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The Master of Science in Financial Engineering (MFE) is a multi-disciplinary program that combines finance, mathematics, and computing with a practical orientation to solve problems in finance. The MFE was launched in 1999 by the Centre for Financial Engineering at NUS, the predecessor to RMI. It aims to equip finance and banking industry professionals and fresh graduates with current knowledge and skills in financial innovations and technology. The domain knowledge includes financial product development, modelling of prices, hedging, investment technology, risk analyses and computational methods.
There are many MFE programs available and the RMI MFE distinguishes itself by striving to shape its students into ‘doers’ – people with the theoretical background necessary to approach complex financial problems and the practical know-how to solve these problems.
RMI is a world leader in advancing innovative solutions to risk management challenges. We offer an environment where new ideas are created and innovative solutions are put to real practice. Our flagship non-profit Credit Research Initiative, launched in July 2009, views credit ratings as a “public good” and approaches the rating methodology development in the spirit of Wikipedia. Today, RMI produces daily updated default forecasts for over 35,000 listed firms in over 100 economies around the world (http://rmicri.org). As an MFE student of RMI, you will have a unique opportunity to hone research skills and contribute towards building a critical part of the world financial infrastructure.
【就业机会】
Career opportunities for financial engineers are available worldwide in commercial and investment banks, brokerage and securities firms, treasury and financial planning departments of non-financial corporations, insurance companies, consulting, investment advisories, accounting firms, government financial agencies, hedge funds, pension funds, and financial software and technology businesses. The combination of skills - understanding of complex financial strategies, financial modelling ability, and computational proficiency - is in high demand, and is difficult for employers to find in graduates of traditional MBA or quantitative degrees such as engineering, physics or mathematics.
【课程信息】
Compulsory Modules
Elective Modules
- FE5103 Equity Products and Exotics
- FE5105 Corporate Financing and Risk
- FE5108 Portfolio Theory and Investments
- FE5208 Term Structure and Interest Rate Derivatives
- FE5210 Research Methods in Finance
- FE5211 Seminar in Financial Engineering
- FE5215 Seminar in Financial Product Innovations
- FE5216 Financial Technology Innovations Seminar
- FE5217 Seminar in Risk Management and Alternative Investment
- FE5218 Credit Risk
- FE5219 Credit Analytics Practicum
- FE5221 Trading Principles & Fundamentals
- FE5222 Advanced Derivatives Pricing
- FE5223 Introduction to Electronic Financial Market
- FE5224 Current Topics in Applied Risk Management
- FE5225 Machine Learning and FinTech
- FE5226 C++ in Financial Engineering
- FE5227 Commodities: Fundamentals and Modelling
- Good 4-year undergraduate degree or an honours degree.
- Good TOEFL* or IELTS* score if English was not the medium of instruction in undergraduate studies.
- GMAT* or GRE* score (optional).
- Relevant work experience will be an advantage.
Foreign applicants are required to have an employment pass or dependent pass to be eligible for the part-time on-campus program. Foreign applicants are eligible for the full-time on-campus program and distance learning program.
- For those who take the GMAT in Singapore, please select National University of Singapore - MS in Financial Engineering.
- For the GRE, our institution code is 0677 and the department code is 4312.
- For TOEFL, our institution code is 9087 and department code is 99.
- For IELTS, our institution code is 0677.
