We offer postgraduate taught (MSc) and research (MRes, PhD) programmes, and we contribute to undergraduate taught programmes (BSc, MEng).
Financial Computing comprises a wide variety of subtopics within Computational Finance (algorithmic trading, financial risk management, market simulation, portfolio optimisation, numerical pricing of derivatives, high-performance computing) and Financial IT (blockchain technologies, smart and computable contracts, digital economy, financial software engineering).
We supervise final year projects within the programmes
- MEng Mathematical Computation
- MEng Computer Science
- BSc Computer Science
If you are an interested student, please contact a group member to agree a topic.
We offers four MSc programmes at the interface between finance, computer science, applied/numerical mathematics, and computational statistics:
- MSc Computational Finance
- MSc Financial Risk Management
- MSc Financial Technology
- MSc Emerging Digital Technologies
The MSc Computational Finance and the MSc Financial Risk Management have been ranked 5th/6th in Europe and 19th/20th in the world by Risk.net's Quant Finance Master's Guide 2020.
For other choices, see the full offer of postgraduate programmes in the UCL Department of Computer Science Study pages.
UCL Computer Science leads the EPSRC-funded Centre for Doctoral Training (CDT) in Financial Computing and Analytics, a joint initiative with the Department of Mathematics of Imperial College London and with the London School of Economics and Political Sciences. Its Director is Professor Philip Treleaven.
The CDT has offered scholarships to support 10-14 new full-time research students each year from 2008 to 2018. Students took a first common year obtaining an MRes Financial Computing from UCL and then continued for a PhD in departments across UCL, ICL and LSE (Computer Science, Mathematics, Statistics). The last cohort of students is expected to complete in 2022.
We have applied for a new CDT limited to UCL Computer Science, but it has not been approved yet. Moreover we have proposed that the MRes Financial Computing, which has been dormant since 2019, is reactivated and complemented by a new MRes Computational Social Science with a broader scope; we are awaiting for approval by the Faculty.
Graduates who are interested in doing research in our group may still apply for a full-time PhD, however until a new CDT will come, the funding possibilities are less abundant than we have been used to for many years. Another possibility is an industry-based part-time PhD. In both cases, the first step is to contact a potential supervisor and agree a research project, then apply online for admission to a MPhil/PhD Computer Science.