C07132v2 Graduate Diploma in Quantitative Finance
Award(s): Graduate Diploma in Quantitative Finance (GradDipQF)CRICOS code: 088932F
Commonwealth supported place?: No
Load credit points: 48
Course EFTSL: 1
Notes
This is an exit-only course. There is no direct admission to it. Current UTS students may be able to submit an Internal Course Transfer (Graduating) application to exit with this course. Check with your faculty's student centre.
Overview
Career options
Course intended learning outcomes
Course duration and attendance
Course structure
Course completion requirements
Other information
Overview
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.
This course provides the core knowledge of the modern financial instruments and the fundamentals of the specialised quantitative finance skills required for a basic professional competency in quantitative finance.
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.
Course intended learning outcomes
| 1.1 | Analyse: Access and critically analyse data and apply mathematical and statistical methods to financial and risk management problems. |
| 1.2 | Synthesise: Demonstrate technical expertise in the field of quantitative finance as expected for a professional position in industry, commerce or government. |
| 1.3 | Evaluate: Critically analyse, question and evaluate implications of alternative models for financial and business decisions. |
| 2.1 | Analyse: Critically analyse new financial models to address financial trading and risk management issues. |
| 2.2 | Synthesise: Implement complex models to make effective financial and business decisions. |
| 2.3 | Evaluate: Evaluate the application of new research in quantitative finance to complex real world problems. |
| 3.1 | Analyse: Demonstrate an awareness of ethical responsibilities of a professional working in the financial sector. |
| 3.2 | Synthesise: Develop an awareness of ethical solutions to quantitative finance problems that can result in systemic risk and major impact on society. |
| 3.3 | Evaluate: Collaborate to implement statistical and mathematical solutions to complex problems arising in the financial and related sectors. |
| 4.1 | Analyse: Derive innovative solutions to complex problems in quantitative finance. |
| 4.2 | Synthesise: Master sufficient quantitative finance technical skills necessary for professional practice. |
| 4.3 | Evaluate: Develop the capacity to respond to change in quantitative finance. |
| 5.1 | Analyse: Convey statistical, mathematical and financial models clearly and fluently, in high quality written form appropriate for their audience. |
| 5.2 | Synthesise: Develop and communicate complex solutions. |
| 5.3 | Evaluate: Prepare and deliver advanced, professional presentations to different audiences to convey problem statements and solutions and place the work in the context of other scholarly research. |
| 6.1 | Analyse: Use ethically appropriate and culturally respectful practices when applying financial knowledge as related to Aboriginal and Torres Strait Islander communities. |
| 6.2 | Synthesise: Integrate Aboriginal and Torres Strait Islander cultural values into professional practice in the area of quantitative finance. |
| 6.3 | Evaluate: Incorporate Aboriginal and Torres Strait Islanders knowledge when applying the results of quantitative finance models. |
Course duration and attendance
This is an exit-only course.
Course structure
The course totals 48 credit points, comprising six core subjects.
Course completion requirements
| Select 48 credit points of options: | 48cp | |
| 37003 Computational Methods and Model Implementation | 8cp | |
| 37011 Financial Market Instruments | 8cp | |
| 37005 Fundamentals of Derivative Security Pricing | 8cp | |
| 37004 Interest Rates and Credit Risk Models | 8cp | |
| 37006 Numerical Methods in Finance | 8cp | |
| 37007 Probability Theory and Stochastic Analysis | 8cp | |
| 37008 Quantitative Portfolio Analysis | 8cp | |
| 37009 Risk Management | 8cp | |
| 37010 Statistics and Financial Econometrics | 8cp | |
| Total | 48cp |
Other information
Further information is available from:
UTS Student Centre
telephone 1300 ask UTS (1300 275 887)
or +61 2 9514 1222
Ask UTS