Quant Guide 2020: University of Technology Sydney

The University of Technology Sydney is part of an expanded group of programmes from the Asia-Pacific region in this year’s Risk.net quant guide. The programme runs for one year for full-time students and can take up to three for part-timers; it is overseen by Nadima El-Hassan, senior lecturer in finance.

The faculty is six instructors for an average class size of 22 students. Modules include probability theory and stochastic analysis; computational methods in finance and model implementation; financial econometrics; and risk management. The computational methods class includes quantitative problem-solving using Python and Visual Basic, and the programming work done by students during their studies – one part of which is a research project – is added to an open-source library of Python solutions for complex problems.

New courses include additional mathematics and statistics topics, as well as classes in data science. Despite expanding the list of available courses, the programme will remain compact; no new lecturers were added to the faculty in the last year. Faculty members are active in research – among them, chair of quantitative finance Eckhard Platen, professor of mathematics Alexander Novikov, and director of the university’s quantitative finance research centre Erik Schlögl. The programme also taps industry professionals and its own graduates, who give their perspectives on developments in financial practice.

Of late, UTS’s quant graduates have tended to take positions in “risk-related areas with an emphasis on data analysis”, El-Hassan says, adding that consulting firms are showing greater interest in UTS grads.

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