Advanced Master in Quantitative Finance

The Advanced Master in Quantitative Finance offers a unique set of quantitative tools in finance. Through a well-selected set of courses in Mathematics, Statistics / Econometrics, Finance, and Programming you will gain the all the necessary skills to become a successful financial professional. The programme covers quantitative asset management, derivative pricing and risk management and is particularly well-suited for students with a quantitative background, obtained either from recent education or through professional experience.

The main objective is to train a new generation of financial professionals. You will gain cutting-edge knowledge in quantitative finance and learn to apply it to real-life problems. You will not only be exposed to some of the latest and most used techniques and models, but also understand their advantages and limitations.

The obvious companies for such profiles are large financial institutions, private banking, and hedge funds, seeking to fulfil positions like quant team member, risk manager, quant analyst/risk modeller, asset liability manager, derivatives specialist, financial supervisor and product structurer.

Geographically, job opportunities are not only concentrated to Europe, in particular London, Paris, Amsterdam, Frankfurt, and Zurich, but are extended to the rest of the world (e.g. Singapore, Hong Kong and New York).

Term 1, October and November, provides the technical background, with courses on stochastic calculus, estimation theory, simulation and programming.
Term 2 builds the theoretical foundations of asset pricing and derivatives pricing. Furthermore, C++ programming is started and its application in finance.
In Term 3, more specialised courses are taught in the field of Fixed Income, Financial Econometrics, Risk Management and Asset Pricing Practice.
Term 4 provides courses on advanced and specialised topics, such as Credit risk, Financial Big Data, Derivatives Pricing Practice and Product Structuring.
The final term, lasting three months and ending in August, is devoted to the internship.

English