Professional Master programme in Quantitative Risk Management - 9048

Code 9048
Academic Year 2016-2017
Subject area Sociology, Economics, Law
Campus Bologna
Level Second
Director Luca De Angelis
Duration Annual
Teaching methods Conventional
Language English
Cost €. 5.000
Instalments I Instalment: €. 3.000 - II instalment: €. 2.000 (deadline: 28/04/2017)
Application deadline

Nov 16, 2016 (Expired)

Enrollment start and end From 28/11/2016 to 12/12/2016
Main Department
Department of Statistical Sciences "Paolo Fortunati" - STAT
Economics, Management and Statistics
Professional Profile
The aim of the professional master programme in Quantitative Risk Management is to train participants 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 programme provides the skills to deal with emerging aspects in risk measurement and management in the context of recent regulatory developments.
Number of participants
Min: 15 Max: 25
Admission qualifications
The programme is reserved for candidates who, by at the time of enrolment, 12/12/2016 are in possession of the following qualifications and access requirements:
Second cycle degree/two year master in the following fields: Finance, Physics, Computer Science, Industrial Engineering, Computer Engineering, Mathematics, Mathematical Engineering, Information Security, Enviromental and Cultural Economics, Business Economics, Statistical Sciences, Statistical, Financial and Actuarial Sciences.
According to a positive assessment of the Admission Board, candidates with Master’s degrees in the fields of International Relations, Economics, Political Science and Public Administration can be admitted at the programme, provided they are in possession of job experiences and qualifications showing qualified expertise in the subjects covered by the professional master programme.
It should in any case be noted that the following are required:
a) a 2nd cycle qualification obtained in Italy according to the Bologna Process (degree from the previous system, specialist/2nd cycle degree, single cycle degree)
b) an equivalent qualification obtained abroad under the legal degree system of the country issuing the qualification.

Linguistic skills
Candidates have to provide evidence of their English language knowledge (level B1 or higher) through their certificates. In the absence of such certificates, applicants will prove their knowledge of English language through an interview in the selection
Selection criteria
Admission to the professional master programme is subject to the positive assessment following the candidate's qualifications and interview
Selection date
Nov 21, 2016
Study plan
  • Financial Econometrics - SECS-P/05
  • Volatility modelling - SECS-P/05

  • Programming -  SECS-S/01

  • Probability - SECS-S/06

  • Financial calculus - SECS-S/06

  • Derivatives - SECS-S/06

  • Financial products - SECS-P/09

  • Financial intermediation - SECS-P/11

  • Financial regulation - SECS-P/11

  • Market risk - SECS-S/06

  • Credit risk - SECS-S/06

  • Credit scoring - SECS-S/01

  • Statistics - SECS-S/01

Compulsory attendance