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  • DeadlineStudy Details:

    MSc 1 year full-time

Course Description

This unique course provides training from three top departments at the University of Warwick: Mathematics, Statistics and Warwick Business School. Building on your strong mathematical background, you will develop and apply the quantitative skills in machine learning, computational statistics and mathematical finance that are used within the financial markets and finance industry.

Our core modules focus on the four elements of the core skill set needed for careers in finance: Financial Statistics, Financial Mathematics, Asset Pricing and Risk, and Simulation and Machine Learning for Finance. In line with these modules, you will also learn programming for Quantitative Finance, focusing on C++, Python, and R.

Entry Requirements

A 2.1 or first in BSc Financial Mathematics (or similar), BSc Mathematics or BSc Statistics. You will need strong ability in mathematics and finance, and some experience in statistics or econometrics.

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Fees

For fees and funding information please see our website

Programme Funding

We offer a variety of postgraduate funding options for study at the University of Warwick, from postgraduate loans, university scholarships, fee awards, to academic department bursaries.

Student Destinations

Graduates from these courses have gone on to work for employers including:

  • Barclays
  • Hoxton Capital Management
  • JPMorgan
  • Legal & General
  • Morgan Stanley
  • Starlizard
  • University of Warwick

Module Details

Core Modules

  • Programming for Quantitative Finance
  • Stochastic Calculus for Finance
  • Financial Statistics
  • Simulation and Machine Learning for Finance
  • Asset Pricing and Risk
  • Financial Econometrics
  • Applications of Stochastic Calculus in Finance
  • Dissertation.

Optional modules

Optional modules can vary from year to year. Example optional modules may include:

  • Statistical Learning and Big Data
  • Advanced Trading Strategies
  • Partial Differential Equations in Finance.
  • Brownian Motion
  • Behavioural Finance.

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