HIGHLIGHTS
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Year Full-time
Duration
ADMISSION
CONTACT PROGRAM
Master Degree in Financial Engineering (MFE)
Faculty of Commerce and Accountancy
Chulalongkorn University
+66 2218 5674 – 5
mfe@cbs.chula.ac.th
Overview
In the global financial industry today, advancements in the financial markets and developments in the field of financial engineering have given rise to the demand for finance professionals who have strong technical and quantitative skills.
As financial engineering becomes an increasingly important field in finance, practitioners are often required to work with sophisticated mathematical models and numerical algorithms to perform various job functions, such as pricing complicated securities, developing trading strategies, assessing/managing risk and evaluating the performance of firms.
at Chula
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World-Class Accredited Interdisciplinary Program with Rigorous Technical Training
Launched in 2012 by the Faculty of Commerce and Accountancy, and the Faculty of Engineering at Chulalongkorn University, the Master in Financial Engineering (MFE) is an interdisciplinary program which provides a rigorous technical training for students who plan to pursue a leading position in risk management, regulatory bodies, funds, investment banks, commercial banks, financial software companies and other firms around the world. The program has been awarded world-class accreditation from AACSB (the Association to Advance Collegiate Schools of Business) for 5 years (2015-2020) and AACSB Accreditation (2019-2022).
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Cutting-Edge Knowledge to Ensure Successful Career
Our curriculum will equip students with cutting-edge knowledge in applied mathematics, which is complimented by a strong foundation in finance — a winning combination that will provide graduates with a competitive advantage when pursuing a successful career in finance.
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Flexible Programs: Full-Time or Part-Time
MFE offers both one-year full-time and two-year part-time programs with a variety of theoretical and practical courses such as stochastic models, stochastic calculus, optimization, simulation, financial modelling, derivatives, fixed incomes, market microstructure, risk management, portfolio management and algorithmic trading.
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Excellent Financial Lab & Facilities
We also provide excellent facilities for students. The Faculty of Commerce and Accountancy has a financial laboratory that provides students with exceptional learning experience and numerous research databases. Many of our students won prizes in trading competitions both nationally and internationally.
Career Opportunities
Our graduates are hired by many leading firms in the areas of risk management, portfolio management, trading, financial modeling and programming, derivative pricing and structuring, actuarial science and consulting. Some of our alumni pursue doctoral studies at world-class universities and some work for companies abroad. Possible careers include:
Admission
The MFE program seeks for applicants with strong quantitative skills, and computer programming experience who are interested in complex financial markets and instruments. The following are preferred qualifications.
Admission Qualification:
- A Bachelor’s degree from an accredited institution in quantitative fields (E.g. Engineering, Physics, Mathematics, Statistics, Economics and Finance).
- Post-university work experience in financial fields.
- Some exposure in computer programming (E.g. C, C++), mathematical tools (E.g. Matlab, Mathematica), and statistical applications (E.g. SAS, RATS, S-Plus, R).
- A strong quantitative background including linear algebra, multivariate calculus, differential equations, numerical analysis and advanced statistics and probability.
- Excellent written and spoken English communication.
Program Structure
The MFE program is run on a trimester basis. Each trimester lasts for 4 months. We offer both full-time and flexible (part-time) programs and all courses are taught in English. The full-time program has two options: Plan A (Thesis track) and Plan B (Special Project Track). The flexible program has only Plan B.
Full-time vs Flexible Program
Choose the study program that suits you best. Our full-time program is designed as a 1-year program. For the flexible program, students register for fewer course per term, and the curriculum spans 2 years. Classes in both programs meet weekdays evening or on weekends.
Special Project vs Thesis
Our unique curriculum culminates in students’ developing their Special Projects. Alternatively, students who wish to produce more academically-intensive works will have the option of doing Thesis instead of Special Project.
See Study Plan here. For Course Description visit here.
Note: For admission, applicants are recommended to take Quantitative Aptitude Test (QAT) instead of GRE Math Subject Test unless they are not in Thailand. Please find the details here.
Contact
Master Degree in Financial Engineering (MFE)
Faculty of Commerce and Accountancy
Chulalongkorn University
Mahitaladhibesra Building, 10th Floor
254 Phayathai Road, Pathumwan, Bangkok 10330 Thailand
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