Master in Quantitative Financial Modeling

Start Date
October 2023

Location
UM6P Benguerir & UM6P Rabat, Morocco.

Target
Moroccan or international candidates holding a Bachelor/License Degree, preferably in applied mathematics, statistics or computer science.

Duration
2 years

Language
English/French

Format
Face-to-Face

ADVANTAGES

MODULES

DEGREES

The Master of Science in Quantitative and Financial Modelling (QFM) is a 2-year program that has tapen designed to provide advanced training in novel quantitative advanced approaches and techniques to solve complex challenges that organizations face. The QFM program provides specializations in the three following streams:

1. Quantitative Modeling Specialization

Learning Outcomes

bullet  To be able to solve real-life problems utilizing modelling, implementation, and interpretation.

bullet  Develop, analyze, and critically evaluate mathematical models for complex problems.

bullet  Select quantitative models and understand the assumptions and limitations.

bullet  Design and execute different phases of an analytics project.

bullet  Master state-of-the-art algorithms related to classical and data-driven modelling required for digital transformation in an organization.

2. Financial Engineering Specialization

Learning Outcomes

bullet  Real-life problem solving.Develop strong quantitative and modelling abilities to find solutions for challenges in investment and sustainable finance decision-making.

bullet  Develop an in depth understanding of financial markets through knowledge of monetary exchange markets and various derivative products.

bullet  Acquire a holistic view of the state-of-art tools to manage finance projects in a firm .

bullet  Presentation skills to communicate outcomes and projects tp the various stakeholders.

bullet  Develop a quantitative mindset and algorithmic thinking to understand and handle financial uncertainty.

bullet  Develop responsible and ethical leadership skills and execute data-driven projects in an organization.

3. Data Engineering Specialization

Learning Outcomes

bullet  Solve real-life problems implementing modeling.

bullet  Develop, and critically analyze mathematical models for complex problems.

bullet  Select quantitative models, understand their assumptions and limitations in their implementation.

bullet  Effectively design and executive all phases of an analytics project.

bullet  Master state-of-the-art algorithms related to classical and data-driven modeling required for digital transformation in an organization.

ADVANTAGES

Acquire and apply the fundamental concepts in your area of study.

Identify, formulate and implement innovative, socially and ethically responsible recommendations.

Adding value to your organization and/or the society, in Africa or beyond.

Function and communicate effectively autonomously, as a creative leader, and collectively, as a team player and catalyst of learning, innovation and growth.

Demonstrate leadership, for yourself and others, incorporating social, economic and ethical dimensions for an inclusive organization.

Acquire techno-fluency, integrating technology and analytics in management.

Embrace complexity and uncertainty for decision-making.

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MODULES

1st Semester | Common Courses

bullet  Advanced Python Programming & Database Management.
bullet  Advanced Statistical Methods for Modeling and Finance.
bullet  Operations Research & Dynamic Programming.
bullet  Applied Probability & Stochastic Modelling.
bullet  Advanced Computational Methods I.
bullet  Innovation Project Management.

2nd Semester | Quantitative Modelling Specialization

bullet  Machine and Deep Learning.
bullet  Stochastic Optimization.
bullet  Numerical Linear Algebra & Parallel Computing.
bullet  Advanced Computational Methods II.
bullet  Special Topics and Seminars in Quantitative Modelling (*).
bullet  Project S2 in Quantitative Modelling.

2nd Semester | Financial Engineering Specialization

bullet  Machine and Deep Lee
bullet  Stochastic Optimization
bullet  Numerica Linear Algebra & Parallel computing.
bullet  Probability Theory and Stochastic Processes.
bullet  Fondations of Financial Markets.
bullet  Accounting, Corporate and Sustainable Finance.

2nd Semester | Data Engineering Specialization

bullet  Machine and Deep Learning.
bullet  Stochastic Optimization.
bullet  Numerical Linear Algebra & Parallel Computing.
bullet  Cloud Native Al & ML1.
bullet  Special Topics and Seminars in Data Science (*).
bullet  Project S2 in Data Science.

3rd Semester | Quantitative Modelling Specialization

bullet  Graphs, Dynamic of Games and Learning.
bullet  Machine Learning on Graphs and High Dimensional Approximation.
bullet  Computational Biology.
bullet  Computational Physics.
bullet  Advanced Topics and Seminars in Quantitative Modeling (*).
bullet  Project S3 in Quantitative Modelling.

3rd Semester | Financial Engineering Specialization

bullet  Actuarial Science.
bullet  Modern Portfolio Management.
bullet  Stochastic Control in Finance and Insurance.
bullet  Foreign Exchange, Interest Rotes, and Equity Modelling.
bullet  Quantitative Risk Management.
bullet  Asset Liability Management.

3rd Semester | Data Engineering Specialization

bullet  Graphs, Dynamic of Gomes, and Learning.
bullet  Machine Learning with Graphs and High Dimensional Approximation
bullet  Reinforcement Learning
bullet  Cloud Native Al & ML1.
bullet  Advanced Topics and Seminars in Data Science (*).
bullet  Project S3 in Data Science.

TESTIMONIALS
DEGREES

Master’s Degree accredited by the Moroccan Ministry of Higher Education.