Jackie Shen earned a Ph.D. degree in Applied Mathematics from MIT in 1998, and a B.S. degree in Mathematics from the University of Science and Technology of China (USTC) in 1994. He was an Assistant Professor in Applied Mathematics at UCLA from 1998 to 2000 and at the University of Minnesota from 2000 to 2007. During 2013-2014, He was appointed as an Assistant Professor by the University of Illinois for the program of Master of Science in Financial Engineering, a joint venture by the Business School and the Engineering College.
His research has been focused primarily on Financial Engineering (as inspired by the Wall Street career), Multi-Agent Flocking Systems, and the fascinating sciences of Imaging, Vision, Information, Intelligence, and the Human Thought Process.
Since 2007, he has been working on Wall Street on the quantitative and technological solutions to trading, cost, risk, and capital strategies, mainly for the businesses of Equities Algorithmic Trading, Delta One, Portfolio/Index Construction, Liquidation, and Hedging, as well as both Economic and Regulatory Capital Frameworks, including Basel II/III, A-IRB Credit Risk, VaR Market Risk, AMA OpRisk, and CCAR/DFAST Stress Testing.
Most research outputs can be found informally in Google Scholar.
Brief Academic CV
(For an industrial resume, please consult the LinkedIn page)
- (1994-1998) MIT, Ph.D. in Applied Mathematics, on Wavelets, Signals, and Image Analysis
- (1998-2000) UCLA, CAM Assistant Professor in Computational and Applied Mathematics
- (Spring, 2000) Brown University, Visiting Scientist (Host: Prof. David Mumford, on Stochastic Vision)
- (2000-2007) Univ. of Minnesota, Assistant Professor in Applied, Computational, and Industrial Math.
- (Fall, 2006) TTI, Univ. of Chicago, Visiting Professor (Host: Prof. Steve Smale, on Emergence/Flocking)
- (2013-2014) Univ. of Illinois, Assistant Professor in ISE for Master of Science in Financial Engineering