Chin Liu

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 large-scale simulation models, development of market-specific valuation intelligence, interacting with our fundamental analysts, and construction of risk-appropriate ILS portfolios. As Director of Fixed Income Solutions, Chin leads a team that develops customized investment solutions, fixed income ESG/Responsible Investing research, and 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 US, 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.