Yiwen Shen

Welcome to my homepage!

I am an Assistant Professor at ISOM Department, HKUST. See  Research  for my research work. My teaching experience can be found in Teaching.




Education Background

  • New York, NY

    Graduate School of Business, Columbia University


  • 2016 - 2021 

    Ph.D. in Decision, Risk, and Operations


    Advisors: Paul Glasserman, Carri Chan, Harry Mamaysky, and Fanyin Zheng

    Honor: Paul & Sandra Montrone Doctoral Fellowship, Deming Doctoral Research Fellowship, Chazen Research Grant


  • New York, NY

    IEOR Department, Columbia University

  • 2014 - 2015

    Master of Science in Financial Engineering


  • Beijing, China

    School of Physics, Peking University

  • 2010 - 2014

    Bachelor of Science in Physics, Minor in Computer Softwares

    Honor: Silver Medalist in China Physics Olympiad, Modern Physics Award

Industry Experience

  • New York, NY

    Capital Fund Management

  • Jan – Jun 2021

    Off-cycle Intern Analyst

  • New York, NY

    Cubist Systematic Strategies

  • Jun – Aug 2018

    Summer Intern, Quant Research at an Equity Portfolio Management Team


  • New York, NY

    Bank of America Merrill Lynch, Global Markets

  • Jan – Apr 2017

    Off-cycle Intern, Quant Analyst at Algorithm Trading Group


  • New York, NY

    Morgan Stanley, Fixed Income Division

  • Jan – Jun 2016

    Full-time Analyst, Desk Strat at Sales Strat Group