Prof. Jerome YEN
Distinguished Professor, Faculty of Science and Technology
Prof. Jerome Yen currently a Distinguished Professor in the Faculty of Business Administration and also the Head of the Center for Innovation and Entrepreneurship at the University of Macau. He has very unique career path is that he used to serve in the financial industry, research institute, and academics that his research covers wide spectrum includes quantitative modeling, information technologies, and finance. He was the Director of Internet Finance at ASTRI before he joined the University of Macau. He was the Director of Quantitative Finance Program at HKUST from 2007 to 2010. He received his PhD. in 1992 in Systems Engineering and Management Information Systems from the University of Arizona. He has taught at leading universities, such as, Carnegie Mellon University (CMU), the University of Hong Kong (HKU), and the Chinese University of Hong Kong (CUHK).
Prof. Yen was a Senior Vice President (SVP) and Deputy Chief Risk Officer at Cathay Financial Holdings (CFH) from 2005 to 2007. CFH is one of the Forbes 500 and Fortune 500 firms. He also provided advisory/consulting services to leading financial institutions, for example, Societe Generale, Hang Seng Bank, AIA, Bank of East Asia (BEA), Essences Securities in China, SinoPac, and China Construction Bank (CCB) in risk management, exotic options and structured products pricing, as well as models/systems to support quantitative/hedge funds. His current research cover innovation management, FinTech, Blockchain, program trading and high frequency trading (HFT), as well as application of FPGA and parallel computing to support financial computing.