Quantitative finance

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.

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

Tallinn University of Technology

Professor Karsten Staehr
(H-index 19)

Research & Teaching area
Macroeconomics Spatial economics Econometrics

City University of London

Professor Dirk Nitzsche
(H-index 10)

Research & Teaching area
Quantitative Financial Economics Derivatives and Risk Management Matlab-programming for Finance

Delft University of Technology, the Netherlands

Professor Peeter Muursepp
(H-index 6)

Research & Teaching area
Scientific Discourse History and Methodology of Science Quality of education

Brandenburgische Technische Universität

Professor Dr. Magdalena Mißler-Behr
(H-index 19)

Research & Teaching area
Decision making and decision support Data analysis and data mining Quantitative business administration

Jump at the internships opportunities in European universities and leading industrial companies!

Brandenburgische Technische Universität Cottbus-Senftenberg, Germany

Tallinn University of Technology, Estonia

City, University of London, United Kingdom

Our partners

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