The majority of our applicants will have an undergraduate degree with first class or upper second class honours (or international equivalent). Offers will typically be made at 2.1 level (upper second class) or equivalent. Students with a good lower second class degree may be considered on an individual basis. In some cases your offer may include additional conditions, such as minimum grades in specified modules, in order to ensure that you are sufficiently qualified for our MSc programmes.
Students applying to this programme should have studied a subject with a substantial mathematical component at the undergraduate level. We welcome those from a variety of relevant disciplines, including mathematics, statistics, physics, engineering, economics and computer science.
Months of entry
Designed to equip you with the skills you need to launch a successful career in finance, this MSc brings together the expertise of two academic departments at Queen Mary (Mathematical Sciences, and Economics and Finance).
This programme is led by a former senior investment banker and taught by a number of lecturers with significant experience of working in the finance industry. Your learning will be supported by real life examples and through the development of practical skills. This rigorous training will prepare you for a career in fields such as quantitative analysis, trading, financial engineering and structuring, risk management, and software development.
In addition to academic work, you will benefit from a host of extracurricular activities to help develop the key skills sought by financial institutions. For example, as well as the Microsoft Excel Specialist Certification, you will have the opportunity to undertake the prestigious Bloomberg Market Concepts certification via our trading suite.
You will develop an advanced understanding of the mathematical models used in finance, learn about a range of important numerical tools and techniques, and undertake a research project under expert supervision in your chosen area of interest.
Past topics have covered areas such as the distribution of loan portfolio value; passport options; the Heston stochastic volatility model; pricing American options using Monte Carlo; and asset pricing with jump diffusion models.
Fees and funding
Qualification and course duration
Course contact details
- School of Mathematical Sciences