Qin Chen is a Quantitative Researcher at One River Asset Management. Qin focuses on volatility strategies, with responsibilities spanning strategy design, quantitative modeling, portfolio construction, and trading. Prior to One River, Qin was a Quantitative Researcher with Ernst & Young, where he supported equity trading desks at multiple investment banks on the implementation and risk management of equity OTC derivatives products. Qin holds an M.S. in Economics from North Carolina State University and a B.S. in Mathematical Finance and Mathematics from IAS, Wuhan University. Qin is a CFA charterholder. arterholder.