Quant Guide 2021: University of York

York, UK

 

The University of York once again has two programmes represented in this year’s Quant Guide. The MSc in Financial Engineering (MFE), led by Paola Zerilli, a lecturer in the economics department, and mathematics professor Andrea Meireles Rodrigues, who takes over from former co-director Alet Roux. The MSc in Mathematical Finance (MMF) is now supervised by professor of mathematical finance Jacco Thijssen.

Both programmes have made relatively large gains in size compared with the last guide: the MFE now has 41 full-time students versus last year’s 25, and the MMF has 38 against last year’s 27. The MFE received a slightly higher number of applications than the previous programme, reporting 224 for the latest class against last year’s 194. It is also gaining in popularity among offer holders, with 93 candidates accepting their offer, versus last year’s 62/133 offer versus holder acceptance ratio.

While both programmes have had to contend with now-familiar pandemic disruption, Meireles Rodrigues says that it has been a relatively easy switch for the MFE’s core curriculum. Lectures are recorded and posted online for students to view at their convenience, and seminars are given live, with some conducted in person with social-distancing measures, and others virtually. Seminar sizes have been decreased, so that distancing can be respected, she adds.

The MMF, meanwhile, remains centred on a group of core modules, covering stochastic processes, discrete time modelling, and more, as well as a set of optional courses covering portfolio theory, C++ programming for finance, and credit risk.

View this institution’s entry in the 2020 guide

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