Chin Liu is a Managing Director, Portfolio Manager, and Director of Insurance-Linked Securities (ILS) and Quantitative Research at Amundi Pioneer. He is based in Boston.
As Director of Insurance Linked Securities he has day-to-day responsibilities that include the management of our dedicated ILS strategies and leads the investment efforts of the team. He is also responsible for structuring and implementing custom Insurance-Linked Securities strategies for the firm’s diversified fixed income portfolios. This responsibility encompasses working closely with our insurance and reinsurance partners, quantitative analysis of insurance perils using largescale simulation models, development of market-specific valuation intelligence, interacting with our fundamental analysts, and construction of risk-appropriate ILS portfolios.
As Director of Quantitative Research, Chin leads a team that develops high-quality, proprietary analytics to support the fixed income team. As a practitioner, Chin has also developed portfolio hedging strategies via derivatives markets, researched and developed security-level and market level econometric forecasting models, and built fair value screening tools for the government and corporate credit markets.
Prior to joining Amundi Pioneer, Chin worked as a quantitative equity analyst for Numeric Investors, and as a Customer Investment Researcher for E Trade Financial.
Chin received his B.S. in Mechanical Engineering from Tsinghua University in Beijing, China in 2000, and his M.S. in Management Science and Engineering from Stanford University in 2006.