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C04373v1 Master of Quantitative Finance

Award(s): Master of Quantitative Finance (MQF)
CRICOS code: 088930G
Commonwealth supported place?: No
Load credit points: 72
Course EFTSL: 1.5
Location: City campus

Notes

This course replaces the Master of Quantitative Finance (C04052).


Overview
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.

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 international students or 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: 176-184.

Eligibility for admission does not guarantee offer of a place.

International students

Visa requirement: To obtain a student visa to study in Australia, international students must enrol full time and on campus. Australian student visa regulations also require international students studying on student visas to complete the course within the standard full-time duration. Students can extend their courses only in exceptional circumstances.

Credit recognition

Students may be granted a maximum of 24 credit points of credit recognition.

Course duration and attendance

The course is normally completed in one year of full-time study or three years of part-time study.

Course structure

The course comprises 72 credit points of core subjects.

Course completion requirements

25871 Computational Methods and Model Implementation 8cp
25872 Interest Rates and Credit Risk Models 8cp
25873 Fundamentals of Derivative Security Pricing 8cp
25874 Numerical Methods in Finance 8cp
25875 Probability Theory and Stochastic Analysis 8cp
25876 Quantitative Portfolio Analysis 8cp
25877 Financial Market Instruments 8cp
25878 Risk Management 8cp
25879 Statistics and Financial Econometrics 8cp
Total 72cp

Course program

Typical full-time and part-time programs are provided below, showing a suggested study sequence for students undertaking the course with Autumn and Spring session commencements.

Autumn commencing, full time
Year 1
Autumn session
25873 Fundamentals of Derivative Security Pricing   8cp
25877 Financial Market Instruments   8cp
25879 Statistics and Financial Econometrics   8cp
Spring session
25872 Interest Rates and Credit Risk Models   8cp
25875 Probability Theory and Stochastic Analysis   8cp
25878 Risk Management   8cp
Summer session
25876 Quantitative Portfolio Analysis   8cp
25874 Numerical Methods in Finance   8cp
25871 Computational Methods and Model Implementation   8cp
Spring commencing, full time
Year 1
Spring session
25872 Interest Rates and Credit Risk Models   8cp
25875 Probability Theory and Stochastic Analysis   8cp
25878 Risk Management   8cp
Summer session
25876 Quantitative Portfolio Analysis   8cp
25874 Numerical Methods in Finance   8cp
25871 Computational Methods and Model Implementation   8cp
Year 2
Autumn session
25873 Fundamentals of Derivative Security Pricing   8cp
25877 Financial Market Instruments   8cp
25879 Statistics and Financial Econometrics   8cp
Autumn commencing, part time
Year 1
Autumn session
25877 Financial Market Instruments   8cp
25879 Statistics and Financial Econometrics   8cp
Spring session
25875 Probability Theory and Stochastic Analysis   8cp
25878 Risk Management   8cp
Summer session
25876 Quantitative Portfolio Analysis   8cp
25874 Numerical Methods in Finance   8cp
Year 2
Autumn session
25873 Fundamentals of Derivative Security Pricing   8cp
Spring session
25872 Interest Rates and Credit Risk Models   8cp
Summer session
25871 Computational Methods and Model Implementation   8cp
Spring commencing, part time
Year 1
Spring session
25875 Probability Theory and Stochastic Analysis   8cp
25878 Risk Management   8cp
Summer session
25876 Quantitative Portfolio Analysis   8cp
25874 Numerical Methods in Finance   8cp
Year 2
Autumn session
25877 Financial Market Instruments   8cp
25879 Statistics and Financial Econometrics   8cp
Spring session
25872 Interest Rates and Credit Risk Models   8cp
Summer session
25871 Computational Methods and Model Implementation   8cp
Year 3
Autumn session
25873 Fundamentals of Derivative Security Pricing   8cp

Articulation with UTS courses

This course is part of an articulated program comprising the Graduate Diploma in Quantitative Finance (C07128) and the Master of Quantitative Finance.

Other information

Further information is available from:

UTS Student Centre
telephone 1300 ask UTS (1300 275 887)
or +61 2 9514 1222
Ask UTS