Overview

Meet the team

PhD, Investment Research

Allan Lane

Allan is a founding partner of Algo-Chain, a firm providing Investment Research & Solutions to the Wealth Management industry.

Prior to this Allan spearheaded BlackRock’s iShares investment research initiative in Europe, working with several clients in the portfolio solutions space. Previously he headed up the ETF Product R&D team.

Before joining iShares in 2008, Allan had previously spent 3 years at Barclays Global Investors, where he was responsible for building out the investment platform, focusing on a range of trading strategies. Allan has held a number of senior roles in the investment banking industry, including a period at RBS where he was the Global Head of Quantitative Research, responsible for models used by their structured notes business lines. In his rookie years in the early 1990s, he learnt the craft of stochastic calculus as a derivatives specialist at Banque Paribas, before being recruited to head up JP Morgan’s Equity Derivatives Models team.

Allan studied Mathematics at Oxford University and Cambridge University before subsequently gaining his PhD in Theoretical Physics at The University of Washington in the US. With his close ties to The Pacific Northwest in the USA, Allan has served on the Board of Regents at the Honors College at Oregon State University, where he is now an Emeritus Member.

PhD, Investment Research

Irene Bauer

Irene is a founding partner of Algo-Chain, a firm providing Investment Research & Solutions to the Wealth Management industry.

Previously, Irene has been at iShares, BlackRock, providing portfolio solutions for the iShares Client Group, along with insights gained from a rigorous ETF investment research process and is a leading specialist in the field of optimized portfolio construction models. Prior to that, Irene gained experience across all aspects of ETFs while designing and researching new ETF products at iShares, covering the fixed income, equities, commodities & alternatives asset classes.

In her time at Barclays Global Investors Irene worked within the asset allocation team in the Global Macro fund, where she applied her expertise to the scientific investment approach of BGI. Her career in the financial services industry started at ABN Amro where she was responsible for the modelling of structured products, specializing in mortgage-backed securities.

Irene has a degree in mathematics from the University of Augsburg, Germany, completing her doctorate thesis in numerical mathematics at the University of Heidelberg. After obtaining her PhD, Irene spent several years focusing on the commercial development of statistical models and optimisation tools.