Quantitative finance – Solvay Advanced Masters #cheap #finance #cars

#quantitative finance


Programme overview

A highly challenging one-year programme designed to prepare you for a successful career as a financial professional. ”- Jeroen Kerkhof Academic Director of the AM in Quantitative Finance

The Advanced Master in Quantitative Finance offers a unique set of quantitative tools in finance. Through a well-selected set of courses in Mathematics, Statistics / Econometrics, Finance, and Programming you will gain the all the necessary skills to become a successful financial professional. The programme covers quantitative asset management, derivative pricing and risk management and is particularly well-suited for students with a quantitative background, obtained either from recent education or through professional experience.

This programme provides students with a broad and relevant overview of different topics in quantitative finance, and it is very helpful for finding a job in Belgium. ”- Jean-François, Alumni 2014

Programme objectives

The main objective is to train a new generation of financial professionals. You will gain cutting-edge knowledge in quantitative finance and learn to apply it to real-life problems. You will not only be exposed to some of the latest and

most used techniques and models, but also understand their advantages and limitations.

After graduating, you will be able to:

  • build asset management strategies
  • construct robust asset portfolios
  • evaluate portfolio risk quantitatively and qualitatively
  • efficiently extract data from massive databases
  • understand the valuation aspects of counterparty risk
  • able to value and understand the trading of complex derivatives

The programme is comprehensive and goes deep in every subject. Consequently it is very demanding. But you are not alone. Teachers are always willing to push you forward and students help each other a lot. ”- Céline, Alumni 2014

Your profile

Programme content

The courses of the programme are subject to marginal changes.

Programme framework

The course starts mid September with two weeks of intensive preparatory courses in probability and programming.
Term 1, October and November, provides the technical background, with courses on stochastic calculus, estimation theory, simulation and programming.
Term 2 builds the theoretical foundations of asset pricing and derivatives pricing. Furthermore, C++ programming is started and its application in finance.
In Term 3, more specialised courses are taught in the field of Fixed Income, Financial Econometrics, Risk Management and Asset Pricing Practice.
Term 4 provides courses on advanced and specialised topics, such as Credit risk, Financial Big Data, Derivatives Pricing Practice and Product Structuring.
The final term, lasting three months and ending in August, is devoted to the final thesis or to a corporate internship, based on the participant’s performance over the year.


Faculty information

The faculty consists of a fine-tuned and international combination of scholars and practitioners, from expert quants to high-profile managers. Some of the practitioners, to name but a few, are directors of central banks and heads of market-risk and derivatives structuring in large financial corporations. The programme faculty includes:

  • Andrew Threadgold
  • Céline Vaessen
  • Pierre Francotte
  • Davy Paindaveine
  • Juan Carlos Rodriguez
  • Jeroen Kerkhof
  • Olivier Scaillet
  • Karim Marrakchi
  • Thomas Alderweireld
  • Wim Van Hyfte
  • Siegfried Hörmann

Academic Director of the Advanced Master in Quantitative Finance

Job opportunities

Job opportunity

The obvious companies for such profiles are large financial institutions, private banking, and hedge funds, seeking to fulfil positions like quant team member, risk manager, quant analyst/risk modeller, asset liability manager, derivatives specialist, financial supervisor and product structurer.

Geographically, job opportunities are not only concentrated to Europe, in particular London, Paris, Amsterdam, Frankfurt, and Zurich, but are extended to the rest of the world (e.g. Singapore, Hong Kong and New York).

However, to successfully grow in your professional life and make the right choices for your career, it is fundamental to define your goals and have the tools to achieve them. The Solvay Brussels School’s career service will help you in building your career thanks to its strong connection with the business sector and to its dynamic team who will accompany each participant into the professional world. From self-assessment to networking opportunities, our team will assist participants to realise their full potential. Through a full range of seminars, coaching sessions, workshops, events and other resources, we help our participants to discover the career path best suited to their personal fulfilment.


Practical information

If you wish to join the Advanced Master in Quantitative Finance in September 2016, please follow the four main steps of our admission procedure:

1- Complete and submit the online pre-enrolment form together with the required documents.
2- Receive feedback on your eligibility from the Academic Director.
3- Have a personal interview with the Academic Director.
4- Receive feedback on your admission. If positive, please note that you will have two weeks to finalise your registration by:
Completing, signing and sending back the admission documents
Pay a deposit of €2000

Important. non EU-citizens must somehow be aware that student visa procedures may take up to 3 months, and therefore check the timing and conditions of their nearest Belgian Embassy before considering applying after June 2016.

Additionally, non-EU applicants must take into consideration that getting a student visa for Belgium implies the obligation to prove their sufficient and regular means of subsistence (631 EUR net/month in 2016-2017) or their sponsor s. If they can’t, Solvay can support them if the applicant transfers the requested amount covering 12 months on a school deposit account (which will be redistributed on a monthly basis to the student as soon as a Belgian bank account has been created). For more information visit this link or contact the nearest Belgian embassy .

Early-Bird discount. Receive a 10% discount by submitting your application before April 10th, 2016 (valid only for registrations confirmed within 2 weeks from receipt of the admission documents).

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