TEE Chyng Wen

TEE Chyng Wen is an Associate Professor of Quantitative Finance (Practice) at the Lee Kong Chian School of Business, Singapore Management University (SMU), where he also serves as Academic Director for the Master of Science in Quantitative Finance program and Area Coordinator for Quantitative Finance Education. He holds a Ph.D. in Photonic Engineering from the University of Cambridge and a B.Eng in Electrical and Electronic Engineering from Nanyang Technological University (NTU).

His research focuses on derivative pricing models, risk management strategies, high-frequency trading algorithms, and machine learning applications in finance. He has contributed to advancing methodologies for tail risk hedging, volatility timing, and optimal model selection in interest rate regimes. His work bridges theoretical frameworks and practical financial market challenges.

Professor Tee has been recognized for his teaching excellence, including the Dean’s PG Teaching Honor List (2014–2024), Teaching Excellence in Postgraduate Programs Award (2022), and Best Instructor Award (2022–2024). His research has earned accolades such as the Journal of Financial Studies Best Paper Award (2015) and the 26th Securities and Financial Markets Conference Research Paper Award (2018).

Prior to academia, he worked at Morgan Stanley (London, 2006–2009) and Goldman Sachs (Hong Kong, 2009–2012), gaining hands-on experience in financial markets. His current research emphasizes quantitative finance’s strategic applications and digital transformation in finance.