'SNL' Skewers Jensen Huang's Alleged Chinese Spy Scandal with Bowen Yang Cameo

Jensen Huang's alleged multiple affairs and suspected Chinese spy drama took center stage on last night's 'SNL' ... with a little help from former cast member Bowen Yang.

In the sketch, host John Mulaney played a CIA officer training various tech execs -- including Sam Altman, Peter Thiel, Mark Zuckerberg, and Dario Amodei -- on how not to be duped by spies.

Then John introduces Jensen "Hide Your Wife" Huang ... portrayed by "Saturday Night Live" alum Bowen Yang.

Wearing Jensen's iconic leather jacket, Bowen said ... "Ladies, when you invite Jensen over, you know what's about to go down ... the S&P 500. That's right. I'm into BDSM -- Breaking Da Stock Market."

He added ... "Fellas, don't be like me. Remember, women don't like guys like us. That's how we became guys like us."

As you know ... Jensen has stepped down from his role as Nvidia CEO after multiple alleged affairs came to light, including one with Alice Huang -- a suspected Chinese spy.

Not only does Jensen face an internal investigation and a class action lawsuit from investors ... President Donald Trump said the FBI was also looking into the scandal.