Leon Chen joined Basso Capital in 2005. He is the Chief Risk Officer responsible for calculating, monitoring and reporting the quantitative risk aspects of the investments in Basso’s portfolios. He is a member of Basso’s Valuation, Allocation and Best Execution Committees.
Previously, Leon was a risk manager at DKR Capital Partners L.P. where he was responsible for quantitative risk analysis and reporting for portfolio managers and senior management. Prior to that, he was an analyst at Camden Asset Management, a $3.2 billion multi-strategy hedge fund, where he was responsible for risk management.
Leon received a B.A. in International Economics from the University of California at Los Angeles (UCLA), and he earned an M.B.A. from Columbia University. Additionally, he is a Chartered Financial Analyst and a Professional Risk Manager.