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MSc Financial Mathematics

  • DeadlineStudy Details:

    12 months full-time

Course Description

In our post-graduate master’s in Financial Mathematics programme you’ll acquire the skills you need to design, implement and change pricing models and analytical tools for risk management, or push new quantitative modelling ideas across different asset classes.

You’ll focus on stochastic modelling and simulation techniques and explore econometrics, asset pricing, risk management and key financial securities such as equities, fixed income products and derivatives.

You’ll build vital programming skills in Python and Matlab during terms 1 and 2, and have the opportunity to learn other programming languages such as VBA or C as third term electives.

Choose from three ways to complete your degree in the third term, including a business research project or applied research project, or solely through electives.

Entry Requirements

  • A UK upper second class degree or above, or the equivalent from an overseas institution.
  • Your academic background should be in a highly quantitative subject such as mathematics, physics, engineering, economics or computer science and having covered areas such as statistics, linear algebra and calculus.
  • Work experience is not a requirement of this course.

Course Syllabus

You may be requested to provide a syllabus of specific modules undertaken during your studies as part of the assessment process. This is not required at the point of submitting an application and will be requested directly by the admissions team only if required as part of the assessment.

Fees

See our website for fees

Student Destinations

Recent graduates have taken up positions in:

  • Analyst – Sales and Trading – J.P. Morgan
  • Analyst – Equity capital markets – Citi Bank
  • Analyst – Equity capital markets – Birch Faraday Capital
  • Quantitative Analyst – Validus Risk Management
  • ETF/ETP Data Analyst – ETFGI

Module Details

What will you learn

  • You will gain a very good understanding of the technical aspects used in financial markets, including wide ranging financial theory and different financial assets.
  • You will gain a sound knowledge of stochastic modelling and mathematical finance, and also a good understanding of econometrics and programming, in particular Python and Matlab.
  • From the MSc Financial Mathematics you will also understand how the theory is being applied in the financial industry and what practical issues are.
  • In the third term you have three different options how you can complete your MSc, including a project or choosing only electives. Popular electives include Modelling and Data Analysis, Advanced Financial Engineering and Credit Derivatives, Credit Risk Management, Quantitative Risk Management. Introduction to Python.

See our website for current modules

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