objectives of alpha and sustainability out performance.
Prior to joining PanAgora, he was a portfolio manager in BlackRock’s scientific active equity (SAE) team. While at SAE, he won the “Signal of the Year” award for a signal he researched and developed.
Mike started his career at Morgan Stanley in New York where he traded and managed a portfolio of exotic U.S. rates derivatives. He received a Ph.D in electrical and computer engineering and a Master of Science in mathematics, both from the University of Illinois. His bachelor’s, in electrical and computer engineering, is from McGill University.