Quantitative finance

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 the financial sector;
You will have knowledge of decreasing risks and applying appropriate tools in different situations;
You will gain an understanding of the technical aspects used in financial markets: from the financial theory to showing various applications of the theoretical concepts;
You will get necessary skills and experience of econometric modeling as well as programming;
The program provides education in English. However, 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 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; understanding the corporate finance; analysing big data using SQL; programming skills in Python; 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 Master’s Degree (Peter the Great St. Petersburg Polytechnic University, Russia)	Total workload 120 ECTS
Program duration 2 years, full-time	Language The program is taught in English
Major areas of expertise financial accounting risk management banking management financial markets and derivatives financial technology big data analytics corporate finance asset management	Tuition fee per year: 407 400 Rubles

Academic plan

Courses	ECTS
1st term (33 ECTS)
Foreign Language	3
Digital Resources in Scientific Research	3
Foundations of Econometrics	4
Economic Theory	5
Finance Economics	4
International Financial Reporting Standards	4
Research Work (Mathematical analysis and probability theory)	4
2nd term (27 ECTS)
Banking Management	4
Innovation project management	3
Corporate Finance	4
Financial Markets	4
Risk Analysis	5
Practice	6
Research Work (Financial Econometrics)	7
3rd term (28 ECTS)
Asset Pricing	3
Financial Technologies	3
Derivatives	3
Educational foresight	5
Big data analytics	4
Research Work (Data visualization)	10
4th term (32 ECTS)
Research Work	6
Practice	18
Defence of Master's thesis	8
Total (ECTS)	120

Master’s thesis topics

Influence of Bank License Revocation on the Russian Bank Bond Market
Risk Measures in Cryptocurrency Market
Derivatives Hedging and Bank Lending
The Drivers of Corporate Cash Holdings and Capital Structure Choice
Leverage Factor and Mutual Fund Performance
Efficiency of M&As in the Russian Banking Sector

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

Professor Ahmad Pouyanfar

Research & Teaching area
Corporate Finance, Risk Management and Modeling, Business Valuation

Associate Professor Abhinava Tripathi

Research & Teaching area
Financial Markets, Market Microstructure, Liquidity, Market Efficiency

Professor Mohammed Ali Berawi

Research & Teaching area
Sustainable Development, Engineering Economics

Associate Professor Andrey Efremov

Research & Teaching area
Mathematical Analysis and Probability Theory, Digital Transformation of Business Processes

Universities – Program Partners

Khatam University

Khatam University is a young leading private university in Iran which has established a new era of higher education in Iran.

Indian Institute of Technology Kanpur

Indian Institute of Technology Kanpur is a public institute of technology located in Kanpur, Uttar Pradesh, India. It was declared to be an Institute of National Importance by the Government of India under the Institutes of Technology Act.

Universitas Indonesia

Universitas Indonesia is a public university in Depok, West Java and Salemba, Jakarta, Indonesia. It is one of the oldest tertiary-level educational institutions in Indonesia (known as the Dutch East Indies when UI was established), and is generally considered one of the most prestigious universities in Indonesia.

Belarusian State University of Informatics and Radioelectronics

The Belarusian State University of Informatics and Radioelectronics is a public Higher Education Institution accredited by the Ministry of Education of the Republic of Belarus. Nowadays it is a large educational and scientific complex in Minsk, Belarus.

Companies – Program Partners

Admission procedure

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

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Contact details

Peter the Great St. Petersburg Polytechnic University:

DSс Natalya G. Viktorova, Program scientific supervisor
Ms. Ekaterina Koroleva, Program supervisor
koroleva_ev@spbstu.ru
29, Polytechnicheskaya str., St. Petersburg, 195251, Russia (Building 3, room 403A)