Chi leads the investment strategy and investment processes at Agenda Invest. Chi was previously responsible for managing US$1bn AUM in institutional mandates at GAM as the Head of Investment Risk and Portfolio Manager. He developed, launched and lead managed all alternative premia mandates until he left in November 2014. He successfully grew the strategy in a partnership with Barclays from an initial US$50m seed investment in 2011 as a result of developing state-of-the-art quantitative techniques such as the mathematics behind Expected Co-Drawdowns.
Prior to joining GAM in January 2008, he originated and structured credit derivatives on the Fixed Income trading floor with Morgan Stanley, and before that, he was Head of Quantitative Research with a fund that is now part of LGT Capital.
He was awarded a BA with First Class Honours in Computer Science from Cambridge University and an MBA With Honors in Finance from the Wharton School where he was a Fulbright Scholar. He has been previously approved by the US SEC and HK SFC, and is currently approved by the UK FCA. He is also a certified FRM with the Global Association of Risk Professionals.
