Dr. Shawn Fan is a fixed income Portfolio Manager at LGIMA,an US affiliate of London-based Legal & General Investment Management (LGIM), one of Europe’s largest institutional asset managers and a global investor, with a heritage dating back to 1836 and AUM of over $1.2 trillion. At LGIMA, Shawn is responsible for the customized liability-driven-investment portfolio management and quantitative strategies on bond asset allocation optimization, pension risk transfer, and index rotation. Before joining LGIMA, he was a director at Chicago Mercantile Exchange (CME) Group where he led a quant team to build up quantitative analytics. He prototyped a margin model for clearing cross currency interest rate swap. Prior to CME, he was an Associate Director at UBS as a desk quant for Latin America emerging market structured product trading and interest rate derivative trading. Shawn holds a Ph.D. in Computer Science from the University of Wisconsin-Madison, and a M.S. in Mathematics in Finance at NYU Courant Institute of Mathematical Sciences. His Chinese translation of book “Monte Carlo Methods in Financial Engineering” was published by Higher Education Press in 2013.
Shawn has been a long-time member of The Chinese Finance Association (TCFA) and was the CTO of TCFA before he moved to Chicago. Since 2018, Shawn has been serving as the Chairman of the TCFA Chicago Chapter. Together with a small amazing team, Shawn has organized and hosted seven well-attended events in two years. In those events, invited experts from both China and US have covered a variety of topics including Chinese stock market, the impacts of Luckin Coffee fraud, mental health under COVID-19, bio-tech investment, and financial career development.