Zan Chan

Zan Chan is a highly skilled Quantitative Analyst at Complus Asset Management Limited, where he plays a pivotal role in advancing the firm’s derivatives pricing capabilities. With a specialized focus on equity structured products, Zan leverages his deep expertise in equity derivatives, exotic derivatives, and quantitative modeling to enhance the accuracy and robustness of the firm’s valuation frameworks. Currently, Zan is spearheading research on X-Valuation Adjustments (XVA), an area critical to managing counterparty risk and ensuring comprehensive risk-adjusted pricing for derivatives portfolios. His work involves integrating sophisticated XVA methodologies into the firm’s in-house pricing system, expanding coverage to include both equity and credit derivatives, which significantly improves the firm’s ability to assess and hedge complex financial instruments.

Zan’s proficiency in modeling and simulation, combined with his knowledge of FX and interest rate derivatives, enables him to develop innovative solutions that address the nuanced challenges of derivatives valuation under various market conditions. His expertise in machine learning and model validation further enhances the robustness of the pricing models, ensuring they meet industry standards for accuracy and regulatory compliance. At Complus Asset Management, Zan’s contributions are instrumental in refining risk management strategies and supporting the firm’s trading and investment decisions. His blend of quantitative finance skills and practical experience positions him as a key driver in the ongoing development of sophisticated pricing tools, ultimately helping the firm stay ahead in a competitive and rapidly evolving financial landscape.