Postgraduate Research Course

MSc (by Dissertation) Computational Finance

MSc (by Dissertation) Computational Finance

Overview

The details
Computational Finance
October 2020
Full-time
2 years
Colchester Campus

We offer research supervision for our MSD Computational Finance in the following fields: agent-based modelling of financial markets; computational risk management; high-frequency finance; and the use of computational-intelligence methods for investment decision making. We provide a vibrant research environment so our MSD students publish papers in prestigious international conferences and often attract the attention of industry and government; one of our PhD students was recently invited to present their research on term structure models to the Bank of England and many others get the opportunity to directly apply their research through internships at investment banks and hedge funds.

Our graduates have gone on to become quantitative analysts, portfolio managers and software engineers at various institutions, including major investment banks like HSBC and Mitsubishi UFJ Securities.

Why we're great.
  • We have an international reputation for leading-edge, interdisciplinary work combining economic and financial modelling with computational implementation.
  • Our research is geared towards practical applications, and many of our academic staff have experience of applying their findings in industry and in advising the UK government.
  • We are supported by Essex’s highly rated Department of Economics, School of Computer Science and Electronic Engineering, and Essex Business School.
THE Awards 2018 - Winner University of the Year

Our expert staff

Within CCFEA, our MSD students are normally jointly supervised by academic staff in two of our constituent departments, in order to give you an interdisciplinary perspective to your topic of research.

Specialist facilities

Our Centre for Computational Finance and Economic Agents is based within our School of Computer Science and Electronic Engineering.

Our School provides twelve laboratories exclusively for computer science and electronic engineering students. Three of our software labs are open for 24 hours a day including weekends and you have free access to the labs except when there is a scheduled practical class in progress. Our labs are managed by an experienced and dedicated team of technical support staff who can assist you - for example, advising on how to overcome programming problems.

Your future

Graduates of our Centre have gone on to become quantitative analysts, portfolio managers and software engineers at various institutions, including major investment banks like HSBC and Mitsubishi UFJ Securities.

We have an extensive network of industrial contacts through our City Associates Board and our alumni, while our expert seminar series gives you the opportunity to work with leading figures from industry. A number of our students have held internships with prestigious City institutions, such as HSBC, Old Mutual and the Bank of England.

Entry requirements

UK entry requirements

You will need a good Masters degree, or equivalent, in a related subject.

A well-developed research proposal is also essential. You must be experienced in at least one high-level programming language (such as Matlab, Java or Python).

You will normally be required to attend an interview/Skype interview for acceptance, and acceptance is subject to research expertise in the department.

International & EU entry requirements

We accept a wide range of qualifications from applicants studying in the EU and other countries. Get in touch with any questions you may have about the qualifications we accept. Remember to tell us about the qualifications you have already completed or are currently taking.

Sorry, the entry requirements for the country that you have selected are not available here. Please select your country page where you'll find this information.

English language requirements

If English is not your first language, then we will require you to have IELTS 6.0 with a minimum of 5.5 in each component

Structure

Example structure

A research degree doesn't have a taught structure, giving you the chance to investigate your chosen topic in real depth and reach a profound understanding. In communicating that understanding, through a thesis or other means, you have a rare opportunity to generate knowledge. A research degree allows you to develop new high-level skills, enhance your professional development and build new networks. It can open doors to many careers.

Assessment

Our MSD programme is one year full time, and two years part time.

Fees and funding

Home/EU fee

£5,103

International fee

£15,460

Fees will increase for each academic year of study.

What's next

Open Days

We hold open days for all our applicants throughout the year. Our Colchester Campus events are a great way to find out more about studying at Essex, and give you the chance to:

  • tour our campus and accommodation
  • find out answers to your questions about our courses, graduate employability, student support and more
  • talk to our Fees and Funding team about scholarship opportunities
  • meet our students and staff

If the dates of our organised events aren’t suitable for you, feel free to get in touch by emailing tours@essex.ac.uk and we’ll arrange an individual campus tour for you.

2020 Open Days (Colchester Campus)

  • Wednesday, March 18, 2020

Applying

You can apply for our postgraduate courses online. You’ll need to provide us with your academic qualifications, as well as supporting documents such as transcripts, English language qualifications and certificates. You can find a list of necessary documents online, but please note we won’t be able to process your application until we have everything we need.

There is no application deadline and we aim to respond to applications within four weeks. If we are able to offer you a place, you will be contacted via email.

We encourage you to make a preliminary enquiry directly to a potential supervisor or the Graduate Administrator within your chosen Department or School. We encourage the consideration of a brief research proposal prior to the submission of a full application.

Colchester Campus

Visit Colchester Campus

Home to over 13,000 students from more than 130 countries, our Colchester Campus is the largest of our three sites, making us one of the most internationally diverse campuses on the planet - we like to think of ourselves as the world in one place.

The Campus is set within 200 acres of beautiful parkland, located two miles from the historic town centre of Colchester – England's oldest recorded town. Our Colchester Campus is also easily reached from London and Stansted Airport in under one hour.

 

Virtual tours

If you live too far away to come to Essex (or have a busy lifestyle), no problem. Our 360 degree virtual tour allows you to explore the Colchester Campus from the comfort of your home. Check out our accommodation options, facilities and social spaces.

Exhibitions

Our staff travel the world to speak to people about the courses on offer at Essex. Take a look at our list of exhibition dates to see if we’ll be near you in the future.

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