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University of Warwick

Quality
0.41
Post-master’s salaries
% of teaching conducted remotely
60%
Url
https://www.risk.net/quantitative-finance/7719781/quant-guide-2021-university-of-warwick
Teaching staff
13
Salary ($)
89513
Description
The University of Warwick’s 12-month MSc in Mathematical Finance (MSMF) is taught jointly by the university’s departments of statistics, mathematics and Warwick Business School. Led by academic directors Alex Mijatovic and Roman Kozhan – professors of statistics and finance respectively – the course has grown in size slightly over the past year, with a larger intake of students and a bigger crop of applications compared with its appearance in last year’s Quant Guide Over three terms, students work on a set of mandatory or ‘core’ modules, a set of electives, plus a master’s dissertation. In the first term, core classes focus on fundamental topics such as: machine learning for finance; financial statistics; stochastic calculus; asset pricing and risk; and programming for quantitative finance. In the second term, there are three compulsory modules to be tackled – applications of stochastic calculus for finance; a second programming class; and financial econometrics – plus two electives, chosen from a wide range of options. The electives on offer include: statistical learning and big data; advanced trading strategies; partial differential equations for finance; advanced risk management; and behavioural finance. The third term is devoted to dissertation work. The MSMF also emphasises student access to a pair of notable centres housed in the statistics department: the Centre for Research in Statistical Methodology (CRiSM), a research body that offers workshops, seminars and a PhD programmer, led by statistician and applied probabilist professor Gareth Roberts; and Stochastic Finance at Warwick ( ), a group that runs stochastic finance seminars and a reading group, as well as a spring school in collaboration with Shanghai’s Fudan University. Over the past year, the programme has also made changes to teaching in response to the coronavirus. Live teaching sessions are recorded for remote students, staff run additional virtual office hours, and academic tutors provide guidance to students along with a dedicated programme support team.
Rank
13
Offers accepted
43
Programme director
Alex Mijatovic, Roman Kozhan
Address
Coventry, UK
Title
Quant Guide 2021: University of Warwick
Applications received
483
Full-time students
29
Accept. rate
0.21
salary_descrepancy
6322.5
Visiting staff teaching hours
0
sheetnames
Academia
0
Students accepting
0.53
Class size
29
Staff to Students
0.45
peer_assessment
3.1
Average Citations
1872.25
Programme duration
12 months full time
Homework hours
40 hours per week
Offers made
101
Application deadline date
2021/06/30
tuition
72225
employment_descrepancy
0.06
Average class size
29
Most-cited lecturers
Ranking
61
Other
0
Consulting
0
Industry-affiliated teaching staff
0
Graduates employed in
emplm_rate_grad
0.64
Industry-affiliated lecturers
0.33
International students
21
class_descrepancy
11.5
% of take-home/remote exams
100%
emplm_rate_3_month_aft
0.93
Remuneration
0.3
avr_start_salary_bonus
97649.5
Employment rate
0.95
Teaching hours
300
Reputation
0.68
Part-time students
0
cohort_size
31
Asset Management
0
Gender balance of teaching staff
75% male, 25% female
Banking
0
missing_data
20
avr_gre_quant
168
Website
https://warwick.ac.uk/fac/sci/statistics/postgrad/msmf
Fintech
0
Fees
Tuition fees for 2021–22 intake: UK students £30,500 EU/overseas: £35,500
Final
0.47
Gender balance of students
75% male, 25% female
Empl. rate
0.91
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