C04052v3 Master of Quantitative Finance
Award(s): Master of Quantitative Finance (MQF)Commonwealth supported place?: No
Load credit points: 72
Course EFTSL: 1.5
Location: City campus
Note(s)
This course is not offered to international students.
Overview
Course aims
Career options
Admission requirements
Credit recognition
Course duration and attendance
Course structure
Course completion requirements
Course program
Articulation with UTS courses
Other information
Overview
The Master of Quantitative Finance provides the full gamut of specialised quantitative finance skills and development of professional competency required to be a quantitative finance specialist performing at the cutting edge of the discipline.
Participants have the opportunity to see the application of quantitative finance to advanced financial instruments, an integrated approach to risk management and how to implement quantitative finance strategies.
Course aims
The Quantitative Finance program provides the opportunity to acquire the detailed specialised knowledge and the professional competency required to work as a quantitative finance analyst in the modern finance industry.
Career options
Career options for graduates include positions as quantitative analysts, risk management analysts, quantitative structures, quantitative developers, forecasters, traders, investment analysts and financial engineers across investment banks, trading banks, hedge funds, investment management companies, consulting companies, energy and mining companies, regulatory bodies and government organisations.
Admission requirements
Applicants must have completed a UTS recognised bachelor's degree, or an equivalent or higher qualification, or submitted other evidence of general and professional qualifications that demonstrates potential to pursue graduate studies.
Previous qualifications must be in finance or have a strong mathematical background. Entry to the course is at the discretion of the course director.
The English proficiency requirement for local applicants with international qualifications is: Academic IELTS: 6.5 overall with a writing score of 6.0; or TOEFL: paper based: 550-583 overall with TWE of 4.5, internet based: 79-93 overall with a writing score of 21; or AE5: Pass; or PTE: 58-64; or CAE: 58-66
Eligibility for admission does not guarantee offer of a place.
Credit recognition
Students may be granted a maximum of eight subject exemptions, of which four core subjects may be approved from prior undergraduate study.
Course duration and attendance
The course duration is three years of part-time study.
Course structure
The course comprises 72 credit points of core subjects.
Course completion requirements
| STM90317 Core subjects (Quantitative Finance) | 72cp | |
| Total | 72cp |
Course program
Students complete the following subjects.
| 25832 Financial Markets Instruments | 6cp | |
| 25834 Portfolio Analysis | 6cp | |
| 25837 Financial Econometrics | 6cp | |
| 25849 Financial Risk Management | 6cp | |
| 25850 Credit Risk | 6cp | |
| 25851 Mathematical Finance | 6cp | |
| 25852 Numerical Analysis for Quantitative Finance | 6cp | |
| 25853 Computational Methods and Model Implementation | 6cp | |
| 25854 Statistical Methods for Quantitative Finance | 6cp | |
| 25855 Fundamentals of Derivative Security Pricing | 6cp | |
| 25856 Probability Theory and Stochastic Processes | 6cp | |
| 25857 Interest Rate Modelling | 6cp | |
Articulation with UTS courses
This course is part of an articulated program comprising the Graduate Diploma in Quantitative Finance (C07023) and the Master of Quantitative Finance.
Other information
Further information is available from UTS: Business on:
telephone +61 2 9514 3660
email business@uts.edu.au
www.business.uts.edu.au/pg/
