City, University of London

City, University of London

Quantitative Finance

The MSc in Quantitative Finance develops sophisticated statistical, programming and economic skills for roles in areas such as quantitative asset management and risk management. The MSc in Quantitative Finance will equip you with a rigorous understanding of the theory behind asset pricing, fixed income securities and risk management, supported by solid knowledge of numerical analysis and programming languages; special emphasis is on econometric techniques as forecasting and market microstructure analysis.

Entry requirements

A UK 2.1 or above, or the equivalent from an overseas institution;
Previous degree must be in a highly quantitative subject such as mathematics, physics or engineering;
Students from alternative academic backgrounds should have covered areas such as micro- and macroeconomics and econometrics within their first degree;
ELTS result, if report available;
Confirmation of professional qualification examinations/exemptions/passes, if applicable;
Two references;
Transcript/interim transcript;
Current module list if still studying;
CV;
Personal statement (500-600 words);
Work experience is not a requirement of this course.

Course modules

Term 1: Four core modules -
Asset Pricing;
Numerical Methods 1: Foundations;
Derivatives;
Foundations of Econometrics.

Term 2: Four core modules -
Fixed Income Securities;
Numerical Methods 2: Applications in Finance;
Risk Analysis;
Econometrics of Financial Markets.

Term 3: MSc ResearchProject and one elective; or five of the following elective modules:
Hedge Funds;
Behavioural Finance;
Credit Fund Management;
Trading and Market Microstructure;
Ethics, Society and the Finance Sector;
Energy and Water Derivatives;
Technical Analysis and Trading Systems;
Advanced Financial Engineering and Credit Derivatives;
Advanced Options Trading;
Trading and Hedging in the Forex Market;
Introduction to C;
VBA with application for Finance.

Assessment methods

To satisfy the requirements of the degree programme students must complete:
nine core courses and five electives, or one elective and a Business Research Project.

Qualifications

Qualification Study mode Start month Fee Course duration
MSc Full-time September 2017 GBP 23,000 per Whole course (England) 1 years
MSc Full-time September 2017 GBP 23,000 per Whole course (International) 1 years
MSc Full-time September 2017 GBP 23,000 per Whole course (Northern Ireland) 1 years
MSc Full-time September 2017 GBP 23,000 per Whole course (Scotland) 1 years
MSc Full-time September 2017 GBP 23,000 per Whole course (Wales) 1 years

Campus details

Campus name Town Postcode Region Main campus Campus Partner
Northampton Square Islington EC1V 0HB South East

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