Allan Lane, PhD, Founding Partner

Allan Lane, PhD, Founding Partner

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