Shawn Fan

Shawn Fan

Analyst-Fixed Income at Legal & General Investment Management America, Inc.

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Profile

Dr. Shao Hua Fan is a LDI Portfolio Manager at Legal & General Investment Management America, Inc. He joined Legal & General Investment Management America (LGIMA) as a Senior Quantitative Analyst in 2014.
In 2018, he transitioned to an LDI Portfolio Manager and is responsible for the day-to-day risk management of our custom LDI portfolios and quantitative strategy research.
Prior to joining LGIMA, Dr. Fan was a Director at Chicago Mercantile Exchange Group where he led a quant team to build up quantitative analytics and architecture design for the margin calculation system.
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.
Dr. Fan holds a PhD in Computer Science from the University of Wisconsin-Madison, and a MS in Mathematics in Finance at NYU Courant Institute of Mathematical Sciences.

Shawn Fan active positions

CompaniesPositionStart
Analyst-Fixed Income 2014-09-30
All active positions of Shawn Fan

Former positions of Shawn Fan

CompaniesPositionEnd
CME GROUP INC. Corporate Officer/Principal 2014-09-29
Corporate Officer/Principal -
Corporate Officer/Principal -
Corporate Officer/Principal -
Corporate Officer/Principal -
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Training of Shawn Fan

New York University Graduate Degree
Beijing Normal University Undergraduate Degree
University of Wisconsin Doctorate Degree

Experiences
Positions held

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Connections

42

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9

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Linked companies

Listed companies1
CME GROUP INC.

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Private companies5

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