University of Technology Sydney

C11308v1 Graduate Certificate in Quantitative Finance

Award(s): Graduate Certificate in Quantitative Finance (GradCertQF)
CRICOS code: 102951D
Commonwealth supported place?: No
Load credit points: 24
Course EFTSL: 0.5

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. See the Course transfer page for further details.


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 opportunities 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 advanced knowledge and critically evaluate the information's source and relevance, with a focus on applications of mathematical methodologies to quantitative finance problem solving.
2.1 Apply research to complex real-world problems in the areas of quantitative finance by critically evaluating information and solutions and conducting appropriate approaches to independent research.
3.1 Work ethically and confidentially in an organised and collaborative way whilst managing data and applying mathematical and statistical modelling to quantitative finance problems.
4.1 Reflect on the value, integrity, and relevance of multiple sources of information to derive creative solutions using technologies to solve quantitative finance problems.
5.1 Identify and present complex ideas and justifications using appropriate communication approaches from a variety of methods (oral, written, visual) to communicate with mathematicians, data analysts, scientists, industry, and the general public.
6.1 Critically reflect on Indigenous Australian contexts to inform professional cultural capability to work effectively with and for, Indigenous Australians within Mathematical, Statistical, and Finance contexts.

Course duration and attendance

This is an exit-only course.

Course structure

The course totals 24 credit points, comprising three core subjects.

Course completion requirements

Select 24 credit points of options: 24cp
37003 Application of Numerical and Computational Approaches A8cp 
37006 Application of Numerical and Computational Approaches B8cp 
37011 Financial Market Instruments8cp 
37005 Fundamentals of Derivative Security Pricing8cp 
37004 Interest Rates and Credit Risk Models8cp 
37007 Probability Theory and Stochastic Analysis8cp 
37008 Quantitative Portfolio Analysis8cp 
37009 Risk Management8cp 
37010 Statistics and Financial Econometrics8cp 
Total 24cp

Other information

Further information is available from:

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