MSc in Quantitative Finance Peter the Great St. Petersburg Polytechnic University

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 the 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 the participation of professors from leading international universities and experts from the industry;
• You also have the opportunity to apply for a 6-month international internship at one of the partner universities.

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

Our partners

You have the chance to study an adaptive credit-bearing module in our Summer School “Quantitative Finance” in cooperation with City, University of London.

Fundamental background and practical skills in the following fields:

• Understanding the modern financial theory;
• Knowledge of asset pricing and risk management;
• Programming skills in Matlab and Python;
• Awareness of numerical methods in finance;
• Experience in econometric modeling in Stata.

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 modeling.

Academic plan

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
• The efficiency of M&As in the Russian Banking Sector

Employment

• Large investment banks;
• Smaller boutique finance firms;
• Hedge funds;
• Audit organizations;
• Consulting agencies;
• Other specialist companies.