Dr. CHANG-CHIEH HSIEH | Finacial Engineering | Best Researcher Award.

Soochow University, Taipei ,Taiwan

Professional Profiles:

👨‍🎓 Bio Summary:

Dr. Chang-Chieh Hsieh is a distinguished professional in the field of financial engineering, with a robust academic background and extensive industry experience. Currently serving as the Executive Vice President (Quant Head in Front Office) at E. Sun Bank Co., Ltd., he leads innovative quantitative research and development initiatives. Dr. Hsieh has a rich history of teaching and mentoring at Soochow University, coupled with a strong portfolio of published research and contributions to the field.

🎓 Education:

Dr. Hsieh earned his Ph.D. in Economics, majoring in Financial Engineering, from Soochow University in 2014. He also holds a Master’s in Computer Science from National Chengchi University (2021), and both a Master’s and Bachelor’s degree in Financial Engineering and Actuarial Mathematics from Soochow University (2009, 2002 respectively). His academic pursuits have laid a solid foundation in machine learning, deep learning, option pricing, and stochastic processes.

🔍 Research Focus:

Dr. Hsieh’s research primarily revolves around financial engineering, with a particular emphasis on option pricing, trading strategies, high-frequency trading, volatility forecasting, and the application of machine learning and deep learning techniques to financial markets. His work aims to develop sophisticated models and tools to enhance trading efficiency and accuracy.

🏆 Honors & Awards:

Throughout his career, Dr. Hsieh has received recognition for his contributions to financial engineering and quantitative research. He has passed the Financial Risk Manager (FRM) Level 1 exam and completed several high-performance computing and big data training programs, showcasing his commitment to continuous learning and professional development.

Professional Experience: 💼

Dr. Hsieh’s professional journey is marked by significant roles in prominent financial institutions. Since 2017, he has been with E. Sun Bank Co., Ltd., advancing from Assistant Vice President to Executive Vice President. His earlier roles include Manager of the Quantitative Team at Taipei Fubon Commercial Bank, Project Manager at Fubon Futures Corporate Ltd., and various positions in settlement and brokerage departments at Chinatrust Commercial Bank and Bank Sinopac. Additionally, he has served as an adjunct assistant professor at Soochow University, imparting his knowledge in financial engineering and applied economics to graduate students.

📚 Top Noted Publications :

Empirical Performance of Covered-Call Strategy under Stochastic Volatility in Taiwan

Authors: C.C. Hsieh, C.G. Lin, M. Chen

Citation: Soochow Journal of Economics and Business, 25

Index: 1

Year: 2014

Valuation of Callable Range Accrual Linked to CMS Spread under Generalized Swap Market Model

Authors: J.C. He, C.C. Hsieh, Z.W. Huang, S.K. Lin

Citation: International Review of Financial Analysis

Index: 90, 102956

Year: 2023

System and Device for Order Splitting Based on Market Prices to Select Optimal Execution Prices for Trading

Patent: TW Patent M634,528

Year: 2022

Valuation and Real-time Trading System for Derivative Financial Products

Patent: TW Patent M619,169

Year: 2021

Analytic Approximation Formulae for Minimum Rate of Return Guarantees under GARCH

Authors: C.G. Lin, C.C. Hsieh, S. Wang

Citation: Journal of the Chinese Statistical Association

Index: 52 (3), 300-334

Year: 2014

Measuring Managerial Efficiency of Chinese and Taiwan Life Insurance Industry

Author: C.C. Hsieh

Author Metrics 📊 :

Dr. Hsieh’s research contributions are well-regarded in the academic community, with his papers cited by peers in various journals and conferences. His work on pairs trading, stochastic volatility, and GARCH models has been particularly impactful, contributing valuable insights to the field of financial engineering.

📅 Research Timeline:

2004-2005: Started career as a Broker at Yuanta Security.

2005-2008: Settlement Clerk at Bank Sinopac, focusing on treasury department operations.

2008-2011: Settlement Clerk at Chinatrust Commercial Bank, specializing in FX and derivatives settlements.

2014-2015: Project Manager at Fubon Futures Corporate Ltd., leading quantitative trading research.

2015-2017: Manager of the Quantitative Team at Taipei Fubon Commercial Bank, developing derivative pricing models.

2017-2018: Assistant Vice President at E. Sun Bank Co., Ltd., heading quantitative analysis.

2018-2019: Quantitative Developer and Project Manager at Comstar, focusing on interest rate markets.

2019-Present: Progressed through senior roles at E. Sun Bank Co., Ltd., culminating in the position of Executive Vice President.