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
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 Modelling Specialization
Learning Outcomes
To be able to solve real-life problems utilizing modelling, implementation, and interpretation.
Develop, analyze, and critically evaluate mathematical models for complex problems.
Select quantitative models and understand the assumptions and limitations.
Design and execute different phases of an analytics project.
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
Real-life problem solving.Develop strong quantitative and modelling abilities to find solutions for challenges in investment and sustainable finance decision-making.
Develop an in depth understanding of financial markets through knowledge of monetary exchange markets and various derivative products.
Acquire a holistic view of the state-of-art tools to manage finance projects in a firm .
Presentation skills to communicate outcomes and projects tp the various stakeholders.
Develop a quantitative mindset and algorithmic thinking to understand and handle financial uncertainty.
Develop responsible and ethical leadership skills and execute data-driven projects in an organization.
3. Data Engineering Specialization
Learning Outcomes
Solve real-life problems implementing modeling.
Develop, and critically analyze mathematical models for complex problems.
Select quantitative models, understand their assumptions and limitations in their implementation.
Effectively design and executive all phases of an analytics project.
Master state-of-the-art algorithms related to classical and data-driven modeling required for digital transformation in an organization.
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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Advanced Python Programming & Database Management. Advanced Statistical Methods for Modeling and Finance. Operations Research & Dynamic Programming. Applied Probability & Stochastic Modelling. Advanced Computational Methods I. Innovation Project Management.
Machine and Deep Learning. Stochastic Optimization. Numerical Linear Algebra & Parallel Computing. Advanced Computational Methods II. Special Topics and Seminars in Quantitative Modelling (*). Project S2 in Quantitative Modelling.
Machine and Deep Lee Stochastic Optimization Numerica Linear Algebra & Parallel computing. Probability Theory and Stochastic Processes. Fondations of Financial Markets. Accounting, Corporate and Sustainable Finance.
Machine and Deep Learning. Stochastic Optimization. Numerical Linear Algebra & Parallel Computing. Cloud Native Al & ML1. Special Topics and Seminars in Data Science (*). Project S2 in Data Science.
Graphs, Dynamic of Games and Learning. Machine Learning on Graphs and High Dimensional Approximation. Computational Biology. Computational Physics. Advanced Topics and Seminars in Quantitative Modeling (*). Project S3 in Quantitative Modelling.
Actuarial Science. Modern Portfolio Management. Stochastic Control in Finance and Insurance. Foreign Exchange, Interest Rotes, and Equity Modelling. Quantitative Risk Management. Asset Liability Management.
Graphs, Dynamic of Gomes, and Learning. Machine Learning with Graphs and High Dimensional Approximation Reinforcement Learning Cloud Native Al & ML1. Advanced Topics and Seminars in Data Science (*). Project S3 in Data Science.
Master’s Degree accredited by the Moroccan Ministry of Higher Education.
