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Personal Profile of Dr. Jackie Jianhong Shen

Dr. Jackie Jianhong Shen
Algo Trading Model Risk

Home Page: http://alum.mit.edu/www/jhshen
Biography

Jackie (Jianhong) Shen earned a Ph.D. in Applied Mathematics from MIT in 1998 (with Gil Strang), and a B.S. degree in Mathematics from the University of Science and Technology of China (USTC) in 1994. He had been a CAM Assistant Professor in the Computational and Applied Mathematics program (CAM) of UCLA from 1998 to 2000 (with Tony Chan and Stan Osher), and an Assistant Professor in the School of Mathematics at the University of Minnesota from 2000 to 2007.

Between 2007 and 2013, he had been working on Wall Street by offering quantitative and technological solutions to trading, costs, and risks, mainly for the equities algorithmic trading business. He had been a Vice President at both J.P. Morgan and Barclays Capital before joining UIUC in the ISE department for Financial Engineering in August, 2013. His research interest is primarily in Financial Engineering, (Multi-Agent) Flocking Networks, and Imaging and Vision Science.

For more updated information, please visit: http://alum.mit.edu/www/jhshen.

At MSRI, Jackie Shen gave a tutorial in the "PREP Workshop: The Math of Images" organized by Kathryn Leonard and David Mumford in 2005, and also participated in other MSRI workshops such as "Mathematics in Imaging Workshop" in 1999.