Chi Lee has managed a wide range of institutional mandates, directly trading strategies from illiquid credit to statistical arbitrage, either as PM or as CIO with 20 years of investment experience. He is proficient in machine learning algorithms and is fluent at coding in different languages and technology stacks. He applies his full capabilities to leading FountainArc as the CEO and Founder.
He was previously the Chief Investment Officer of Agenda Invest from June 2015 to March 2018. Agenda Invest is a Swiss-based family office overseeing US$1bn of assets. He oversaw the investment process and led the eight-strong Investment Committee investing across all markets and asset types, implementing Expected Drawdown Management across investment mandates within the family office. He was responsible for automating a significant proportion of the investment process.
Prior to Agenda Invest, Chi was responsible for managing US$1bn AUM in institutional mandates at GAM as the Head of Investment Risk and Portfolio Manager. He launched and lead managed all institutional 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.
Other major positions included originating structured credit derivatives on the trading floor of Morgan Stanley and Head of Quantitative Research with a fund that is now part of LGT Capital.
He has a BA in Computer Science from Cambridge University, an MBA in Finance from the Wharton School and Certified FRM from the Global Association of Risk Professionals.