A collaboration with Advanced Risk and Portfolio Management (ARPM) allows MSc students to attend ARPM’s prestigious summer ARPM Bootcamp at a discount. Attending this class also gives an access to the ARPM Lab, an online platform that contains an extensivebody of knowledge for quantitative risk management and quantitative portfolio management. Successful completion of it exempts students from our Risk Analytics module.
In most cases, we expect that graduates from the Masters will take positions in quantitative analysis (or similar) in major financial institutions, such as in the City. The programme also prepares you to pursue further studies in academia.
Dr Colin Rowat
Dr Colin Rowat (Director, MSc Mathematical Finance, Economics) has a PhD in Economics from the University of Cambridge, and a Certificate in Advanced Risk and Portfolio Management from Baruch College. He is a member of the CFA Institute.
January 2017: Birmingham extends its partnership with Advanced Risk and Portfolio Management (ARPM)
ARPM - Advanced Risk and Portfolio Management is an education company founded by Attilio Meucci. ARPM's objective is to advance and disseminate the standards for quantitative risk management and quantitative decision making.
ARPM delivers the ARPM Bootcamp, an intensive 6-day quantitative finance course for a total of 50 hours (lectures + practice sessions). The ARPM Bootcamp grants access to the ARPM Lab and provides networking opportunity with hundreds of industry practitioners.
Students at University of Birmingham can attend the ARPM Bootcamp as an elective course, and gain credits toward the completion of their degree.
Summer 2016: Birmingham welcomes Daniel Duffy back as an external dissertation supervisor
Daniel J. Duffy is founder of Datasim Education and Datasim Financial. He has been working in industry since 1979 in areas such as oil and gas, CAD, engineering and computational finance as programmer, designer, author and trainer. He has written more than ten books on C++, C#, Finite Difference Method applied to finance. He is the originator of the very popular Baruch College course on C++. He also supervises MSc and PhD students. Daniel Duffy has an Irish passport and lives in the Netherlands. He has a PhD in Numerical Analysis from the University of Dublin (Trinity College).
Autumn 2016: Birmingham hires Nick Webber to teach C++ for Finance
Nick Webber learnt to programme with Algol 60 and has been programming ever since. Currently he is a Principal Lecturer at De Montfort University, Leicester, where, amongst other things, he develops computational methods for the numerical valuation of financial derivatives. Prior to joining DMU he was Reader in Finance at Warwick Business School. His research focus is on Monte Carlo methods; he has also developed fast lattice methods. He is the author of "Interest Rate Modelling" (Wiley, 2000) and "Implementing Models of Financial Derivatives in OOP VBA" (Wiley, 2011).
Before his academic incarnation Nick worked in system design and implementation in industry, both in IT groups and as a consultant. He has taught computational finance in C++ and VBA for many years, in Universities and to practitioners. He combines a research and theory oriented perspective with a long of experience with real applications. Nick has a PhD in Theoretical Physics from Imperial College, London.
The programme gives students access to special events that will enhance their experience. Previous events include master classes in C++ for finance with Daniel J. Duffy.
"Thank you very much for the C++ training. I have worked with my student in China using C++ and API to build up a securities trading platform. This programme is over 20,000 lines. C++ is very useful. I still keep in contact with Daniel Duffy." Zhenya Liu (Board of Directors of J.P. Morgan Futures Co., Ltd)
Students have been addressed by seminar speakers from: ABN AMRO, BetOnMarkets, BNP Paribas, CrowdAlpha, Deutsche Bank, Evolutionary Technology, Legal & General Investment Management, Marex Spectron, Morgan Stanley, npower, the Numerical Algorithms Group, the Royal Bank of Canada, Royal Bank of Scotland, Royal London Asset Management and StreamBase.
In July 2011, we enrolled in StreamBase University, giving our students access to Streambase's complex events processing software.
Students enrolled on the MSc Mathematical Finance programmes also have access to a password-protected discussion list and wiki.