Solvay Brussels School

Advanced Master of Quantitative Finance - Máster Avanzado en Finanzas Cuantitativas

Solvay Brussels School
  • Imparte:
  • Modalidad:
    Presencial en Bruselas
  • Precio:
    15.000 €
    (contact us for more information on financial aid)
  • Comienzo:
    Septiembre 2017
  • Lugar:
    Avenue F.D. Roosevelt 42
    Bruselas 114/01
    Bélgica
  • Duración:
    11 Meses
  • Idioma:
    El Curso se imparte en Inglés
  • Titulación:
    Master Advanced of Quantitative Finance

Presentación

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.

Requisitos

Eligible applicants must hold one of the following:

– a master’s degree (four or five years of study)
– a post-graduate degree
– a bachelor’s degree followed by one to three years of work experience
– another degree equivalent to the above (please consult us for more information)

Dirigido

The Advanced Master in Quantitative Finance seeks:

the highest calibre students
students with an outstanding academic background, intellectual curiosity and the discipline necessary to succeed in a very demanding environment
candidates with at least a graduate degree or equivalent. This degree should be, but not exclusively, in economics, finance, mathematics, physics, chemistry, computer science or engineering
professionals in the financial sector with experience in quantitative activities

Objetivos

build asset management strategies
construct robust asset portfolios
evaluate portfolio risk quantitatively and qualitatively
efficiently extract data from massive databases
understand the valuation aspects of counterparty risk
able to value and understand the trading of complex derivatives

Programa

ERM 0-1
Probability Theory
Principles of Finance
Introduction to Programming
Overview of Financial Markets and Regulation
Estimation Theory and Numerical Methods
Stochastic Calculus

TERM 2
Asset Pricing: Theory
Derivative Pricing: Theory
Advanced Programming (C++)
Financial Programming

TERM 3
Fixed Income
Risk and Risk Management in Financial Institutions
Financial Econometrics
Asset Pricing: Practice

TERM 4
Credit Risk Models
Financial Big Data
Derivatives Pricing: Practice
Product Structuring

TERM 5
Internship

Salidas profesionales

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).

¡Infórmate ahora sin compromiso!

Publicidad

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