After completing my degree in engineering and working as an export coordinator in Hong Kong, I chose the master's degree programme “Quantitative Asset and Risk Management”. Becoming a student at the FH bfi Vienna allowed me to effectively combine work and studies. I am also doing an internship in the CIB Planning and Controlling department in a bank.
I appreciate the opportunity to study abroad at partner universities in Prague and Katowice to develop a global perspective.
Vera Economou, MA, Alumna
This master's degree programme is a European Joint Degree Programm. It is run jointly with the Karol Adamiecki University of Economics in Katowice (Poland) and the Anglo-American University in Prague (Czech Republic).
The graduates can:
- describe and analyse the connections between asset and risk management in finance
- quantify and assess risk types in risk management, and infer measures for integrated steering of banks and insurance companies
- analyse various asset classes and their products, and base forecast models on this analysis
- carry out portfolio selections, and calculate key performance figures
- apply the methods of financial mathematics to asset and risk management
Contents:
- Fundamentals in Quantitative Methods and Finance
- Financial Econometrics
- Derivative Pricing
- Risk Measurement
- Asset Management
- Research Methods
- Asset Liability Management and Risk Management for Banks, Insurances and Pension Funds
The programme in brief:
Academic tile: Master of Arts in Business, MA
Admission procedure: written application, MC test, structured interview
Admission requirements: completion of a social studies/business/natural science/ law/ technical degree (in Austria or equivalent degree abroad); proven qualifications in economic sciences (9 ECTS), mathematics and statistics (6 ECTS)
Deadline for applications: 15 June
Deadline for applicants outside European Union: 15 March (due to Visa restrictions)
Duration of studies: 4 semesters
ECTS course information
Information for international applicants: please find our guidebook in the download area
Exchange semester: obligatory in the third semester, two periods of three weeks each at the partner universities in Katowice or Prague
Medium of instruction: English
Number of study places per year: 20 part-time per year
Study periods: two evenings a week and Saturdays
Tuition fees: € 363.36 per semester (+ € 17,00 Austrian Students Union fee)
PRMIA accreditation for Quantitative Asset and Risk Management /PRM industry certificate: Alumni of Quantitative Asset and Risk Management will be eligible for exemption from PRM exam I and II (out of four exams): http://prmia.org/index.php?page=exam
