Our MSc Computational Finance equips you with the core concepts and mathematical principles of modern quantitative finance, plus the operational skills to use computational packages (mainly Matlab) for financial modelling. In addition to traditional topics in derivatives and asset pricing, we place a special emphasis on risk management in non-Gaussian environment with extreme events. You have the opportunity to study methods of non-linear and evolutionary computational methods for derivatives pricing and portfolio management. You also graduate with an understanding of the use of artificial financial market environments for stress testing, and the design of auctions and other financial contracts.

Graduates of our Centre have gone on to become quantitative analysts, portfolio managers and software engineers at various institutions, including major investment banks like HSBC and Mitsubishi UFJ Securities. We have an extensive network of industrial contacts through our City Associates Board and our alumni, while our expert seminar series gives you the opportunity to work with leading figures from industry. A number of our students have held internships with prestigious City institutions, such as HSBC, Old Mutual and the Bank of England.