Yiwen Shen

Welcome to my homepage!

I am an Assistant Professor at ISOM Department, HKUST. I graduated with a PhD degree from the Decision, Risk, and Operations Division at Columbia Business School. Before that, I graduated from Peking University with a bachelor degree in Physics, and Columbia Univeristy with a master degree in Financial Engineering. I have worked/interned in several financial firms as a quantitative analyst, including Morgan Stanley, Bank of America, and Cubist Strategiest.

See Research for my research work. My teaching experience can be found in Teaching.

I look forward to discussing intereting research questions and opportunities. I also welcome students with solid background and interests in research. Feel free to contact me by email: yiwenshen@ust.hk

Education

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

Research

Teaching

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