LGIM Blog_ Detian Chen

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Detian currently works as a Quantitative Associate in LGIM's Solutions modelling group. Detian is involved in projects detailing the research and development of financial models on asset and liability management (ALM) and investment strategies for pension schemes.

Detian joined LGIM in October 2022 from Deutsche Bank, where he worked in the product validation group and was a lead in data infrastructure governance and the assessment of model risks in equity and commodity derivatives. He holds a master's degree in Quantitative Methods in Risk Management from the London School of Economics.