Quantitative Finance (specialized
Master)

(Single Major 90)

Degree program: Master of Science UZH ETH in
Quantitative Finance (RVO22 MSc QF)

General description

This study program offers a specialization both in the basic economic pinciples of finance as well as in the application of probability theory, stochastic theory and numerical analysis in finance. The course generally takes three semesters and comprises 90 ECTS credits.
The subject matter of each lecture is based on either economic theory for finance or mathematical methods for finance. The study program prescribes 33 credits from the compulsory modules and 27 credits from the core elective modules. In addition, students submit a written Master’s dissertation worth 30 credits (cooperation with businesses is desired.)
The admission requirement is a bachelor's degree or equivalent university degree. Applicants must show evidence of a good basic grounding in finance and mathematics. This should be a bachelor's degree in an appropriate field of study, such as economics, mathematics, physics or engineering science. They should also possess a good command of English (level C1 according to the Common European Framework of Reference for Languages).

Admission requirements

Candidates should take note of the application requirements and process on http://www.msfinance.ch and http://www.uzh.ch/studies/application/master.html Publication in the cantonal statute book: https://www.rud.uzh.ch/en/rechtsgrundlagen/rechtssammlung-uzh.html

Branch of studies

Finance

Specific requirements

Admission to the degree program basically requires a Bachelor’s degree from a
university or an equivalent degree. Applicants must have good knowledge of
financial and mathematical notions. This requires a Bachelor’s degree in a
relevant field of study such as business and economics, mathematics, physics,
or engineering. In addition, applicants must provide proof of English language
proficiency (level C1 in accordance with the Common European Framework of
Reference for Languages). There is no entitlement to admission.

Educational goals

Graduates will be familiar with the core concepts and questions relating to quantitative finance and will be able to implement analytical tools when examining problems taken from actual practice. They will know how to apply the acquired concepts and methods in the context of project work and when confronting concrete problems. In addition, they will be able to present their results clearly, both orally and in writing.

Career possibilities

Graduates will have in-depth knowledge of quantitative finance and the ability to apply it appropriately in complex settings. They will be in a position to enter demanding careers in quantitative-oriented areas of the financial services industry as, for example, financial analysts, quantitative analysts, risk managers, portfolio managers, or financial consultants.

ECTS credits

90 ECTS Credits

Degree

Master of Science UZH ETH

Program structure

The MSc QF offers its students an advanced education in quantitative finance. A special feature is its unique combination of economic theory for finance with mathematical methods (probability theory, statistics and econometrics, numerical analysis) for finance and insurance. Recent developments in the FinTech area are included in several lectures. The subject matter of each course belongs either to the "Finance" area or to the "Mathematical Methods in Finance" area. A total of 36 ECTS credits are completed with core elective modules of the core area. At least 24 ECTS credits must be earned from elective modules of the elective area. The Master’s thesis (30 ECTS credits) rounds off the program.

Examination and assessment regulations

Each module is assessed upon completion. Graded modules are marked on a scale from 6 to 1, with 6 being the highest and 1 the lowest grade. Quarter grades are given. A mark of 4 or higher is a passing grade. Ungraded modules are recorded as a pass or fail in the transcript of records.

Language of instruction

English