Quantitative Finance

Award: SPbPU diploma - MSc in Economics (Quantitative finance)

Mode of study: full-time, program taught in English and Russian

Language of Instruction: English

Course duration: 2 years: 2-3 semesters at SPbPU + 1-2 semesters at a partner university (optional)

Program outline: The program is designed to provide understanding of modern financial theory; asset pricing knowledge and risk management; practical understanding of numerical methods in the field of finance; programming skills in Matlab and Pyton; experience in econometric modeling using in Stata software; the opportunity to study at foreign partner universities.

Entry requirements:

  • Bachelor’s, Bachelor’s, Specialist’s or Master’s degree in a relevant area is requires
  • English language proficiency - B+ (CEFR B2)
  • Exam Test in a relevant field of studies and English

Partners:

  • City University of London
  • Tallinn University of Technology
  • Brandenburgische Technische Universität Cottbus-Senftenberg

Career opportunities: Large investment banks, smaller boutique finance firms, hedge funds, audit organizations, consulting agencies or other specialist companies.

Modules — ECTS: 

  • Foreign Language  4
  • Scientific Literature and Methodology of Science — 6
  • Foundations of Econometrics — 3
  • Economic Theory — 5
  • Theory of Finance — 5
  • Econometrics of Financial Markets — 5
  • Financial Markets — 5
  • Risk Analysis — 5
  • Numerical Methods-Applications — 6
  • Banking Management—  5
  • Digital Economy — 5
  • Educational foresight — 5
  • Business Planning and Financial Modeling — 4
  • Comparative Analysis of International and Russian Financial Reporting Systems — 3
  • Master’s Thesis, practices and research work — 54
  • Total — 120

You can download booklet here.