Close icon

Personalise what you see on this page.

Choose from the options below. We'll show you information based on your current location as default.

I'M FROM

  • United States
Please select so we can show the most relevant content.

LIVING IN

  • United States
Please select so we can show the most relevant content.

LOOKING FOR

  • Undergraduate courses
Please select so we can show the most relevant content.
Viewing as a student from United States living in United States interested in Undergraduate courses

Course options

  • Qualification

    MSc - Master of Science

  • Location

    Cass Business School

  • Study mode

    Full time

  • Start date

    20-SEP-21

  • Duration

    1 year

Course summary

Who is it for?

To successfully complete the Quantitative Finance course, you must have a good understanding of mathematics.

You may well have studied finance, economics, engineering or maths or physics as an undergraduate. Or you might have a bachelor’s degree in a science subject, in particular computer science.

You should have a general interest in mathematics and statistics, including the more quantitative and mathematical techniques used in financial markets; but you don’t need to have a background in finance.

Objectives:

You’ll study core modules focusing on asset pricing, risk management and introductions to key financial securities such as equities, fixed income securities and derivatives.

From there you’ll progress to specialist learning in econometrics, and cover a large amount of stochastics and numerical methods.

You’ll cover basic and advanced topics in econometrics including ARCH and GARCH models, co-integration and dealing with high frequency data.

You will also have the opportunity to work with a number of different estimation techniques, including OLS, Maximum Likelihood and GMM.

You’ll work extensively with the Matlab programming language in the core modules alongside other languages such as VBA, Python or C as optional modules.

You’ll choose five from around 40 optional modules in your final term. You can also choose to complete a traditional dissertation, which counts for four optional modules, or a shorter ‘applied research project’, which is the equivalent of two optional modules.

Careers:

The job opportunities for students from the three quants masters programmes are very similar.

They usually find employment with large investment banks, but also some smaller boutique finance firms, hedge funds or other specialist companies.

Working as a general or technical analysts, risk management position, working on fixed income security desks and the asset management industry including hedge funds are typical jobs which students from the MSc Quantitative Finance go into.

Students from the MSc Quantitative Finance will have covered more topics relating to forecasting and regression analysis. You will also have the skills to study for a PhD in the area of quantitative finance and financial markets.

Tuition fees

Students living in United States
(international fees)

Information not available

Please check with the institution for most up to date details.

University information

City, University of London

  • University League Table

    52nd

  • Campus address

    City, University of London, Northampton Square, City of London, EC1V 0HB, England

City is one of the most international UK universities. Students are from over 160 countries, creating a diverse, cosmopolitan university community.
City's supportive alumni network stretches across the globe. They help those thinking of moving to London and organise in-country events after graduation.
City's international student advice team give guidance on the application process, answers questions on visa and immigration issues and check visa documents.

Subject rankings

  • Subject ranking

    19th out of 105 14

  • Entry standards

    / Max 220
    159 72%

    17th

    3
  • Graduate prospects

    / Max 100
    80 80%

    19th

    45
  • Student satisfaction

    / Max 5
    3.97 79%

    79th

    38

Is this page useful?

Yes No

Sorry about that...

HOW CAN WE IMPROVE IT?

SUBMIT

Thanks for your feedback!