Conan Chen

About

Hi, I'm Conan! I'm a Division 1 athlete on the Princeton Men's Swim Team studying Operations Research & Financial Engineering with minors in Classics, Computer Science, and Statistics & Machine Learning.

This summer I'll be doing research in the Princeton Vision & Learning Lab with funding from the ORFE department's Eric F.S. Pai '83 Grant. My project centers around applying optimization algorithms like simulated annealing and evolutionary algorithms to procedural scene generation in home robotics.

On top of swimming, I love biking and running (recent activities) and am training for my first Ironman 70.3.

Experience

Quant Researcher @ Paragon Global Investments

Built time-series momentum strategy weighting 1–24 month signals via mean-variance, penalized logistic, and Bayesian model averaging.
Improved out-of-sample Sharpe by 8% over equal-weight baseline on sector ETF backtests.
Reduced portfolio turnover with a trend-based gate using t-stats from OLS regressions on past returns.

GenAI Intern @ Scale AI

Designed AIME/USAMO-level math problems to benchmark reasoning capabilities of frontier LLMs (read more).
Built evaluation frameworks to test deep research models on multi-step reasoning tasks.

Summer Analyst @ WOWS Global

Selected for the Princeton International Internship Program in Bangkok at a Southeast Asia-focused VC firm.
Supported early-stage startups through investor outreach and fundraising prep across the SEA venture ecosystem.

Coursework

Current

Spring 26

ORF 307: Optimization
ORF 335: Financial Mathematics
MAT 378: Game Theory
SML 301: Machine Learning & Data Science Methods
QCB 311: Genomics

Planned

Fall 26

ORF 418: Optimal Control
COS 429: Computer Vision
MAE 305: Differential Equations
ORF 409: Monte Carlo Simulation
ORF 455: Energy & Commodities Markets

Past

Fall 25

COS 226: Algorithms & Data Structures
ECO 312: Econometrics
ORF 309: Probability & Stochastic Systems
CLA 219: Roman Empire
PHI 201: Intro Logic

Spring 25

COS 126: Intro CS
ECO 101: Macroeconomics
MAT 202: Linear Algebra
ORF 245: Fundamentals of Statistics
PHY 104: Physics E&M

Fall 24

MAT 201: Multivariable Calculus
PHY 103: Physics Mechanics
WRI 183: Writing Seminar
FRS 197: American & Russian Sci-Fi