{"id":4289,"date":"2020-09-22T13:23:29","date_gmt":"2020-09-22T05:23:29","guid":{"rendered":"https:\/\/www.fst.um.edu.mo\/personal\/?page_id=4289"},"modified":"2021-02-03T15:06:57","modified_gmt":"2021-02-03T07:06:57","slug":"biography","status":"publish","type":"page","link":"https:\/\/www.fst.um.edu.mo\/personal\/jeromeyen\/biography\/","title":{"rendered":"Biography &#8211; Jerome YEN, Ph.D."},"content":{"rendered":"\t\t<div data-elementor-type=\"wp-page\" data-elementor-id=\"4289\" class=\"elementor elementor-4289\" data-elementor-post-type=\"page\">\n\t\t\t\t\t\t<section data-particle_enable=\"false\" data-particle-mobile-disabled=\"false\" class=\"elementor-section elementor-top-section elementor-element elementor-element-f660d2b elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"f660d2b\" data-element_type=\"section\" data-settings=\"{&quot;background_background&quot;:&quot;classic&quot;}\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-50 elementor-top-column elementor-element elementor-element-89483e6\" data-id=\"89483e6\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t<div class=\"elementor-element elementor-element-2ac3edd elementor-widget elementor-widget-image\" data-id=\"2ac3edd\" data-element_type=\"widget\" data-widget_type=\"image.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t\t\t\t\t\t\t<img fetchpriority=\"high\" decoding=\"async\" width=\"946\" height=\"121\" src=\"https:\/\/www.fst.um.edu.mo\/personal\/wp-content\/uploads\/2020\/07\/FST-logo-x2-1.png\" class=\"attachment-full size-full wp-image-2909\" alt=\"\" srcset=\"https:\/\/www.fst.um.edu.mo\/personal\/wp-content\/uploads\/2020\/07\/FST-logo-x2-1.png 946w, https:\/\/www.fst.um.edu.mo\/personal\/wp-content\/uploads\/2020\/07\/FST-logo-x2-1-300x38.png 300w, https:\/\/www.fst.um.edu.mo\/personal\/wp-content\/uploads\/2020\/07\/FST-logo-x2-1-768x98.png 768w\" sizes=\"(max-width: 946px) 100vw, 946px\" \/>\t\t\t\t\t\t\t\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t<div class=\"elementor-column elementor-col-50 elementor-top-column elementor-element elementor-element-2772fb1\" data-id=\"2772fb1\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap\">\n\t\t\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t<section data-particle_enable=\"false\" data-particle-mobile-disabled=\"false\" class=\"elementor-section elementor-top-section elementor-element elementor-element-9db6823 elementor-hidden-tablet elementor-hidden-phone elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"9db6823\" data-element_type=\"section\" data-settings=\"{&quot;background_background&quot;:&quot;classic&quot;}\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-16 elementor-top-column elementor-element elementor-element-b94a1cc\" data-id=\"b94a1cc\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t<div class=\"elementor-element elementor-element-31a1902 elementor-widget elementor-widget-spacer\" data-id=\"31a1902\" data-element_type=\"widget\" data-widget_type=\"spacer.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t<div class=\"elementor-spacer\">\n\t\t\t<div class=\"elementor-spacer-inner\"><\/div>\n\t\t<\/div>\n\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t<div class=\"elementor-column elementor-col-16 elementor-top-column elementor-element elementor-element-f23860f\" data-id=\"f23860f\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t<div class=\"elementor-element elementor-element-c5ad220 elementor-align-center elementor-widget elementor-widget-button\" data-id=\"c5ad220\" data-element_type=\"widget\" data-widget_type=\"button.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t<div class=\"elementor-button-wrapper\">\n\t\t\t\t\t<a class=\"elementor-button elementor-button-link elementor-size-sm\" href=\"https:\/\/www.fst.um.edu.mo\/personal\/jeromeyen\/\">\n\t\t\t\t\t\t<span class=\"elementor-button-content-wrapper\">\n\t\t\t\t\t\t\t\t\t<span class=\"elementor-button-text\">HOME<\/span>\n\t\t\t\t\t<\/span>\n\t\t\t\t\t<\/a>\n\t\t\t\t<\/div>\n\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t<div class=\"elementor-column elementor-col-16 elementor-top-column elementor-element elementor-element-75c2268\" data-id=\"75c2268\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t<div class=\"elementor-element elementor-element-98cbfc5 elementor-align-center elementor-widget elementor-widget-button\" data-id=\"98cbfc5\" data-element_type=\"widget\" data-widget_type=\"button.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t<div class=\"elementor-button-wrapper\">\n\t\t\t\t\t<a class=\"elementor-button elementor-button-link elementor-size-sm\" href=\"https:\/\/www.fst.um.edu.mo\/personal\/jeromeyen\/biography\/\">\n\t\t\t\t\t\t<span class=\"elementor-button-content-wrapper\">\n\t\t\t\t\t\t\t\t\t<span class=\"elementor-button-text\">BIOGRAPHY<\/span>\n\t\t\t\t\t<\/span>\n\t\t\t\t\t<\/a>\n\t\t\t\t<\/div>\n\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t<div class=\"elementor-column elementor-col-16 elementor-top-column elementor-element elementor-element-4908514\" data-id=\"4908514\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t<div class=\"elementor-element elementor-element-8b55e8b elementor-align-center elementor-widget elementor-widget-button\" data-id=\"8b55e8b\" data-element_type=\"widget\" data-widget_type=\"button.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t<div class=\"elementor-button-wrapper\">\n\t\t\t\t\t<a class=\"elementor-button elementor-button-link elementor-size-sm\" href=\"https:\/\/www.fst.um.edu.mo\/personal\/jeromeyen\/research\/\">\n\t\t\t\t\t\t<span class=\"elementor-button-content-wrapper\">\n\t\t\t\t\t\t\t\t\t<span class=\"elementor-button-text\">RESEARCH<\/span>\n\t\t\t\t\t<\/span>\n\t\t\t\t\t<\/a>\n\t\t\t\t<\/div>\n\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t<div class=\"elementor-column elementor-col-16 elementor-top-column elementor-element elementor-element-4f5c919\" data-id=\"4f5c919\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t<div class=\"elementor-element elementor-element-3c625d7 elementor-align-center elementor-widget elementor-widget-button\" data-id=\"3c625d7\" data-element_type=\"widget\" data-widget_type=\"button.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t<div class=\"elementor-button-wrapper\">\n\t\t\t\t\t<a class=\"elementor-button elementor-button-link elementor-size-sm\" href=\"https:\/\/www.fst.um.edu.mo\/personal\/jeromeyen\/publication\/\">\n\t\t\t\t\t\t<span class=\"elementor-button-content-wrapper\">\n\t\t\t\t\t\t\t\t\t<span class=\"elementor-button-text\">PUBLICATIONS<\/span>\n\t\t\t\t\t<\/span>\n\t\t\t\t\t<\/a>\n\t\t\t\t<\/div>\n\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t<div class=\"elementor-column elementor-col-16 elementor-top-column elementor-element elementor-element-c57c539\" data-id=\"c57c539\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t<div class=\"elementor-element elementor-element-013623d elementor-align-center elementor-widget elementor-widget-button\" data-id=\"013623d\" data-element_type=\"widget\" data-widget_type=\"button.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t<div class=\"elementor-button-wrapper\">\n\t\t\t\t\t<a class=\"elementor-button elementor-button-link elementor-size-sm\" href=\"https:\/\/www.fst.um.edu.mo\/personal\/jeromeyen\/misc\/\">\n\t\t\t\t\t\t<span class=\"elementor-button-content-wrapper\">\n\t\t\t\t\t\t\t\t\t<span class=\"elementor-button-text\">MISC<\/span>\n\t\t\t\t\t<\/span>\n\t\t\t\t\t<\/a>\n\t\t\t\t<\/div>\n\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t<section data-particle_enable=\"false\" data-particle-mobile-disabled=\"false\" class=\"elementor-section elementor-top-section elementor-element elementor-element-4954e11 elementor-hidden-desktop elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"4954e11\" data-element_type=\"section\" data-settings=\"{&quot;background_background&quot;:&quot;classic&quot;}\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-20 elementor-top-column elementor-element elementor-element-70fecb9\" data-id=\"70fecb9\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t<div class=\"elementor-element elementor-element-c3358b8 elementor-align-center elementor-tablet-align-justify elementor-widget elementor-widget-button\" data-id=\"c3358b8\" data-element_type=\"widget\" data-widget_type=\"button.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t<div class=\"elementor-button-wrapper\">\n\t\t\t\t\t<a class=\"elementor-button elementor-button-link elementor-size-sm\" href=\"https:\/\/www.fst.um.edu.mo\/personal\/jeromeyen\/\">\n\t\t\t\t\t\t<span class=\"elementor-button-content-wrapper\">\n\t\t\t\t\t\t\t\t\t<span class=\"elementor-button-text\">HOME<\/span>\n\t\t\t\t\t<\/span>\n\t\t\t\t\t<\/a>\n\t\t\t\t<\/div>\n\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t<div class=\"elementor-column elementor-col-20 elementor-top-column elementor-element elementor-element-6081fc8\" data-id=\"6081fc8\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t<div class=\"elementor-element elementor-element-02fab00 elementor-align-center elementor-tablet-align-justify elementor-widget elementor-widget-button\" data-id=\"02fab00\" data-element_type=\"widget\" data-widget_type=\"button.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t<div class=\"elementor-button-wrapper\">\n\t\t\t\t\t<a class=\"elementor-button elementor-button-link elementor-size-sm\" href=\"https:\/\/www.fst.um.edu.mo\/personal\/jeromeyen\/biography\/\">\n\t\t\t\t\t\t<span class=\"elementor-button-content-wrapper\">\n\t\t\t\t\t\t\t\t\t<span class=\"elementor-button-text\">BIOGRAPHY<\/span>\n\t\t\t\t\t<\/span>\n\t\t\t\t\t<\/a>\n\t\t\t\t<\/div>\n\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t<div class=\"elementor-column elementor-col-20 elementor-top-column elementor-element elementor-element-8f1a293\" data-id=\"8f1a293\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t<div class=\"elementor-element elementor-element-45c2a75 elementor-align-center elementor-tablet-align-justify elementor-widget elementor-widget-button\" data-id=\"45c2a75\" data-element_type=\"widget\" data-widget_type=\"button.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t<div class=\"elementor-button-wrapper\">\n\t\t\t\t\t<a class=\"elementor-button elementor-button-link elementor-size-sm\" href=\"https:\/\/www.fst.um.edu.mo\/personal\/jeromeyen\/research\/\">\n\t\t\t\t\t\t<span class=\"elementor-button-content-wrapper\">\n\t\t\t\t\t\t\t\t\t<span class=\"elementor-button-text\">RESEARCH<\/span>\n\t\t\t\t\t<\/span>\n\t\t\t\t\t<\/a>\n\t\t\t\t<\/div>\n\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t<div class=\"elementor-column elementor-col-20 elementor-top-column elementor-element elementor-element-04e24b0\" data-id=\"04e24b0\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t<div class=\"elementor-element elementor-element-3b4baa5 elementor-align-center elementor-tablet-align-justify elementor-widget elementor-widget-button\" data-id=\"3b4baa5\" data-element_type=\"widget\" data-widget_type=\"button.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t<div class=\"elementor-button-wrapper\">\n\t\t\t\t\t<a class=\"elementor-button elementor-button-link elementor-size-sm\" href=\"https:\/\/www.fst.um.edu.mo\/personal\/jeromeyen\/publication\/\">\n\t\t\t\t\t\t<span class=\"elementor-button-content-wrapper\">\n\t\t\t\t\t\t\t\t\t<span class=\"elementor-button-text\">PUBLICATIONS<\/span>\n\t\t\t\t\t<\/span>\n\t\t\t\t\t<\/a>\n\t\t\t\t<\/div>\n\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t<div class=\"elementor-column elementor-col-20 elementor-top-column elementor-element elementor-element-27a224f\" data-id=\"27a224f\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t<div class=\"elementor-element elementor-element-4d2548e elementor-align-center elementor-tablet-align-justify elementor-widget elementor-widget-button\" data-id=\"4d2548e\" data-element_type=\"widget\" data-widget_type=\"button.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t<div class=\"elementor-button-wrapper\">\n\t\t\t\t\t<a class=\"elementor-button elementor-button-link elementor-size-sm\" href=\"https:\/\/www.fst.um.edu.mo\/personal\/jeromeyen\/misc\/\">\n\t\t\t\t\t\t<span class=\"elementor-button-content-wrapper\">\n\t\t\t\t\t\t\t\t\t<span class=\"elementor-button-text\">MISC<\/span>\n\t\t\t\t\t<\/span>\n\t\t\t\t\t<\/a>\n\t\t\t\t<\/div>\n\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t<section data-particle_enable=\"false\" data-particle-mobile-disabled=\"false\" class=\"elementor-section elementor-top-section elementor-element elementor-element-357e2c4 elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"357e2c4\" data-element_type=\"section\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-100 elementor-top-column elementor-element elementor-element-391e158\" data-id=\"391e158\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t<div class=\"elementor-element elementor-element-56bb34b elementor-widget elementor-widget-text-editor\" data-id=\"56bb34b\" data-element_type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t<h4 style=\"color: #154dc4\">Education<\/h4><ul><li style=\"list-style-type: none\"><ul><li>Ph.D., Systems Engineering with minor in Management Information Systems, University of Arizona, May 1992.<\/li><\/ul><\/li><\/ul>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-97b8862 elementor-widget elementor-widget-text-editor\" data-id=\"97b8862\" data-element_type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t<h4 style=\"color: #154dc4\">Industrial Experience<\/h4><ul><li style=\"list-style-type: none\"><ul><li>September 2015 \u2013 December 2016: Director, Internet Finance, Applied Science and Technology Research Institute (ASTRI), Hong Kong SAR.<\/li><li>December 2005 \u2013 March 2007: Senior Vice President (SVP) and Deputy Chief Risk Officer, Cathay Financial Holdings (CFH) \u2013 a Forbes 500 and Fortune 500 firm.<\/li><\/ul><\/li><\/ul>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-29bedc6 elementor-widget elementor-widget-text-editor\" data-id=\"29bedc6\" data-element_type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t<h4 style=\"color: #154dc4\">Academic Experience<\/h4><ul><li style=\"list-style-type: none\"><ul><li>January 2010 till August 2019: Adjunct Professor, Department of Finance, HKUST<\/li><li>June 2016-June 2018: Department of Mathematics, HKUST<\/li><li>September 2013 till August 2019: Honorary Professor, Department of Electrical and Electronic Engineering, HKU<\/li><li>January 2010 \u2013 August 2015: Professor, School of Business, Tungwah College.<\/li><li>January 2007 \u2013 January 2010: Visiting Professor and Coordinator of BSc in Quantitative Finance Program, Department of Finance, HKUST<\/li><li>January 2002 \u2013 May 2002: Associate Professor, Arizona State University (on leave from Chinese University of Hong Kong).<\/li><li>December 1998 \u2013 December 2005: Associate Professor and Professor (promoted to Professor in May 2002), Department of Systems Engineering and Engineering Management Department, Chinese University of Hong Kong.<\/li><li>July 2000 \u2013 August 2000: Visiting Scholar, Department of Electrical Engineering and Computer Science, University of California at Berkeley.<\/li><li>September 1999 \u2013 September 2002: Adjunct Associate Professor, School of Computer Science and Institute for eCommerce Research, Carnegie Mellon University.<\/li><li>July 1996 \u2013 December 1998: Assistant and Associate Professor (promoted to Associate Professor in May 1997), Information Systems Program Coordinator, Dept. of Comp. Science and Information Systems and Co-Director of Authorized Academic Java Campus and Center for Electronic Commerce, HKU<\/li><li>August 1994 \u2013 July 1996: Visiting Assistant Professor, Department of Information and Systems Management, Hong Kong University of Science and Technology.<\/li><li>June 1992 \u2013 June 1994: Post-doc Fellow, Department of Management Information Systems, University of Arizona. Tucson, Arizona.<\/li><\/ul><\/li><\/ul>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t<section data-particle_enable=\"false\" data-particle-mobile-disabled=\"false\" class=\"elementor-section elementor-top-section elementor-element elementor-element-7133808 elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"7133808\" data-element_type=\"section\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-100 elementor-top-column elementor-element elementor-element-3e817cf\" data-id=\"3e817cf\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t<div class=\"elementor-element elementor-element-3c8588e elementor-widget elementor-widget-text-editor\" data-id=\"3c8588e\" data-element_type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t<h4 style=\"color: #154dc4\">Professional Activitiess<\/h4><h5>Professional Community<\/h5><ul><li style=\"list-style-type: none\"><ul><li>Founding Member, Hong Kong Professionals and Senior Executive Association (HKPASEA)<\/li><li>Member, the Hong Kong Institute of Directors<\/li><li>Member, Hong Kong Society of Economists<\/li><li>President, Asia Pacific Association of Financial Engineering<\/li><li>Co-Chair, First Asia Pacific Conference on Financial Engineering, Hong Kong, 2008<\/li><li>President, Asia Pacific Association of Financial Engineering (APAFE)<\/li><li>Subject Matter Expert, PRMIA\u2019s Advisory Groups:<ul><li>Energy Risk (Commodities)<\/li><li>Complexity, New Products, Emerging Risks<\/li><\/ul><\/li><\/ul><\/li><\/ul><h5>Other Consulting Services<\/h5><ul><li style=\"list-style-type: none\"><ul><li><p><strong>Stock Exchange of Hong Kong (HKEx)<\/strong>: Feasibility study of prototype development of Integrated Trading Environment and Electronic Disclosure.\u00a0 We developed a prototype of both systems to prove the concept, study the potential impacts to all the parties involved, and analyze the issues in microstructure.<\/p><\/li><li><p><strong>Hong Kong Securities and Futures Commission (HKSFC<\/strong>):\u00a0 Studied and analyzed the strategies used by attackers in attacking various Asian markets during Asia Financial Turmoil in 1998. Which included the multi-market attacks that launched by powerful players. The scope included futures and options, money, and equities.\u00a0 Based on the results we had, we further developed a Cross-Market Monitoring System to support monitoring of suspicious activities.\u00a0 Mathematical and analytical models used include Black Scholes, Interest Rate, Data Mining, and Principal Component Analysis.<\/p><\/li><li><p><strong>Simplex Securities Ltd<\/strong>.: Development of pre-IPO firm asset valuation, calculation of default probability and volatility estimation based on GARCH, VaR, and jump-diffusion models.<\/p><\/li><li><p><strong>Audit Commission of Hong Kong SAR Government<\/strong>: Development of methodology to estimate the efficiency of resources allocation and utilization of Hong Kong SAR Government.<\/p><\/li><li><p><strong>Lippo Group and subsidiary TechnoSolve Ltd<\/strong>.:\u00a0 Establish risk management division including staffing and development of Basel II Compliance Solution, which include Credit Risk Engine and Market Risk Engine.\u00a0 Beta version of Credit Risk Engine was ready in October 2005 and Market Risk Engine was also ready in 2006 to capture the timing of helping banks to comply with requirements of Basel II.<\/p><\/li><li><p><strong>Invesco-Greatwall China<\/strong>: Invesco-Greatwall is one of the best fund houses in China with assets under management greater than 100 B RMB.\u00a0 We developed a Scalable Asset Allocation and Stock Selection Systems based on optimization of returns (alpha) and risks (betas) for China Stock Market. \u00a0Our research team also developed the methodology and procedures for Cross Market Index \u2013 China50 Index, China50 Exchange Traded Fund (ETF), China50 Index Futures, etc for Shenzhen and Shanghai A Shares.\u00a0 We also provided consulting services to support new funds and equity structured products development.<\/p><\/li><li><p><strong>Essences Securities:\u00a0<\/strong>Essences is one of the top ten securities firms in China. I provided consulting services to help them to develop risk management division, set up the policies, and to create core competence by training and knowledge transfer.<\/p><\/li><li><p><strong>Societe Generale<\/strong>:\u00a0 Development of pricing model for equity structured products, such as, Alpha Accelerator, and framework that based on CVaR for asset liability management (ALM).<\/p><\/li><li><p><strong>Hang Seng Bank<\/strong>:\u00a0 Verify pricing of equity and FX structured products that done by counter parties (investment banks) based on advanced models, such as, Dupire and Heston.\u00a0 Develop new pricing models for popular products in Asia market, such as, accumulator and EKIKOs.<\/p><\/li><li><p><strong>AIA Insurance<\/strong>:\u00a0 Development of Bubble Index and Investment Index, weekly market forecasting and optimized asset allocations.<\/p><\/li><li><p><strong>Head and Shoulders China Core SPC<\/strong>: Development of options trading and pair trading strategies as well as the needed numerical models and computation modules.<\/p><\/li><li><p><strong>Goldenway Group:\u00a0\u00a0<\/strong>Development of Hang Seng Index (HSI) Volatility Term Structure (VTS) model and systems to support algo options trading and pair trading with other correlated assets.<\/p><\/li><li><p><strong>Bank of East Asia (BEA):<\/strong>\u00a0Pricing of 45 structured products and verifying pricing templates that developed by a leading financial engineering firm \u2013 Numerix.\u00a0 Development of credit risk models that include the models for estimation of EAD and LGD.<\/p><\/li><li><p><strong>China Construction Bank:\u00a0<\/strong>Develop pricing models and systems for 37 commodities, foreign exchanges, and interest rate structured products with state-of-the-art models.<\/p><\/li><\/ul><\/li><\/ul>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t<section data-particle_enable=\"false\" data-particle-mobile-disabled=\"false\" class=\"elementor-section elementor-top-section elementor-element elementor-element-dbbb0da elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"dbbb0da\" data-element_type=\"section\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-100 elementor-top-column elementor-element elementor-element-f99d0eb\" data-id=\"f99d0eb\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t<div class=\"elementor-element elementor-element-db187cc elementor-widget elementor-widget-spacer\" data-id=\"db187cc\" data-element_type=\"widget\" data-widget_type=\"spacer.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t<div class=\"elementor-spacer\">\n\t\t\t<div class=\"elementor-spacer-inner\"><\/div>\n\t\t<\/div>\n\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t<footer data-particle_enable=\"false\" data-particle-mobile-disabled=\"false\" class=\"elementor-section elementor-top-section elementor-element elementor-element-821d8c4 elementor-section-content-bottom elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"821d8c4\" data-element_type=\"section\" data-settings=\"{&quot;background_background&quot;:&quot;classic&quot;}\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-100 elementor-top-column elementor-element elementor-element-bfa27a4\" data-id=\"bfa27a4\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t<div class=\"elementor-element elementor-element-49599b7 elementor-widget elementor-widget-text-editor\" data-id=\"49599b7\" data-element_type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t<p>Copyright \u00a92020 Jerome YEN<\/p>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/footer>\n\t\t\t\t<\/div>\n\t\t","protected":false},"excerpt":{"rendered":"<p>HOME BIOGRAPHY RESEARCH PUBLICATIONS MISC HOME BIOGRAPHY RESEARCH PUBLICATIONS MISC Education Ph.D., Systems Engineering with minor in Management Information Systems, University of Arizona, May 1992. Industrial Experience September 2015 \u2013 December 2016: Director, Internet Finance, Applied Science and Technology Research Institute (ASTRI), Hong Kong SAR. December 2005 \u2013 March 2007: Senior Vice President (SVP) and &hellip; <\/p>\n<p class=\"link-more\"><a href=\"https:\/\/www.fst.um.edu.mo\/personal\/jeromeyen\/biography\/\" class=\"more-link\">Continue reading<span class=\"screen-reader-text\"> &#8220;Biography &#8211; Jerome YEN, Ph.D.&#8221;<\/span><\/a><\/p>\n","protected":false},"author":20,"featured_media":0,"parent":4278,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"elementor_canvas","meta":{"footnotes":"","_links_to":"","_links_to_target":""},"class_list":["post-4289","page","type-page","status-publish","hentry","entry"],"_links":{"self":[{"href":"https:\/\/www.fst.um.edu.mo\/personal\/wp-json\/wp\/v2\/pages\/4289","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.fst.um.edu.mo\/personal\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/www.fst.um.edu.mo\/personal\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/www.fst.um.edu.mo\/personal\/wp-json\/wp\/v2\/users\/20"}],"replies":[{"embeddable":true,"href":"https:\/\/www.fst.um.edu.mo\/personal\/wp-json\/wp\/v2\/comments?post=4289"}],"version-history":[{"count":6,"href":"https:\/\/www.fst.um.edu.mo\/personal\/wp-json\/wp\/v2\/pages\/4289\/revisions"}],"predecessor-version":[{"id":4296,"href":"https:\/\/www.fst.um.edu.mo\/personal\/wp-json\/wp\/v2\/pages\/4289\/revisions\/4296"}],"up":[{"embeddable":true,"href":"https:\/\/www.fst.um.edu.mo\/personal\/wp-json\/wp\/v2\/pages\/4278"}],"wp:attachment":[{"href":"https:\/\/www.fst.um.edu.mo\/personal\/wp-json\/wp\/v2\/media?parent=4289"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}