Designed in conjunction with leading risk professionals, this programme aims to meet growing demand for professionals who are highly skilled in quantitative risk management
To find out core information about this degree, such as entry requirements, programme length and cost, visit the UCL prospectus site.
Students undertake modules to the value of 180 credits.The programme consists of four core modules (60 credits), four optional modules (60 credits) and a research dissertation (60 credits).
- Financial Data and Statistics (COMP0040) (15 credits)
- Financial Engineering (COMP0048) (15 credits)
- Market Risk and Portfolio Theory (MATH0094) (15 credits)
- Probability Theory and Stochastic Processes (COMP0045) (15 credits)
Students choose 60 credits from the optional group.
- Algorithmic Trading (COMP0051) (15 credits)
- Applied Computational Finance (COMP0041) (15 credits)
- Financial Institutions and Markets (COMP0105) (15 credits)
- Machine Learning with Applications in Finance (COMP0050) (15 credits)
- Market Microstructure (COMP0049) (15 credits)
- Networks and Systemic Risk (COMP0046) (15 credits)
- Numerical Methods for Finance (COMP0043) (15 credits)
- Operational Risk Measurement for Financial Institutions (COMP0044) (15 credits)
- Quantitative Modelling of Operational Risk and Insurance Analytics (STAT0020) (15 credits)
Please note: the availability and delivery of optional modules may vary, depending on your selection.
Students undertake modelling, research and data analysis which takes place over the summer placement. This forms the basis of the 10,000-word dissertation.
- MSc Financial Risk Management Project (COMP0076) (60 credits)