The programme comprises of coursework, seminars and research. A total of at least 30 units with a written thesis are required for graduation.
Fields of Specialization
- Risk theory and risk measures
- Time series, statistical modelling of stochastic processes
- Portfolio optimization
- Fixed income modelling, credit risk and market risk
- Pricing of risky claims
- Actuarial science
- Financial data analytics and machine learning
- Deep learning in Finance
Please visit the Division's homepage for more information.
In addition to the general requirements of the Graduate School, applicants should have majored in Risk Management Science, Mathematics, Statistics, Finance, or a related field.
Main Round: 1 December 2025
Clearing Round: 31 March 2026
(Applications in Clearing Round will only be considered subject to availability of places.)
Professor Tony SIT
Division of Risk Management Science,
Room 119, Lady Shaw Building,
The Chinese University of Hong Kong, Shatin, Hong Kong


