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Financial and Computational Mathematics MSc

University College Cork    College of Science, Engineering and Food Science

Full time September MSc 1 year Full-time

About the course

Modern finance is increasingly reliant upon advanced mathematical and computational techniques for the modelling of asset and financial market movements, the design and valuation of financial derivatives, and portfolio management.

This course provides an appropriately rigorous treatment of branches of mathematics applicable to financial modelling, including measure-theoretic probability, stochastic processes in discrete and continuous time, and partial differential equations. It is mathematically challenging and requires prior familiarity with multivariate calculus, differential equations, linear algebra, probability, and statistics. You should also have some experience of programming.

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Entry Requirements

Candidates must have obtained at least a 2.2 honours degree or equivalent in the mathematical sciences or another highly numerate discipline;

Candidates who have obtained at least a 2.2 honours degree in Engineering or Physics may be considered but are expected to have sufficient background in university-level mathematics as assessed by the Course Co-ordinator;

All candidates must be ultimately approved by the Course Co-ordinator.

 Course Content

Where is University College Cork

Student Profile(s)

Arinjoy Bhanja

I absolutely love maths and its logical problem-solving element. I enjoyed programming from my undergrad, and so this programme was the natural way to go to learn more about a field that incorporates both of things I like in a practical financial context. It was not so much learning off formulas and theory but to develop a logical, mathematical way of thinking to approach complicated problems in finance. The programme has helped me learn a lot more and develop skills that I know that are in high demand in the finance sector. I have already secured an internship focusing on credit risk modelling for the summer while I complete my thesis. As for how the university helped me in my career aspirations, there are so many resources available in UCC to gain insight into interviewing, creative job searching and improving your CV by the UCC skills centre and it’s absolutely free for UCC students. It’s a really good resource. There are also other things I have been involved in UCC like societies and academic boards which have put more credibility to my skillset and CV, while meeting some really wonderful people contacts for the future.

Nathaniel Volfango

The three areas that have most interested me are mathematics, finance and programming/software development. Each one is fascinating in its own right, but I want to see how all of these can be leveraged together to build and develop systems that work and bring value to the industry and give insight to complex dynamical systems like the financial markets. For many people looking to get into the field of quant finance, a masters is often considered as a minimum requirement (and a PhD preferrable), so it was paramount that I undertake a masters just to get in the door of quant finance! Having come from a similar undergraduate UCC degree (Financial Mathematics and Actuarial Science), this MSc programme in UCC helped me to polish the programming skills that I already had, and to consolidate the fundamentals of financial mathematics that I had already learned. Thanks to what I had learned and developed through this MSc programme, I was able to demonstrate a good understanding of the methodologies and risk management framework on which my current company (Acadia) builds upon with their analytics software, and I was able to get up to speed with our full tech stack at a quick pace.

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