Advanced Master in Quantitative Finance

Solvay Brussels School of Economics and ManagementBrussels - BELGIUM

Cost of pre-eligibility application: 
  • Via Mastersbooking: 0 €
  • Via the regular school procedure: 0 €
Course cost: 15 000 €
Possible funding options: 
  • Academic excellence scholarships
  • Bank loan
  • Financial assistance or scholarships awarded by the institution
  • International mobility grants
  • Payment by my company
  • Personal or family funding

Next admission round: 

Next recruitment session:
Dec 2016
to
Jul 2017

Available slots: 

Available spots: : 10
Places available per academic year: 20

Program Language

  • English

Course length: 

1 year (12 months)

Start of the program: 

September 2017

Level of entry: 

A Level+4 years
A Level+5 years

Accreditations

AMBA
EQUIS

The Advanced Master in Quantitative Finance offers a unique set of quantitative tools in finance. Through a well-selected set of courses in Mathematics, Statistics / Econometrics, Finance, and Programming you will gain the all the necessary skills to become a successful financial professional. The programme covers quantitative asset management, derivative pricing and risk management and is particularly well-suited for students with a quantitative background, obtained either from recent education or through professional experience. The main objective is to train a new generation of financial professionals. You will gain cutting-edge knowledge in quantitative finance and learn to apply it to real-life problems. You will not only be exposed to some of the latest and most used techniques and models, but also understand their advantages and limitations.

The course starts mid September with two weeks of intensive preparatory courses in probability and programming.

  • Term 1, October and November, provides the technical background, with courses on stochastic calculus, estimation theory, simulation and programming.
  • Term 2 builds the theoretical foundations of asset pricing and derivatives pricing. Furthermore, C++ programming is started and its application in finance.
  • In Term 3, more specialised courses are taught in the field of Fixed Income, Financial Econometrics, Risk Management and Asset Pricing Practice.
  • Term 4 provides courses on advanced and specialised topics, such as Credit risk, Financial Big Data, Derivatives Pricing Practice and Product Structuring.
  • The final term, lasting three months and ending in August, is devoted to the final thesis or to a corporate internship, based on the participant's performance over the year.).

Course format: 

Full-time

Qualifications/expertise after completing the program

By the end of the programme you will be able to:

  • build asset management strategies
  • construct robust asset portfolios
  • evaluate portfolio risk quantitatively and qualitatively
  • efficiently extract data from massive databases
  • understand the valuation aspects of counterparty risk
  • able to value and understand the trading of complex derivatives

Entry requirements

The Advanced Master in Quantitative Finance seeks:

  • the highest calibre students
  • students with an outstanding academic background, intellectual curiosity and the discipline necessary to succeed in a very demanding environment
  • candidates with at least a graduate degree or equivalent. This degree should be, but not exclusively, in economics, finance, mathematics, physics, chemistry, computer science or engineering
  • professionals in the financial sector with experience in quantitative activities.

  Eligible applicants must hold one of the following:

  • a master's degree (four or five years of study)
  • a post-graduate degree
  • a bachelor's degree (four years) followed by one to three years of work experience
  • another degree equivalent to the above (please consult us for more information)

Admissions will be based on the candidates' proficiency in English and on their background, professional potential and motivation.

Admission criteria: 

If the review of your application is positive, an interview (at Solvay or via Skype) will be organised with the Academic Director within 2 weeks. The result will be communicated within 5 working days. From the date of receipt of your admission letter, you will then have two weeks to confirm your registration by paying a 2000€ deposit and signing the admission documents.

Course cost description: 

10% Early-bird discount for all applications received by April 17th 2017

Manager: 

Mrs/Ms Aurélie MESSINA

Director video