2017 Conference on Financial Technology

Topic 2: From University to Industry

To meet foreseeable strong demands for FinTech professionals in the coming decades, the Chinese University of Hong Kong has launched a new four-year program in FinTech, the first of its kind in Hong Kong. It aims to nurture
leadership and entrepreneurship among the next generation of local talent in support of Hong Kong’s endeavor to grow into an international FinTech hub. This panel discussion connects the academia and industry practitioners to
determine what skill sets are mostly sought after by the industry and how the academic institutions are bridging the school campuses and the future workplaces of the graduates.
 
 
Panel Speakers
 
 
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Prof. CHEN Nan
Associate Professor, Programme Director of Bachelor of Engineering in Financial Technology, The Chinese University of Hong Kong
 
Professor Chen Nan graduated from the Department of Probability and Statistics at Peking University in 1998, and he received his MSc degree in Probability and Statistics in 2001 at Peking University, his MPhil and PhD degrees in 2006 at Columbia University, USA. He joined the Department of Systems Engineering and Engineering Management at The Chinese University of Hong Kong in 2006. [Top]
 
 
 
Mr. Maxence HARDY
co-Global Head of eTrading Quant Research, Corporate & Investment Bank, J.P. Morgan

Based in Hong Kong, Maxence Hardy co-leads the global eTrading Linear Quantitative Research team as well as the APAC Execution Services Algo Trading Product team. He and his teams are responsible for the research and development underpinning JP Morgan’s Asia Pacific algorithmic trading product suite. In particular, the LQR team is in charge of developing the quantitative models driving decisions made by the trading algorithms.

Prior to relocating to Hong Kong, Maxence spent six years with JP Morgan in New York where he most lately also led the equities Linear Quantitative Research team. [Top]
 
 
 
Dr. LAM Yat Fai
Adjunct Professor of Finance, City University of Hong Kong
 
Dr. LAM Yat Fai is the Principal, Structured Products Analytics of CapitaLogic Limited. He graduated from City University of Hong Kong with a Doctor of Business Administration degree in finance and holds the CFA, CAIA, CAMS, FRM and PRM professional designations. Dr. LAM has worked for bank regulator, sovereign wealth fund and international banks, specializing in the areas of structured products, anti-money laundering and credit risk management. [Top]
 
 
Mr. Peter XIANG
Senior Engineer of Intelligent Software and Systems, Hong Kong Applied Science and Technology Research Institute
 
Mr. Xiang is a senior engineer of Intelligent Software and Systems of ASTRI. He graduated from Hong Kong University of Science and Technology, major in Mathematical Finance and Finance. Mr. Xiang had many years working experience in investment bank, security company and insurance company before he joined ASTRI and is an expert in derivatives trading and risk management. He is now responsible for projects related to smart investment platform and smart wealth management platform in ASTRI. [Top]
 
 
 
Prof. LI Duan
Patrick Huen Wing Ming Professor of SE&EM, Programme Director of Master of Science in Financial Engineering, The Chinese University of Hong Kong
 
Duan Li graduated from Fudan University, received his M.E. degree in automatic control from Shanghai Jiaotong University, and received his Ph.D. degree in systems engineering from Case Western Reserve University. From 1987 to 1994, he was a faculty member at the University of Virginia, where he was an Associate Professor in the Department of Systems Engineering and the Associate Director of the Center for Risk Management of Engineering Systems. He joined The Chinese University of Hong Kong in December 1994, where he is currently Patrick Huen Wing Ming Professor of Systems Engineering and Engineering Management and Director of Center for Financial Engineering, and where he served as the Department Chairman from 2003 to 2012.
 
Duan Li’s research interests include optimization, optimal control, financial engineering, and decision-making methodologies. He has authored and coauthored over 200 technical papers in these areas. He is a coauthor of the book Nonlinear Integer Programming published by Springer in 2006. He was an Associate Editor of IEEE Transactions on Automatic Control, and has been an editorial board member or a guest editor for many other journals, including Journal of Global Optimization and IIE Transactions on Operations Engineering. He organised many international conferences, including the recent 3rd Asia Quantitative Finance Conference. He was the Vice President, the Chinese Society of Mathematical Programming and is currently the Vice President, the Chinese Society of Financial Systems Engineering, and a member of Academic Committee, the Chinese National Research Center of Mathematics and Cross-Disciplinary Science, Department of Finance and Economics. [Top]
 
 
Prof. Samuel Po-Shing WONG
CEO of 5Lattice Securites and Honorary Professor of the Department of Statistics and Actuarial Science of The University of Hong Kong
 
Sam is the CEO and Chief Quant of 5Lattice Securities Limited and is also an Honorary Professor in the Department of Statistics and Actuarial Science at The University Hong Kong (HKU). He has been developing trading algorithms, teaching corresponding methodologies in many executive training programs, master programs, and international conferences. He also coauthored the book “Quantitative Trading: Algorithms, Analytics, Data, Models, Optimization” with Professor Xin GUO, Professor Tze Leung LAI and Dr. Howard SHEK. Other than algo trading, Sam has been reviewing FRM exam of GARP since 2007 and is also interested in Applied Statistics and Machine Learning.

Sam obtained his PhD in Statistics from Stanford University and his MPhil in Statistics as well as BSc in Mathematics from HKU. [Top]