Financial Computing Courses at UCL
Financial Computing comprises both Computational Finance (algorithmic trading, risk management, market simulation, portfolio optimisation) and Financial IT (financial software engineering, cloud computing, GPU and scalable high-performance computing), providing taught courses at undergraduate (BSc, MEng) and postgraduate (MSc) levels, and training in research at PhD level.
Students interested in studying Financial Computing at UCL should please use the Choosing a Programme resource for advice on the most appropriate programme to apply for.
Taught postgraduate degrees
The UCL Department of Computer Science offers these MSc programmes on financial topics:
For other choices, see the full offer of postgraduate programmes at UCL CS.
UCL Computer Science leads the EPSRC-funded Doctoral Training Centre in Financial Computing, a joint initiative with the Department of Mathematics of Imperial College London and with the London School of Economics and Political Sciences. This Centre for Doctoral Training has offered scholarships to support 10-14 new full-time research students each year for five years. Students take a first common year obtaining an MRes in Financial Computing at UCL and then continue for a PhD in departments across UCL, ICL and LSE (e.g. Computer Science, Mathematics, Statistics). 2018 was the last entry year. A new Doctoral Training Centre limited to UCL CS has been applied for, but has not been approved yet.
Graduates who are interested in PhD research on Financial Computing may still apply for a full-time PhD or an industry-based part-time PhD, however until the new centre will come, the funding possibilities are less abundant than we have been used to in the last five years.
We offer these masters-level modules (3 hours per week for 10 weeks) in financial computing:
- COMP0040 Financial Data and Statistics,
- COMP0041 Applied Computational Finance,
- COMP0043 Numerical Methods for Finance,
- COMP0044 Operational Risk Measurement for Financial Institutions,
- COMP0045 Probability Theory and Stochastic Processes,
- COMP0046 Networks and Systemic Risk,
- COMP0047 Data Analytics,
- COMP0048 Financial Engineering,
- COMP0049 Market Microstructure,
- COMP0050 Machine Learning with Applications in Finance,
- COMP0051 Algorithmic Trading,
- COMP0075 Financial Market Modelling and Analysis,
- COMP0105 Financial Institutions and Markets.