Newcastle University Business School

Quantitative Finance and Risk Management MSc

Quantitative Finance and Risk Management MSc

Click through the tabs below to discover useful information about your degree programme, assessment arrangements and who to go to for support.

Your Programme

This section aims to provide you with some key information on your degree programme. Generic information relating to postgraduate degrees can be found on the Business School Postgraduate Blackboard Community and in the Postgraduate Study Guide.

About the programme

Worldwide growth in the financial services sector has fuelled the demand for graduates with a sound understanding of generalist finance issues (corporate and behavioural finance etc), combined with specialist skills in quantitative methodology and risk management (derivatives and credit risk modelling).

The Quantitative Finance and Risk Management MSc degree builds on the Business School’s established strengths in economics and finance and is closely aligned to our successful Banking and Finance MSc and Finance MSc programmes.

More specifically, the programme provides opportunities for students to develop relevant skills and a practical understanding of:

  • the behaviour of international financial markets
  • the ability to analyse the strategies of financial market investors
  • an understanding of the role of finance in a modern economy
  • an advanced understanding of empirical modelling techniques, specifically the MATLAB programming language

Induction week

There will be an induction week for your Master’s programme at the start of Semester 1, including sessions with your programme director, your designated personal tutor, group activities and social events. This week is also your opportunity to familiarise yourself with the University, the facilities available such as the Robinson Library, and check details such as your timetable. A full schedule for the week will be included in your welcome pack on the first day of induction week and will also be published in the ‘Student Life’ section of the Business School website.

Assessment

The assessment will depend on the individual module. You can expect to be assessed by a variety of means including:

  • examinations
  • assignments both individual and group
  • presentations
  • dissertation

The mix of assessment methods is to allow you to demonstrate your understanding of the knowledge outcomes of the programme and also your assimilation of the skills developed during your Master’s programme.

The assessment methods used in individual modules are included in the module outlines. The assessments for the taught modules are summarised in the table below.

Details of assessment deadlines will be provided on the Postgraduate Blackboard Community within the first two weeks of term to allow you to plan your workload. You should familiarise yourself with the assignment submission procedures available on the Postgraduate Blackboard Community. 

Most assignment deadlines are set at 10.00 on a Monday morning. This timing was decided upon following feedback from students in previous years as it allows you to make full use of the weekend for working on your assessment but doesn’t overlap with classes on a Monday. Please note that work submitted after the specified deadline, even by just a few minutes, will be treated as a late submission in line with University policy. Please see further details in the Postgraduate Study Guide on late submission of assessed work.

Occasionally, a module leader may change an assignment deadline (almost always to a later date). You will be notified of this in advance by e-mail by either the module leader or the relevant programme secretary. For all assignment deadlines, you should receive your marks and feedback within 20 working days. There may be certain exceptions to this turnaround time, but you will be notified of this at the time the deadline is set. For Semester 1 exams, generic feedback will be provided for the module early in Semester 2 to help you prepare for Semester 2 exams. For any students required to resit any exam, as a minimum generic feedback will be provided at least four weeks before the resit exam. Individual feedback for any exam can be provided on request after exam boards have met.

Module

Compulsory/ core/optional

Individual assignment(s)

Group assessment

Examination

Financial Theory

Compulsory

 

 

100%

Research Methods

Compulsory

20%

 

80%

Financial Derivatives

Compulsory

 

20%

80%

Introductory Econometrics

Compulsory

 

 

100%

Risk Modelling

Compulsory

 

 

100%

Time-Series Econometrics

Compulsory

 

20%

80%

Applied Econometrics

Compulsory

 

100%

 

MATLAB for Finance

Compulsory

100%

 

 

Cross Sectional and Panel Econometrics

Optional

 

 

100%

International Money and Banking

Optional

 

 

100%

Behavioural Finance

Optional

100%

 

 

Retail and Investment Banking

Optional

 

 

100%

Your contacts

Degree Programme Director

The degree programme director (DPD) oversees your Masters programme and can help you with questions about the programme as a whole.

Dr Markus Jochmann
Lecturer in Economics, DPD MSc Quantitative Finance & Risk Management

Email:
Telephone: +44 (0) 191 208 1663

Programme Secretary

The programme secretary is your main point of contact for administrative queries relating to your programme, such as information about procedures or deadlines.

Contact via Student Enquiries, The Hub (room 5.07), Business School @ Barrack Road or on 0191 208 1587.

Susanne Laidler
Programme Secretary

Email:
Telephone: +44 (0) 191 208 1582

Director of pre-experience postgraduate programmes

Dr Maioli oversees all pre-experience postgraduate programmes in the Business School

Dr Sara Maioli
Lecturer in Economics, Director of Postgraduate Studies

Email:
Telephone: +44 (0) 191 208 1665

Senior Tutor

You will be allocated your own personal tutor who is there to help you with matters of a more personal nature. In addition, you can contact the senior tutor who has overall responsibility for pastoral matters and is chair of the staff–student committee for your programme.

Dr Pascal Mossay
Senior Lecturer in Economics

Email:
Telephone: +44 (0) 191 208 1668

Business School careers adviser

Our careers adviser can help you with information and guidance on careers and employment, both during and after your studies.

Ailsa McCleod

 

Details on the teaching team will be provided in the first lecture for each module. 

A complete list of Business School academic and professional support staff, along with contact details, can be found online. Staff profiles are also available via this link illustrating the research and teaching interests of academic members of staff.

Details of Economics staff can also be found online.