Количественные финансы | Quantitative finance

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Руководитель: Кудрявцева Татьяна Юрьевна

Научный руководитель: Викторова Наталья Геннадьевна

Формы обучения: очная (2 года).

Магистерская программа Quantitative Finance – это уникальная возможность совместить обучение в ВИЭШ и европейском университете. Международная программа реализуется с участием профессоров из ведущих зарубежных ВУЗов, а также специалистов из отрасли. Большинство дисциплин реализуется на английском языке в рамках 2-3 семестров в ВИЭШ и 1-2 семестров в иностранном ВУЗе (опционально).

Трудоустройство:

  • Аудиторские организации, банковские и страховые организации;
  • Консалтинговые агентства;
  • Инвестиционно-брокерские агентства.

All life is risk management. Do you want to manage your life? Choose the right course.

Why should you choose this program?

- You will be aware of the latest trends in digitalization of the financial sector;

- You will have knowledge how to disease risk factors and to create appropriate control and preventative measures;

- You will gain understanding of the technical aspects used in financial markets, starting from the financial theory, looking at different financial instruments and showing various applications of the theoretical concepts;

- You will get necessary skills and experience of econometric modeling as well as some programming;

- The program provides education in Russian and English languages. You have a good opportunity to get acquainted with Russian culture and make useful contacts, search for opportunities and stay in touch;

- Program is implemented with participation of professors from leading international universities and experts from industry;

- You also have opportunity to apply to annual or 6-month international internship at one of the partner universities.

About the program

Fundamental background & Practical skills in the following fields:

- understanding the modern financial theory;

- knowledge of asset pricing and risk management;

- programming skills in Matlab and Pyton;

- awareness of numerical methods in finance;

- experience of econometric modeling in Stata.

Employment

- large investment banks;

- smaller boutique finance firms;

- hedge funds;

- audit organizations;

- consulting agencies;

- other specialist companies.

Degree awarded

MSc in Economics (Quantitative finance)

Total workload

120 ECTS

Program duration

2 years, full-time

2-3 semesters at SPbPU + 1-2 semesters at a partner university (optional)

 

Major areas of expertise:

  • risk management;
  • asset management;
  • financial markets;
  • financial econometrics;
  • quantitative methods of decision making;
  • financial modelling.

Academic plan

Discipline

Credit

1st term

Foreign Language

4

History and Methodology of Science

3

Scientific Discourse

3

Foundations of Econometrics

3

Economic Theory

5

Theory of Finance

5

State Regulation of the Economy

3

Research Work

4

2nd term

Econometrics of Financial Markets

5

Financial markets

5

Risk Analysis

5

Numerical Methods - Applications

6

Practice

6

Research Work

3

3rd term

Banking Management

5

Digital Economy

5

Educational foresight

5

Business Planning and Financial Modeling

4

Comparative Analysis of International and Russian Financial Reporting Systems

3

Research Work

8

4th term

Research Work

6

Practice

18

Defense of Master's thesis

6

 

Our partners

 

Visit lectures of the TOP-ranked professors from all over the world!

Professor Karsten Staehr

Tallinn University of Technology

(H-index 19)

Research & Teaching area

Macroeconomics

Spatial economics

Econometrics

Professor Dirk Nitzsche

City University of London

(H-index 10)

Research & Teaching area

Quantitative Financial Economics

Derivatives and Risk Management

Matlab-programming for Finance

Professor Peeter Muursepp

Tallinn University of Technology

(H-index 6)

Research & Teaching area

Scientific Discourse

History and Methodology of Science

Quality of education

Professor Dr. Magdalena Mißler-Behr

Brandenburgische Technische Universität

(H-index 3)

Research & Teaching area

Decision making and decision support
Data analysis and data mining

Quantitative business administration

 

Jump at the internships opportunities in European universities:

City University of London; Tallinn University of Technology; Brandenburgische Technische Universität Cottbus-Senftenberg.   

You have chance to study an adaptive credit-bearing module in our Summer School “Quantitative Finance” in cooperation with City University of London.

 

Tuition fee per year:

for foreign students: Rubles

for Russian students: Rubles

Admission procedure

You are kindly required to fill in an on-line application. International applicants may find additional information concerning admission at SPbPU website

 

Contact details

Peter the Great St. Petersburg Polytechnic University:

Dr.Sci. Natalya G. Viktorova, Program scientific supervisor

Dr.Sci Tatiana Yu. Kudriavtseva, Program supervisor

Ms. Ekaterina Koroleva, Program coordinator

koroleva_ev@spbstu.ru

29, Polytechnicheskaya str., St. Petersburg, 195251, Russia (Building 3, room 403A)