29/07/2016
29/07/2016
The full-time Master's in Quantitative Risk Management was developed through a collaboration between CRIF and the Department of Statistical Sciences at the University of Bologna. The aim of the Master's is to train experts in the risk management of financial intermediaries, able to perform tasks related both to financial market trend analysis and the definition of market and credit risk management strategies. In particular, the Master's provides the skills to deal with emerging aspects in risk measurement and management in the context of recent regulatory developments.
Following an introduction to the key concepts of probability, statistics, econometrics, financial engineering, and institutions in the financial intermediation markets, the course introduces emerging aspects of market and credit risk. In the field of credit risk, the primary objective of the Master's is to provide skills in the analysis of so-called “big data”, i.e. the enormous amount of data that financial institutions have to deal with.
In order to help students enter the world of work, the practical focus of the training course is implemented through the use of the most common computing techniques used by financial institutions. The Master's will be conducted entirely in English. The training course also includes a practical internship lasting 300 hours at CRIF SpA or one of its partner companies.
The course is aimed at graduates in economics, statistics, mathematics, physics, engineering and political sciences (with a solid quantitative background). A good knowledge of English is required, certified to B1 level or above. In the absence of certification, the applicant's English level will be assessed during a selection interview.
The fees are € 5,000, to be paid in two installments of € 3,000 and € 2.000. CRIF offers 5 grants of € 5,000, which will be allocated to the top five candidates in the selection ranking.
