Carnegie Mellon University, Master of Computational Finance

Carnegie Mellon University’s Master of Science in Computational Finance program offered at their Pittsburgh campus, in a city known for its great food, sightseeing adventures as well as history and entertainment. The campus is adjacent to Oakland’s Schenley Park, which features more than 4450 acres of trails and places for outdoor activities. Carnegie Mellon’s MSCF program is taught as an interdisciplinary collaboration of the Heinz College, the Mathematical Sciences Department, the Department of Statistics, and the Tepper School of Business. The MSCF program features a highly-integrated curriculum that perfectly balances academic theory and practice. The curriculum also lays an emphasis on programming – a very important skill in today’s increasingly technical financial markets. The program is divided into six, 7-week long semesters. The program’s courses helps students focus on the quantitative finance career paths in trading, financial modeling, quantitative portfolio management, and risk management. The school offers preparatory classes early in the program, which are then followed by core courses throughout the first year and additional elective courses in the final semester. The elective courses allow students to focus on the area of quantitative finance of most interest to you. It is important to comment that: the course schedule is essentially fixed so that each set of courses acts as a foundation for the next, more advanced set. These courses are so designed to ensure graduates of the program possess a consistent ability to meet the analytical and technical challenges and opportunities facing the financial industry. Graduates of this program are able to manage and analyze large financial data sets to build trading, investment, and risk models that assist in financial decision-making.