Quatitative finance

Kudryavtseva Tatyana Yurievna

Head of the educational program

 

 

 

 

 

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)