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Master in Quantitative Finance (M.Sc.)

Financial engineering in Practice

The landscape of quant work keeps changing. Aspects of risk controlling, financial engineering or quantitative asset management are employed in new contexts and a wider range of circumstances. Both financial and non-financial firms are looking for people who have the skill, the curiosity and the drive to pursue these tasks. Our Master in Quantitative Finance (MQF) enables you to develop a true understanding of rigorous finance, along with the practical competences that let you translate theory into implementation. This lays the foundation for a successful career in this fast-paced market.
 

“With the Master’s programme in quantitative finance, you are opting for one of the most challenging study programmes in the financial area. Upon graduation, you will be familiar with the most up-to-date financial research and knowledge and be able to immediately take on an international assignment.“

Prof. Dr. Jan Vecer Finance Department Centre for Practical Quantitative Finance

  • Programme Goals

    The Master in Quantitative Finance at Frankfurt School is a demanding maths-oriented academic programme that is dedicated to advancing the financial and analytical competences of young professionals who are working in financial engeneering / quantitative finance roles.

    Key features

    • Academic faculty with combined research and banking experience expose you to current „hot issues“ from the interface between academic research and state-of-the-art professional practice;
    • a rich, streamlined learning environment provides you with clear guidance and critical breathing space for independent work, experimentation and in-depth exploration;
    • by combining on-site sessions in Frankfurt with independent self-study and online resources, the programme enables you to maintain your regular employment during your Master’s studies.

    Having gone through our two-year programme, you will have developed an enhanced ability to respond independently and flexibly to the ever-moving challenges of practical quant work in finance.

  • Programme Structure

    • Degree awarded: Master of Science (M.Sc.)
    • Part-time, post-experience, research-led, work-related.
    • Language of instruction: English.
    • Typical contact hours: roughly 3 full days of classes every month (Thu/Fri/Sat).
    • 70 ECTS credits. 54 credits from taught courses; 16 credits for Master thesis.
    • Delivered over 24 months, starting in September.
    • Taught courses: in the first 21 months, over three extended semesters.
    • Pre-courses include a programming refresher and an introduction to trading. These may be waived for experienced candidates.

    Core and Electives

    • In Semesters 1 and 2, all courses are mandatory.
    • In Semester 3, there is one mandatory course plus two electives chosen out of a pool of four.
       
  • Teaching Times

    Session Times

    Participation in the programme requires attendance at one 3-day block each month in Frankfurt.

    Modules

    Teaching material is organised in courses (or „modules“). All modules have equal weight (6 ECTS credits, 44 hours of class time). A module is delivered and assessed within a single semester, where semesters are extended beyond six months to allow for sufficient time between teaching blocks. In each of the three „taught“ semesters, a student takes exactly three modules. A module may involve contributions from several different lecturers, but there is one single integrated syllabus for each module.

    Module Delivery

    • A 6-credit module has 44 contact hours, delivered over 7 teaching days (of 6 or 7 contact hours each).
    • A typical sequence: Thu/Fri/Sat in Week 1, followed by take-away work. Then Thu/Fri/Sat in Week 5, followed by take-away work. Then one day for review in another three-day block at the end of the semester, shared with other modules.

Part-time programme in Frankfurt

This part-time programme extends over two years with one monthly three-day class session in Frankfurt. This it enables you to stay in your current job while you pursue your studies. If you have a first degree in a quantitive subject and at least one year of work experience, you are eligible to apply. The next start date is in September.

Your contact

Dirk Rudolph

Research Associate / Programme Director

Programme Design & Development

Phone
0049 69 154008-269
Fax
0049 69 154008-4269

Sandra Leipold

Study Advisor

Study Advisory

Phone
0049 69 154008-183
Fax
0049 69 154008-4183