Royal Holloway, University of London: Computational Finance with a year in industry

InstitutionRoyal Holloway, University of London View institution profile
Department Computer Science
Web https://www.royalholloway.ac.uk/
Email Study@RoyalHolloway.ac.uk
Telephone 01784 414944
Study type Taught

Summary

This course, offered by the Department of Computer Science and the Department of Economics, allows you to specialise in modern quantitative finance and computational methods for financial modelling, which are demanded for jobs in asset structuring, product pricing as well as risk management.

Skills that you will acquire include the ability to:

analyse, critically evaluate, and apply methods of computational finance to practical problems, including pricing of derivatives and risk assessment
analyse and critically evaluate methods and general principles of computational finance and their applicability to specific problems
work with methods and techniques such as clustering, regression, support vector machines, boosting, decision trees, and neural networks
analyse and critically evaluate applicability of machine learning algorithms to problems in finance
implement methods of computational finance and machine learning using object-oriented programming languages and modern data management systems
work with software packages such as MATLAB and R
work with Relational Database Systems and SQL
You will be taught by world-leading academics. Research in Machine Learning at Royal Holloway started in the 1990’s, at which time Vladimir Vapnik and Alexey Chervonenkis (the inventors of Support Vector Machines) were both professors here. We have developed both fundamental theory and practical algorithms that have fed into the analytics methods and techniques that are in use today. Current researchers include Alexander Gammerman and Vladimir Vovk – the inventors of conformal predictors theory, a radically new method of estimating the accuracy of each prediction as it is made – and Chris Watkins, originator of reinforcement learning who developed ‘Q-learning’, a work that is fundamental to planning and control.

By electing to spend a year in business you will also be able to integrate theory and practice and gain real business experience. In the past, our students have secured placements in blue-chip companies such as Centrica, Data Reply, Disney, IMS Health, Rolls Royce, Shell, Sociéte Générale, VMWare and UBS, among others.

Benefit from strong industry ties, with close proximity to ‘England’s Silicon Valley’.
Graduate with a Master's degree with excellent graduate employability prospects.
Tailor your learning with a wide range of engaging optional modules.
Refine your skills and knowledge with a year in industry at one of the country's top institutions.

MSc

Royal Holloway, University of London

 

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About Royal Holloway
Royal Holloway, University of London, is ranked in the top 25 universities in the UK (Times and Sunday Times Good University Guide, 2019) and the top 300 universities in the world (Times Higher Education World University Rankings, 2018-2019). Through world-class research that expands minds and changes lives, the dedication of our teachers and the feel of the Royal Holloway experience, ours is a community that inspires individuals to succeed academically, socially and personally.

We were founded by two social reformers who pioneered the ideal of education and knowledge for all who could ...

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