Yee Ming Milton Ng
Class of 2027
Contact
- Email: miltonn@andrew.cmu.edu
In This Section
- Academics
- Admissions
- Careers
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News
- 2025 MSCF Trading Competition
- A New Academic Year at MSCF
- Alumni Reflect on the MSCF Program’s 30th Anniversary
- Breaking Barriers, Building Leaders: Women in Quant Finance
- Data Science in Finance
- Financial Engineering Salary
- High Stakes and Fair Values: CMU Students Face Off in the 2026 Market Making Game
- How to Become a Quant
- MSCF 30th Anniversary Celebration
- MSCF Advisory Board Member, Roni Israelov receives the 2024 Peter L. Bernstein Award
- MSCF Hosts 2025 Panel for Women in Data Science Pittsburgh
- MSCF Hosts 2nd Annual Datathon: Advancing Experiential Learning and Industry Connections
- MSCF Welcomes Rhonda Khan as Communication and Leadership Instructor and Coach
- MSCF Welcomes Shelli Faber as Associate Director of Career Services
- Quantbot Classroom Naming
- Squarepoint Foundation Deepens Partnership MSCF Through $100K Gift to Support Future Leaders
- Our Community
- Student Experience
Biography
Visit Yee Ming Milton Ng's LinkedIn
Hi, I'm Milton! I'm pursuing an M.S. in Computational Finance at CMU, building on my undergraduate degree in pure mathematics at UCL. I made this transition because I wanted to apply rigorous analytical skills to real-world problems—and quantitative finance is the natural arena where my strengths in mathematics, programming, and decision-making come together.
At the Hong Kong Stock Exchange, I analyzed derivatives and order book data to uncover patterns in liquidity and volatility, sharpening my ability to turn complex datasets into actionable trading insights. I also gained experience in predictive modeling at a FinTech startup and financial strategy at a Fortune 500 energy firm, building a well-rounded perspective on markets. Besides this, I also compete in international bowling tournaments, where thriving under pressure, precision, and focus in fast-paced tournaments mirror the qualities I bring to the industry.
I am seeking opportunities in quantitative trading and research, where I can combine statistical rigor with composure under pressure to build and execute strategies in dynamic markets.