The course provides you with a strong mathematical background with the skills necessary to apply your expertise to the solution of real finance problems. You will develop skills so that you are able to formulate a well posed problem from a description in financial language, carry out relevant mathematical analysis, develop and implement an appropriate numerical scheme and present and interpret these results.
The course lays the foundation for further research in academia or for a career as a quantitative analyst in a financial or other institution.
You will take three introductory courses in the first week. The introductory courses cover partial differential equations, probability and statistics and MATLAB.
The first term focuses on compulsory core material, offering 80 hours of lectures and 40 hours of classes/practical. The core courses are as follows:
In the second term, three streams are offered; each stream consists of 32 hours of lectures and 16 hours of classes/practical. The Tools stream is mandatory and you will also take either the Modelling stream or the Data-driven stream.
As well as the streams, the course includes a compulsory one-week (24 hours of lectures) intensive module on quantitative risk management which is to be held in/around the week before the third term.
The third term is dedicated to a dissertation project which is to be written on a topic chosen in consultation with your supervisor.
The second component of the financial computing course, Financial Computing with C++ 2 (24 hours of lectures and practicals in total), is held shortly after the third term.
The examination will consist of the following elements:
MSc graduates have been recruited by prominent investment banks and hedge funds. Many past students have also progressed to PhD-level studies at leading universities in Europe and elsewhere.
Students will gain deep knowledge and skills in cutting-edge computational techniques for real world science and engineering applications to meet industry demand.
The Applied Computational Science and Engineering MSc will educate future domain-specialists in computational science. This course will expand your knowledge of numerical methods, computational science, and how to solve large scale problems by applying novel science and engineering approaches. It is suitable for graduates of disciplines including mathematics and physical sciences, geophysics and engineering, and computer science.
Students will have the chance to participate in individual and group research projects as well as to write reports and present technical work, developing the project management and numerical skills that are desired by employers.
The study programme consists of eight taught modules, and one individual research project which accounts for one third of the study programme.
Modern programming methods
Modelling dynamical processes
Applying computational science
Patterns for parallel programming
Inversion and optimisation
Term 3 (summer)
This immersive, hands-on MSc course will enable students to develop their skills and techniques for a range of science and engineering applications utilising High Performance Computing resources. Students will learn alongside world-class researchers in the Department of Earth Science and Engineering. There will be a strong emphasis on high productivity problem solving using modern computational methods and technologies, including computer code development and parallel algorithms.
Applicants who want to pursue analytical careers in industry geoscience and engineering are a target for this course. Graduates will develop the skills necessary to enter the modern industrial workforce. This MSc will also prepare for your PhD studies in fields such as computational techniques, simulation, numerical modelling, optimisation and inversion, heat transfer, and machine learning applications.
The Applied Computational Science and Engineering MSc programme will ensure that students are able to apply appropriate computational techniques to understand, define and develop solutions to a range of science and engineering problems. You will have the chance to participate in individual and group research projects as well as to write reports and present technical work, developing the project management and numerical skills desired by employers.
Duration: 1 year full-time
Start Date: October 2018
Campus: South Kensington, London
ECTS: 90 Credits
Please contact Postgraduate Education Manager, Samantha Symmonds, with any queries: [email protected]
The Applied Computational Science and Engineering MSc is subject to College approval.
The Aerodynamics and Computation programme looks at the fundamentals of aerodynamics as a subject, focusing on numerical methods and the physics and computation of turbulence.
Suitable for those from an engineering, physical sciences or mathematics background who are aiming for advanced specialisation in aerodynamics.
Compulsory modules include: Aerothermodynamics; Advanced Computational Methods I; Applications of CFD; Turbulence: Physics and Modelling; MSc Research Project.
Optional modules: four from: Advanced Computational Methods II, Aeroacoustics; Biological Flow; Design, Search and Optimisation; Experimental Methods for Aerodynamics; Flow Control; Hypersonic and High Temperature Gas Dynamics; Race Car Aerodynamics; Wing Aerodynamics; Numerical Methods
Visit our website for more information on fees, scholarships, postgraduate loans and other funding options to study Erasmus Mundus Computational Mechanics at Swansea University - 'Welsh University of the Year 2017' (Times and Sunday Times Good University Guide 2017).
Swansea University has gained a significant international profile as one of the key international centres for research and training in computational mechanics and engineering. As a student on the Master's course in Erasmus Mundus Computational Mechanics, you will be provided with in-depth, multidisciplinary training in the application of the finite element method and related state-of-the-art numerical and computational techniques to the solution and simulation of highly challenging problems in engineering analysis and design.
The Zienkiewicz Centre for Computational Engineering is acknowledged internationally as the leading UK centre for computational engineering research. It represents an interdisciplinary group of researchers who are active in computational or applied mechanics. It is unrivalled concentration of knowledge and expertise in this field. Many numerical techniques currently in use in commercial simulation software have originated from Swansea University.
The Erasmus Mundus MSc Computational Mechanics course is a two-year postgraduate programme run by an international consortium of four leading European Universities, namely Swansea University, Universitat Politècnica de Catalunya (Spain), École Centrale de Nantes (France) and University of Stuttgart (Germany) in cooperation with the International Centre for Numerical Methods in Engineering (CIMNE, Spain).
As a student on the Erasmus Mundus MSc Computational Mechanics course, you will gain a general knowledge of the theory of computational mechanics, including the strengths and weaknesses of the approach, appreciate the worth of undertaking a computational simulation in an industrial context, and be provided with training in the development of new software for the improved simulation of current engineering problems.
In the first year of the Erasmus Mundus MSc Computational Mechanics course, you will follow an agreed common set of core modules leading to common examinations in Swansea or Barcelona. In addition, an industrial placement will take place during this year, where you will have the opportunity to be exposed to the use of computational mechanics within an industrial context. For the second year of the Erasmus Mundus MSc Computational Mechanics, you will move to one of the other Universities, depending upon your preferred specialisation, to complete a series of taught modules and the research thesis. There will be a wide choice of specialisation areas (i.e. fluids, structures, aerospace, biomedical) by incorporating modules from the four Universities. This allows you to experience postgraduate education in more than one European institution.
Modules on the Erasmus Mundus MSc Computational Mechanics course can vary each year but you could expect to study the following core modules (together with elective modules):
Numerical Methods for Partial Differential Equations
Advanced Fluid Mechanics
Finite Element Computational Analysis
Entrepreneurship for Engineers
Finite Element in Fluids
Nonlinear Continuum Mechanics
Computational Fluid Dynamics
Dynamics and Transient Analysis
Reservoir Modelling and Simulation
The Erasmus Mundus Computational Mechanics course is accredited by the Joint Board of Moderators (JBM).
The Joint Board of Moderators (JBM) is composed of the Institution of Civil Engineers (ICE), the Institution of Structural Engineers (IStructE), the Chartered Institution of Highways and Transportation (CIHT), and the Institute of Highway Engineers (IHE).
This degree is accredited as meeting the requirements for Further Learning for a Chartered Engineer (CEng) for candidates who have already acquired an Accredited CEng (Partial) BEng(Hons) or an Accredited IEng (Full) BEng/BSc (Hons) undergraduate first degree.
See http://www.jbm.org.uk for further information.
This degree has been accredited by the JBM under licence from the UK regulator, the Engineering Council.
Accreditation is a mark of assurance that the degree meets the standards set by the Engineering Council in the UK Standard for Professional Engineering Competence (UK-SPEC). An accredited degree will provide you with some or all of the underpinning knowledge, understanding and skills for eventual registration as an Incorporated (IEng) or Chartered Engineer (CEng). Some employers recruit preferentially from accredited degrees, and an accredited degree is likely to be recognised by other countries that are signatories to international accords.
On the Erasmus Mundus MSc Computational Mechanics course, you will have the opportunity to apply your skills and knowledge in computational mechanics in an industrial context.
As a student on the Erasmus Mundus MSc Computational Mechanics course you will be placed in engineering industries, consultancies or research institutions that have an interest and expertise in computational mechanics. Typically, you will be trained by the relevant industry in the use of their in-house or commercial computational mechanics software.
You will also gain knowledge and expertise on the use of the particular range of commercial software used in the industry where you are placed.
The next decade will experience an explosive growth in the demand for accurate and reliable numerical simulation and optimisation of engineering systems.
Computational mechanics will become even more multidisciplinary than in the past and many technological tools will be, for instance, integrated to explore biological systems and submicron devices. This will have a major impact in our everyday lives.
Employment can be found in a broad range of engineering industries as this course provides the skills for the modelling, formulation, analysis and implementation of simulation tools for advanced engineering problems.
“I gained immensely from the high quality coursework, extensive research support, confluence of cultures and unforgettable friendship.”
Prabhu Muthuganeisan, MSc Computational Mechanics
The ICMA Centre’s financial engineering degree is highly respected by quantitative analysts and their employers. The credit crunch and subsequent events have emphasised the need to develop better pricing and better hedging models for all complex products. The practical and quantitative skills that you will develop on the programme will equip you to meet this challenge.
Our compulsory modules provide a firm grounding in probability theory, stochastic calculus, derivatives pricing, quantitative and numerical methods, structuring products, volatility analysis, and the modelling of credit, equity, foreign exchange and interest rate derivatives. We also provide a thorough training in C++ and other programming tools.
Optional modules will allow you to focus on risk analysis, portfolio management, designing trading strategies or econometric analysis. This newly structured degree aims to further enhance the strong reputation of its precursor – the MSc in Financial Engineering and Quantitative Analysis, which was established back in 1999. A good background in mathematics is required for acceptance to this programme (see entry requirements below).
October – December: Part 1 Autumn Term
January: Part 1 Exams
January-April: Part 2 Spring Term
May – June: Part 2 Exams
June – August (12 month programme only): Part 3
August/Sep (12 month programme only): Part 3 Coursework deadlines
Part 1 compulsory modules
Part 2 compulsory modules
Part 2 optional modules
Students on the 9-month (12-month) programme can select 40 (20) credits from the following modules:
Part 3 optional modules
Students on the 12-months programme should take 20 credits from the following:
Full-time: 9 months Full-time: 12 months
Students will be resident and undertake full-time study in the UK. Under both, the 9 and 12-month programmes students take compulsory and/or elective modules in Part 2.
The 12 month option involves taking an elective 20 credit module between July and August, which would also mean a 20 credit reduction in the number of taught modules taken in the spring term.
Many of our financial engineering graduates are now working as Quants in large London banks and other financial institutions. Others have pursued PhDs and have successful academic careers. Financial instruments are becoming ever more sophisticated, so graduates that understand complex modelling techniques are always in great demand. The high quantitative content of this programme opens many doors to a wide range of careers. You could structure and develop new debt or equity solutions to meet clients funding and hedging needs, or you could become a proprietary trader in exotic derivatives, or a software specialist or a quantitative analyst supporting the traders.
There are excellent opportunities on the buy-side, with hedge funds and investment institutions, as well as in investment banking and in software analytics. Opportunities in quantitative research, or with a rating agency, are among the many other attractive alternatives. Outside of mainstream banking and investment, you might also consider firms involved in commodity and energy trading, or the treasury divisions of leading multinationals and management consultancies.
ICMA Fixed Income Certificate
To obtain the requisite knowledge to pass the rigorous FIC exam, students are required to take the ICMA Centre Fixed Income Cash and Derivatives Markets module at Part 2. In order to receive the FIC certificate, students will need to register and pass the FIC exam through ICMA.
This one-year programme at the University of Edinburgh will immerse you in the most current developments in chemical engineering, through a combination of taught modules, workshops, a research dissertation, and a number of supporting activities delivered by the key experts in the field.
The programme will develop from fundamental topics, including modern approaches to understanding properties of the systems on a molecular scale and advanced numerical methods, to the actual processes, with a particular emphasis on energy efficiency, to the summer dissertation projects where the acquired skills in various areas are put into practice, in application to actual chemical engineering problems.
The programme develops from compulsory courses, emphasizing modern computational techniques and research methods, to a range of options. It is complemented by a strong management and economics component.
In addition to the compulsory courses you will take a range of optional courses, please review the "Degree Structure" portion the MSc website listed below to find further information on available courses and course descriptions:
On completion of the research dissertation, the students will be able to:
Our graduates enjoy diverse career opportunities in oil and gas, pharmaceutical, food and drink, consumer products, banking and consulting industries. Examples of the recent employers of our graduates include BP, P&G, Mondelēz International, Doosan Babcock, Atkins, Safetec, Xodus Group, Diageo, Wood Group, GSK, Gilead Sciences, ExxonMobil, Jacobs, Halliburton, Cavendish Nuclear to name a few. This wide range of potential employers means that our graduates are exceptionally well placed to find rewarding and lucrative careers. According to the Complete University Guide, the chemical engineering programme at the University of Edinburgh is ranked one of the top in the UK in terms of graduates prospects.
Find our more about career opportunities:
The MSc in Advanced Chemical Engineering may also lead to further studies in a PhD programme. With the 94% of our research activity rated as world leading or internationally excellent (according to the most recent Research Excellence Framework 2014), Edinburgh is the UK powerhouse in Engineering. As an MSc student at Edinburgh you will be immersed in a research intensive, multidisciplinary environment and you will have plenty of opportunities to interact with PhD, MSc students and staff from other programmes, institutes and schools.
Find out more about our research: