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Home , Computational finance, Financial engineering

Master of Science FINANCIAL The Master of Science in (MSFE) is a multidisciplinary program involving financial theory, the methods of engineering, the tools of , and the practice of programming. Our MSFE Program provides a one year 36-point training in the application of engineering methodologies and quantitative methods to finance. It is designed for students who seek positions in the securities, banking, financial management, and consulting industries, or as quantitative analysts in finance departments.

Dr. Consulting & 100% of students in this Director, MSFE Program Corporate program are employed by “Several of our courses Trading the time of graduation are taught by people Students are employed by who make a living companies such as: doing what they teach. Learning the equations is AQR Barclays not enough. You have to BlackRock know where they come Bloomberg from, when to trust them, Goldman Sachs and how to modify them Quantitative Strategy JP Morgan & Portfolio Management & Modeling & Research to take account of the Morgan Stanley world beyond theory.”

Meet an Application Deadline Admissions Officer January 5 Mondays & Fridays 10:30-11:30am of the year of matriculation RSVP ieor.columbia.edu/masters/financial-engineering [email protected] ieor.columbia.edu/ieor-admissions

Department of & 500 West 120th Street, Room 315 | New York, NY 10027 [email protected] The Columbia MSFE Program provides students with the tools of the trade and their use in modeling financial markets and instruments. The core curriculum includes courses in processes, optimization, numerical techniques, Monte Carlo simulation, and data analysis. Students also study portfolio theory, derivatives valuation, and financial risk analysis, making use of the methods they have learned. In addition, the Program features five concentration areas inAsset Management, Computation & Programming, & Trading Systems, Derivatives, and Finance & . Course Highlights Dr. Ali Hirsa Students can specialize in a number of professional concentrations including: MSFE Program Director • • Asset Allocation • Credit Risk & Credit Derivatives • Quantitative Risk Management “Financial Engineering has been and Computation & Programming will be evolving. We at the Columbia • Analysis of MSFE have been the pioneer in the • Applications Programming for Financial field, from new innovated courses Engineering to professors/practitioners who are • Programming for Financial Engineers offering them. That is our pledge to Computational Finance & Trading Systems our esteemed students.” • Computational Methods in Finance • Financial Correlations - Modeling, Trading, Risk Management & AI • Foreign Exchange & Related Derivatives Instruments • Quantitative Risk Management Dr. Tamar Hofer MSFE Career Derivatives Placement Director • Credit Risk and Credit Derivatives • Fixed Income & Term Structure Modeling • Implied Volatility Smile • Structured and Hybrid Products

“I work with our elite and talented Finance & Economics • Advanced group of MSFE students to hone their • Stochastic Control & Financial Applications ability to demonstrate their highly • Quantitative Corporate Finance technical quantitative skills through • Quantitative Risk Management

a polished professional presentation. To paraphrase our top Wall Street firm • Applications Programming contacts, ‘Columbia MSFE students • Computing for Business Research • Quantitative Pricing & Revenue Analysis are by far the most well-rounded students we interview on the street’ Machine Learning for Financial Engineering and this has helped us place students • Big Data in Finance • Deep Learning at top investment , hedge funds, • Machine Learning and other financial services firms.” • Pricing Strategies

Department of Industrial Engineering & Operations Research 500 West 120th Street, Room 315 | New York, NY 10027 [email protected]