The Cass MSc in Quantitative Finance

34,000is the size of our global alumni community

83%of our MSc in Quantitative Finance graduates find employment within six months of leaving Cass

23is the average age of our MSc in Quantitative Finance students

The Cass advantageLocated in the heart of the City of London, one of the world’s great financial centres, Cass Business School is home to one of the largest finance faculties in Europe. Studying for your Masters here means being part of a global network of Cass students, alumni and partners, and ideally positioned to embark on the next exciting stage of your career journey.

About the courseThe MSc in Quantitative Finance develops the specialised skills required to implement theory in areas such as quantitative analysis, financial research, quantitative asset management, derivatives structuring, financial programming and risk management.

The course has a strong focus on forecasting, i.e. econometrics and numerical methods, and also covers risk management.

ScholarshipsEach year, the School makes funds available for scholarships to outstanding students.

CareersAlthough investment and hedge funds remain the biggest users and innovators in quantitative finance, other financial sectors such as commercial banking, insurance and fund management are now keenly interested. Fund managers and hedge funds, for example, make extensive use of quantitative techniques to develop trading strategies, optimise portfolios and assess risk.

Some examples of where recent graduates from the MSc in Quantitative Finance are working:• Markit Group — Portfolio Valuations, Product

Analyst — UK• Sporting Index — Data Modelling, Tester and

Junior Modeller — UK• Standard & Poor’s — Analytic Development

Group, Risk Analyst — UK• Deutsche Bank Risk Centre — Risk Analytics

and Instruments, Quant Analyst — Germany• The Bank of Tokyo — Mitsubishi UFJ — Global

Sales and Trading, Interest Rate Derivatives Trader — Thailand.

July 2014

Disclaimer: W

hile

all

reas

onab

le e

fforts

hav

e be

en m

ade

to e

nsur

e th

e in

form

atio

n in

this

pub

licat

ion

is c

orre

ct, m

atte

rs c

over

ed b

y th

is p

ublic

atio

n ar

e su

bjec

t to

cha

nge.

Cas

s Bu

sine

ss S

choo

l acc

epts

no

liabi

lity

for a

ny lo

ss o

r dam

age

caus

ed b

y er

rors

or o

mis

sion

s, h

owev

er c

ause

d. P

ublis

hed

July

201

4.

Full-timeInduction (two weeks)

Term one • Asset pricing• Numerical methods 1: foundations• Derivatives• Foundations of econometrics• Research methods for quantitative

professionals.

Term two • Fixed income securities• Numerical methods 2: applications

in finance• Risk analysis• Econometrics of financial markets.

Term three Five electives or one elective and a Business Research Project

Example of previous electives appropriate for this course*:• Hedge funds• Exotic options• Equity investment• Technical analysis and trading options• Advanced financial engineering and credit• Trading & hedging in the forex market• Behavioural finance• Visual basic.

*Subject to availability and pre-requisites

Standard entry requirementsBachelors degree: UK 2.1 or above, or the equivalent from an overseas institution, in a highly quantitative programme.

Students who do not hold a Bachelors degree in mathematics, physics or engineering, should have covered areas such as micro and macroeconomics and econometrics, within their first degree.

English requirements:IELTS score of 7.0 overall with a minimum of 6.5 in the writing component.

Curriculum overviewThis course is designed to give students a sound understanding of the quantitative aspects of finance, used both by practitioners and academics. It focuses on topics such as econometrics, forecasting and risk modelling and covers the financial instruments and the financial theory from a mathematical and practical point of view. It also provides students with knowledge of various computer software and programming languages such as Matlab. To satisfy the requirements of the degree programme students must complete:

Nine core modules and five electives or one elective and a Business Research Project.

The Cass MSc in Quantitative Finance

AccreditationCass Business School is among the global elite of business schools that hold the gold standard of ‘triple-crown’ accreditation from the Association to Advance Collegiate Schools of Business (AACSB), the Association of MBAs (AMBA) and the European Quality Improvement System (EQUIS).

“ I selected to study an MSc to gain more specialist knowledge in my area of interest.The course has taught me about many areas in finance, including lectures on risk management.”

Sana Burney, UK MSc in Quantitative Finance

£23,000Tuition fees

4thin the UK

Financial Times European Business School rankings 2013

74%/26%is our male to female ratio

MSc Specialist Masters student intake by geographical region

01 United Kingdom/Rest of Europe 50%02 Asia 35%03 Americas 7%04 Africa 5%05 Middle East 3%

010504

03

02