Abstract: In this paper we consider the setting up of a curriculum system for Masters majo ring in "financial engineering" in universities of technology. By com bining social demand, the characteristics and advantages of universities of tech nology, and the requirement of training innovative students, we point out that w hen one sets up the curriculum system for Masters majoring in "financial engine ering" in universities of technology, he/she should consider the following seve ral factors: building up strong theoretical basis, utilizing universities' techn ological advantages, training applicative and innovative students, and combining with other departments to exploit new research fields.