新国立提前批 5.14开放
分类:院校介绍2021-05-02
自1999年起开设的NUSMFE作为亚洲区域最资深的金融工程项目,在过去近20年内为全球和亚太区金融业培养了约两千名拥有量化交易、风险管理、金融创新和金融科技方面的专业人才。尽管受疫情影响,NUSMFE课程仍正常进行。MFE采取线上和线下混合教学模式,并在线下课程中采取社交隔离措施以保证学生及老师的安全。
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.
Career Opportunities
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.
Administration and Teaching Faculty
The MFE degree is awarded by the National University of Singapore and administered by RMI. Its teaching faculty comprises of academic staff from various departments of NUS such as the Departments of Finance, Mathematics, Statistics and Applied Probability, and practitioners from the financial industry. It is a multi-disciplinary program that draws from the established strengths of the various NUS faculties. Some modules are co-taught by senior bankers and industrialists in the relevant field. There are also elective modules that are conducted at an intensive pace over one week that will be conducted overseas. Previous overseas modules were hosted by University of Oxford, Princeton University and the University of Waterloo.
To graduate from the program, each candidate is required to complete 40 modular credits. Out of the curriculum, five are core (compulsory) modules and one core financial engineering project. A minimum of four elective modules to be chosen out of the fourteen, although some electives may not be offered every year. All modules are of 4 Modular Credits (MCs) each unless otherwise stated.
Candidates are required to do a minimum of three modules in the first year. All candidates can enroll in the Financial Engineering Project module only after completing the five compulsory modules, or while completing the remaining compulsory modules in the same semester or term.
A minimum Cumulative Average Point (CAP) of 3.00 is required for graduation.
Click on each module below for more information.
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
Requirements
- 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.
