Quant Guide 2020: City University of Hong Kong

Hong Kong, China

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City University of Hong Kong’s MSc Financial Engineering programme makes its debut in the Risk.net quant guide this year. It’s one of a growing group of Hong Kong-associated programmes featured, including Hong Kong University of Science and Technology and Chinese University of Hong Kong, Shenzhen. City University of Hong Kong’s programme is the smallest of the three master’s by cohort size, with 54 students in its latest intake. It is led by Tao Li, professor in the department of economics and finance, and is a part of CUHK’s Chow Yei Ching School of Graduate Studies. Fifteen instructors teach the programme’s various modules, four of whom have an industry affiliation.

On a normal study schedule, the programme is completed in one year. While most students study full-time, part-timers can finish the degree in two years or more, up to a maximum of five years. The programme encourages applications from students who have a strong foundation in quantitative analysis and, while non-essential, a year or more of work experience in a relevant field. Applicants must also meet minimum English language requirements.

Once on the programme, candidates complete eight core courses and choose from among several electives. Core courses include corporate finance, derivatives and risk management, option pricing, and stochastic calculus. Electives on offer include classes in credit risk management, financial econometrics, and various modules taught by departments outside of the department of economics and finance, in the college of business; those include accounting, information systems and management science.

Attendance of a series of professional seminars is also part of the degree, where practitioners address CUHK’s future quants. Last year’s seminars included talks by Roland Yau, vice-president at JP Morgan Hong Kong, entitled ‘Structured products: for good or evil?’; Lam Yat-fai, director at consultancy CapitaLogic, a forex structured products advisory shop, and an adjunct professor on the programme; and Jeff Chan, from Bank of America’s department of electronic trading.

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