Cass Business School, City University

Course Details

MSc in Quantitative Finance

Course Description

The MSc in Quantitative Finance develops the specialised skills required to implement theory in areas such as quantitative analysis, financial research, quantitative asset management, derivatives structuring, financial programming and risk management. As such, it will equip you with a rigorous understanding of the theory behind Asset Pricing, and Fixed Income Securities with relevant applications using various computer software including programming languages. The programme focuses very much on forecasting i.e. econometrics, numerical methods and also covers risk management. The demand for recruits with strong quantitative skills has spread beyond the pure derivatives area, and graduates from the course move into a range of careers in the financial sector. Cass's proximity to the City of London helps graduates to access outstanding career opportunities, especially as Cass has close links with many City institutions. . Individual Appointments If you would like to arrange an individual appointment to discuss this programme please email hugh.fairclough.1@city.ac.uk

Course Duration

NumberDuration
1year

Career outcomes

Although investment and hedge funds remain the biggest users and innovators in quantitative finance, other financial sectors such as commercial banking, insurance and fund management are now keenly interested. Fund managers and hedge funds, for example, make extensive use of quantitative techniques to develop trading strategies, optimise portfolios and assess risk. MSc in Quantitative Finance Employability Our Graduate Destination Survey (pdf) of last year's MSc in Quantitative Finance cohort shows that 87% of graduates are now either in work (83%) or not job seeking as they are in further study, military service etc. (4%)* Some examples of where graduates from the 2010/11 MSc in Quantitative Finance are working are: Markit Group - Portfolio Valuations, Product Analyst - UK Sporting Index - Data Modelling, Tester and Junior Modeller - UK Standard & Poor's - Analytic Development Group, Risk Analyst - UK Deutsche Bank Risk Centre - Risk Analytics and Instruments, Quant Analyst - Germany The Bank of Tokyo - Mitsubishi UFJ - Global Sales and Trading, Interest Rate Derivatives Trader - Thailand *Based on 2012 survey respondents Cass Careers Service




MSc in Quantitative Finance Cass Business School, City University