Jorge Chang

Portfolio Manager—AB Systematic Trading Event-Driven Strategies

5 Years at AB|21 Years of Experience

Jorge Chang is a Portfolio Manager for AB Systematic Trading Event-Driven Strategies. Prior to joining the firm in 2020, he worked as a quantitative portfolio manager for WorldQuant, specializing in event-driven and statistical arbitrage strategies. From 2013 to 2018, Chang was the co-founder and CIO of PTQ Capital, a quantitative multi-strategy hedge fund. Prior to that, he was a member of Credit Suisse Alternative Investments, where he was responsible for investment activities within the global systematic event-driven portfolios, and managed the implementation of statistical arbitrage. Chang was also the creator of the Credit Suisse Merger Arbitrage Liquid Index and lead manager of the company's Merger Arbitrage Fund. Earlier he was a member of the Proprietary Trading team at Credit Suisse, where he traded systematic short-term statistical arbitrage strategies. Chang began his career at Deutsche Bank as a quantitative analyst within the proprietary trading desk, conducting research and trading execution. He holds a BA in economics and applied statistics from the University of Michigan, Ann Arbor, and an MS in data science from Johns Hopkins Whiting School of Engineering. Location: New York

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