Since the 1990s, financial engineers, who are so-called quants, have defined and solved many problems in financial markets based on a mathematical methodologies. In particular, they have played an important role in the growth of financial derivatives markets. Financial engineering approaches such problems using techniques such as stochastic calculus, numerical analysis, and Monte Carlo simulation. Nowadays, the importance of data science and statistics is rising in financial engineering as well. In this lecture, I introduce the statistical techniques used in financial engineering and computational finance, and discuss the prospect of mathematics/statistics in the financial market in the era of machine learning, artificial intelligence, and data science.