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. 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 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: Apply mathematical and statistical methods to financial and risk management problems.
1.2 Synthesise: Demonstrate basic technical expertise in the field of quantitative finance as expected for a junior level position in industry, commerce or government.
1.3 Evaluate: Evaluate implications of alternative and new models for financial and business decisions.
2.1 Analyse: Apply financial models to resolve financial trading and risk management issues.
2.2 Synthesise: Implement models to make financial and business decisions
2.3 Evaluate: Evaluate new research in quantitative finance to solve 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: Analyse problems in quantitative finance.
4.2 Synthesise: Develop sufficient quantitative finance skills necessary for basic professional practice.
4.3 Evaluate: Develop the capacity to respond to change in quantitative finance.
5.1 Analyse: Convey statistical, mathematical and financial results clearly in written form appropriate for their audience.
5.2 Synthesise: Effectively communicate solutions.
5.3 Evaluate: Prepare and deliver professional presentations to different audiences to convey problem and solutions.
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 24 credit points, comprising three core subjects.

Course completion requirements

Select 24 credit points of options: 24cp
37003 Computational Methods and Model Implementation8cp 
37011 Financial Market Instruments8cp 
37005 Fundamentals of Derivative Security Pricing8cp 
37004 Interest Rates and Credit Risk Models8cp 
37006 Numerical Methods in Finance8cp 
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