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.
The course comprises 72 credit points of core subjects.
Course completion requirements
|
course
|
credit
|
|
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
|
course
|
credit
|
|
25873 Fundamentals of Derivative Security Pricing
|
8cp
|
|
25877 Financial Market Instruments
|
8cp
|
|
25879 Statistics and Financial Econometrics
|
8cp
|
Spring session
|
course
|
credit
|
|
25872 Interest Rates and Credit Risk Models
|
8cp
|
|
25875 Probability Theory and Stochastic Analysis
|
8cp
|
|
25878 Risk Management
|
8cp
|
Summer session
|
course
|
credit
|
|
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
|
course
|
credit
|
|
25872 Interest Rates and Credit Risk Models
|
8cp
|
|
25875 Probability Theory and Stochastic Analysis
|
8cp
|
|
25878 Risk Management
|
8cp
|
Summer session
|
course
|
credit
|
|
25876 Quantitative Portfolio Analysis
|
8cp
|
|
25874 Numerical Methods in Finance
|
8cp
|
|
25871 Computational Methods and Model Implementation
|
8cp
|
Year 2
Autumn session
|
course
|
credit
|
|
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
|
course
|
credit
|
|
25877 Financial Market Instruments
|
8cp
|
|
25879 Statistics and Financial Econometrics
|
8cp
|
Spring session
|
course
|
credit
|
|
25875 Probability Theory and Stochastic Analysis
|
8cp
|
|
25878 Risk Management
|
8cp
|
Summer session
|
course
|
credit
|
|
25876 Quantitative Portfolio Analysis
|
8cp
|
|
25874 Numerical Methods in Finance
|
8cp
|
Year 2
Autumn session
|
course
|
credit
|
|
25873 Fundamentals of Derivative Security Pricing
|
8cp
|
Spring session
|
course
|
credit
|
|
25872 Interest Rates and Credit Risk Models
|
8cp
|
Summer session
|
course
|
credit
|
|
25871 Computational Methods and Model Implementation
|
8cp
|
Spring commencing, part time
Year 1
Spring session
|
course
|
credit
|
|
25875 Probability Theory and Stochastic Analysis
|
8cp
|
|
25878 Risk Management
|
8cp
|
Summer session
|
course
|
credit
|
|
25876 Quantitative Portfolio Analysis
|
8cp
|
|
25874 Numerical Methods in Finance
|
8cp
|
Year 2
Autumn session
|
course
|
credit
|
|
25877 Financial Market Instruments
|
8cp
|
|
25879 Statistics and Financial Econometrics
|
8cp
|
Spring session
|
course
|
credit
|
|
25872 Interest Rates and Credit Risk Models
|
8cp
|
Summer session
|
course
|
credit
|
|
25871 Computational Methods and Model Implementation
|
8cp
|
Year 3
Autumn session
|
course
|
credit
|
|
25873 Fundamentals of Derivative Security Pricing
|
8cp
|
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.
