Financial Mathematics (MSc

University College Dublin Ireland’s Global University

MSc Financial Mathematics (1 Year Full Time)

The MSc Financial Mathematics is designed for students who wish to gain a competitive advantage in the fi nancial sector by acquiring the background demanded by upper-level quantitative roles. The programme will provide high-level instruction in the mathematical theory underlying fi nance and associated computational and statistical methods.

It features an inter-disciplinary suite of traditional and online modules that address contemporary topics in fi nancial mathematics. It concludes with a summer work placement opportunity that enables students to apply their newfound theoretical knowledge and digital skills, and develop key professional and transversal skills. This programme receives early online at www.ucd.ie/apply

Course Content and Structure

90 credits taught masters

60 credits taught modules 30 credits summer work placement or dissertation

In the Autumn and Spring Trimesters, you will take a mixture of face-to-face and online modules (indicative module list below). In the Summer Trimester, you will have the opportunity to take up a summer work placement with a Dublin-based fi nancial fi rm, or a dissertation supervised by a member of faculty. Upon completion of the programme, you will be able to understand, critique and judge the suitability of a number of advanced fi nancial mathematical models, manipulate, analyse and discern the reliability of fi nancial data sets, and be acquainted with industry practice.

Core modules n Stochastic Calculus n Advanced Financial Models n Counterparty Credit Risk n Computational or Advanced

Computational Finance Optional modules include n Financial Risk Measurement and Management n Statistical Machine Learning n Time Series Analysis n Data Programming with

Python n Data Programming with R n Measure Theory and

Integration n PDEs in Financial Maths n Microeconomics in Business n Foundations of Finance n Behavioural Economics n Energy Economics and

Policy

Modules and topics shown are subject to change and are not guaranteed by UCD.

Career Opportunities

Graduates with training in Financial Mathematics can cover upper-level quantitative roles in several sub-sectors such as:

n Quantitative analysis in fi nancial fi rms and hedge funds n Risk modelling in banking and insurance n Computational modelling in fi ntech n Research and academia

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signifi cant interest so please apply n Categorical Data Analysis

Entry Requirements

n This programme is intended for applicants with a degree in Financial Mathematics, Mathematics, Applied

Mathematics or Statistics. An upper second class honours or international equivalent is required. n Applicants whose fi rst language is not English must also demonstrate English language profi ciency of IELTS 6.5 (no band less than 6.0 in each element), or equivalent, such as

TOEFL (iBT) score of 90 or PTE score of 63.

Faculty Profi le

Assistant Professor Adamaria Perrotta, UCD School of Mathematics and Statistics

I have a PhD in Mathematics and I taught Mathematical Analysis with real-world applications for 6 years, which deepened my interest in Applied Mathematics. After that I moved to the fi nancial industry, working for 5 years as a business analyst in the Derivatives Pricing and Risk Management Department of an advisory fi rm. Since 2016 I have been a lecturer in Financial Mathematics and Computational Finance. My research interests are related to fi nancial mathematical modelling and computational fi nance.