Student ID:__________________________ Student Name:_______________________ Adviser Name:_______________________ Bulletin: 2014-2016 Undergraduate and Graduate Bulletin (with addenda) Program: Financial Engineering, Technology and Algorithmic Finance Track, M.S. Minimum Credits Required:__________________

Financial Engineering, Technology and Algorithmic Finance Track, M.S.

Graduates of the Technology and Algorithmic Finance Track are actively involved in the development and implementation of the entire spectrum of algorithmic trading strategies, software applications, databases and networks used in modern financial services firms. The techniques it applies bridge computer science and finance to prepare graduate to participate in large-scale and mission-critical projects. Applications include high frequency finance, behavioral finance, agent-based modeling and algorithmic trading and portfolio management.

Upon graduation, students of the Technology and Algorithmic Finance track will have developed software projects ranging from behavioral models to bespoke derivative valuations to financial trading, information management and tools and financial platforms. Students would be familiar with the use and role of technology in front, middle, and back offices; common trading strategies and how to implement and back-test them; and how to create new models and build new useful tools quickly.

Required to Complete the Financial Engineering MS program

  • 5 core courses, each 3 credits totaling 15 credits
  • Track-required courses totaling 7.5 credits
  • 1 required applied lab worth 1.5 credits
  • 6 credits of electives
  • 1 capstone experience of 3 credits
  • Capstone assessment (0 credits)
  • Bloomberg Certification (0 credits)

Total # of credits: 33

Core Courses (15 Credits)

Course NameCreditsTerm TakenGradeNode
FRE-GY 6003 Financial Accounting 3 Credits
FRE-GY 6023 Economic Foundations in Finance 3 Credits
FRE-GY 6083 Quantitative Methods in Finance 3 Credits
FRE-GY 6103 Corporate Finance 3 Credits
FRE-GY 6123 Financial Risk Management and Asset Pricing 3 Credits

Track-Required Course

Course NameCreditsTerm TakenGradeNode
FRE-GY 6153 Foundations of Financial Technology 3 Credits

3 Courses from the Following

Students may choose from the courses below to fill the electives requirement in addition to the options in the Recommended Electives section.

Course NameCreditsTerm TakenGradeNode
FRE-GY 6131 Clearing and Settlement and Operational Risk 1.5 Credits
FRE-GY 6883 Financial Computing 3 Credits
FRE-GY 7121 Statistical Arbitrage 1.5 Credits
FRE-GY 7211 Forensic Financial Technology and Regulatory Systems 1.5 Credits
FRE-GY 7221 Big Data in Finance 1.5 Credits
FRE-GY 7251 Algorithmic Trading & High-Frequency Finance 1.5 Credits
FRE-GY 7261 News Analytics and Strategies 1.5 Credits

Recommended Electives (6 Credits)

Course NameCreditsTerm TakenGradeNode
FRE-GY 6041 Extreme Risk Analytics 1.5 Credits
FRE-GY 7831 Topics in Financial and Risk Engineering I: FINANCIAL ANALYTICS & BIG DATA 1.5 Credits
FRE-GY 7851 Topics in Financial and Risk Engineering II 1.5 Credits
FRE-GY 6251 Numerical and Simulation Techniques in Finance 1.5 Credits
FRE-GY 6451 Behavioral Finance 1.5 Credits
FRE-GY 7241 Algorithmic Portfolio Management 1.5 Credits
FRE-GY 7801 Topics in Finance and Financial Markets I 1.5 Credits
FRE-GY 6511 Derivatives Algorithms 1.5 Credits

Recommended Lab (1.5 credits)

The following are recommended labs for this track:

Course NameCreditsTerm TakenGradeNode
FRE-GY 6883 Financial Computing 3 Credits

For FRE-GY 6883, 1.5 credits count as lab and 1.5 credits as elective.

FRE-GY 6871 R in Finance 1.5 Credits
Notes: