Education |
| 2006 | Ph.D in Photonic Engineering University of Cambridge |
| 2003 | B.Eng Electrical and Electronic Engineering Nanyang Technological University, Singapore |
Current Position(s) Held
| Jan 2018 - Now | Associate Professor of Quantitative Finance (Practice) Lee Kong Chian School of Business Singapore Management University |
| Jan 2018 - Dec 2021 | Faculty Advisory Committee (Teaching & Learning) Singapore Management University |
| Jul 2012 - Dec 2017 | Assistant Professor of Quantitative Finance (Practice) Lee Kong Chian School of Business Singapore Management University |
| Aug 2009 - Jun 2012 | Executive Director Goldman Sachs, Hong Kong |
| Sep 2006 - Jul 2009 | Associate Morgan Stanley, London |
Research Interests |
| Effective Derivative Pricing Model |
| Risk Management & Hedging Strategies |
| Quantitative High Frequency Trading Algorithms |
| Machine Learning & Financial Applications |
Awards, Recognition and Honors
- Dean's PG Teaching Honor List, 2019 - 2025
- Dean's Teaching Honor List, 2019 - 2025
- Teaching Excellence in Postgraduate Professional Programmes Award 2022
- Masters in Quantitative Finance Best Instructor Award 2022, 2023, 2024, 2025
- 26th Securities and Financial Markets Conference Research Paper Award, 2018
- Dean's Impact Award, Singapore Management University, 2017
- Teaching Excellence Award, Postgraduate Professional Programmes, 2017
- Journal of Financial Studies Best Paper Award, 2015
- Most Promising Teacher Award, Centre for Teaching Excellence, 2014
Selected Journal Articles (Refereed)
- "Tail Risk Hedging: The Search for Cheap Options" by Poh Ling Neo & Chyng Wen Tee, Journal of Portfolio Management, vol. 50, no. 1, pp. 106-119, 2023
- "A Black-Scholes User's Guide to the Bachelier Model" by Jaehyuk Choi, Minsuk Kwak, Chyng Wen Tee, Yumeng Wang, Journal of Futures Markets, vol. 42, pp. 959-980, 2022.
- "Volatility Timing under Low-Volatility Strategy" by Poh Ling Neo & Chyng Wen Tee, Journal of Portfolio Management, vol. 48, no. 1, pp. 133-146, 2021
- "A Unified Market Model for Swaptions and Constant Maturity Swaps" by Chyng Wen Tee & Jeroen Kerkhof, International Journal of Theoretical and Applied Finance, vol. 24, no. 4, pp. 1-31, 2021
- “ Biclustering via Mixtures of Regression Models" by Raja Velu, Zhaoque Zhou, Chyng Wen Tee, Computational Science ICCS 2019, Lecture Notes in Computer Science, vol 11537, pp. 533-549, 2019.
- “ Swaption Portfolio Risk Management: Optimal Model Selection in Different Interest Rate Regimes" by Poh Ling Neo & Chyng Wen Tee, Journal of Derivatives, vol. 27, no.2, pp. 81-107, 2019.
- “ Variance Risk Premiums of Commodity ETFs” by Chyng Wen Tee & Christopher Ting, Journal of Futures Markets, vol. 37, pp. 452-472, 2017.
- “Performance Control and Risk Calibration in the Black-Litterman Model” by Chyng Wen Tee, Shirley Huang, Lim Kian Guan. Journal of Portfolio Management, vol. 43, pp. 126-135, 2017.
- “Volume Information in Nikkei and TOPIX Futures Transactions” by Chyng Wen Tee & Christopher Ting. Journal of Financial Studies, vol. 4, no. 4, pp. 1–42, 2017.