HighlightsThese highlights are AI-generated using the faculty's CV and Google Scholar profile
Dr Tee Chyng Wen is a distinguished quantitative finance academic and practitioner, recognized for his impactful research, teaching excellence, and leadership in both academia and the hedge fund industry.
Bridges academic rigor and industry relevance through leadership in quantitative finance education and hedge fund management; consistently awarded for teaching excellence and research impact; combines methodological innovation in finance with practical deployment in trading and portfolio management; recognized for contributions to both financial engineering and photonic engineering.
Focused research areas include Advanced quantitative finance, including derivative pricing, volatility modeling, portfolio risk management, high-frequency trading, and market microstructure; application of AI and machine learning in finance; robust financial reporting and Bayesian optimization; photonic engineering for optical devices.
Bridges academic rigor and industry relevance through leadership in quantitative finance education and hedge fund management; consistently awarded for teaching excellence and research impact; combines methodological innovation in finance with practical deployment in trading and portfolio management; recognized for contributions to both financial engineering and photonic engineering.
Focused research areas include Advanced quantitative finance, including derivative pricing, volatility modeling, portfolio risk management, high-frequency trading, and market microstructure; application of AI and machine learning in finance; robust financial reporting and Bayesian optimization; photonic engineering for optical devices.
Areas of Expertise
Portfolio ManagementMarket MicrostructureFinancial Data ScienceDerivatives Markets
Latest Publications
Showing up to 6 latest publications from the past 5 years.
- P Liu, CW Tee, X XuSSRN, 2025
- PL Neo, CW Tee, J KerkhofInstitutional Investor Inc, 2024
- CW TEE, R VELU, Z ZHOU
- PL Neo, CW TeeJournal of Portfolio Management 50 (1), 106, 2023
- J Choi, M Kwak, CW Tee, Y WangJournal of Futures Markets 42 (5), 959-980, 2022
- Why commonality persists? [2022]CW TEE, R VELU, Z ZHOU
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.