Quantitative Asset and Risk Management

"ARIMA (Quantitative Risk and Asset Management) is a very intensive master`s programme, which is just the thing for number-crunchers interested in finance, mathematics and statistics. The degree programme offers comprehensive quantitative know-how in asset and risk management, winning you over with practice-oriented applications. Since the studies are quite internationally-oriented, there are numerous possibilities for a successful career in finance and insurance."

Raphael Siegert, MA, Alumnus

This internationally-focussed master's degree programme is run in English. Graduates have the option of a double degree at one of our partner universities: University of Bologna (Italy), University of Economics (Katowice, Poland) and Alexandru Ioan Cuza University (Iași, Romania).

Graduates are able to

  • 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
  • carry out portfolio selections, and calculate key performance and risk measures
  • apply financial mathematics and statistics to developing financial models

Professional roles and functions

  • Asset management
  • Risk management
  • Liability management
  • Private banking and family office
  • Compliance and regulatory reporting

Contact

Information about the programme

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Degree programme director Silvia Helmreich gives an overview of the master programme.

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Programme details

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International aspects

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Career opportunities

ECTS and course information

Ergebnisse werden geladen

Lehrveranstaltung
ECTS Credits
Sprache
Studienplan
Semester
Incoming
  • ECTS Credits 2.00
    Sprache Englisch
    Studienplan BB
    Semester 1 WS
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  • ECTS Credits 4.00
    Sprache Englisch
    Studienplan BB
    Semester 1 WS
    ja symbol
  • Lehrveranstaltung Fundamentals of Economics dekorativer pfeil
    ECTS Credits 3.00
    Sprache Englisch
    Studienplan BB
    Semester 1 WS
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  • Lehrveranstaltung Fundamentals of Finance dekorativer pfeil
    ECTS Credits 5.00
    Sprache Englisch
    Studienplan BB
    Semester 1 WS
    ja symbol
  • ECTS Credits 4.00
    Sprache Englisch
    Studienplan BB
    Semester 1 WS
    ja symbol
  • Lehrveranstaltung Multivariate Methods dekorativer pfeil
    ECTS Credits 5.00
    Sprache Englisch
    Studienplan BB
    Semester 1 WS
    ja symbol
  • Lehrveranstaltung Programming and Databases dekorativer pfeil
    ECTS Credits 4.00
    Sprache Englisch
    Studienplan BB
    Semester 1 WS
    ja symbol
  • Lehrveranstaltung Time Series Analysis dekorativer pfeil
    ECTS Credits 3.00
    Sprache Englisch
    Studienplan BB
    Semester 1 WS
    ja symbol
  • Lehrveranstaltung Alternative Investments dekorativer pfeil
    ECTS Credits 2.00
    Sprache Englisch
    Studienplan BB
    Semester 2 SS
    ja symbol
  • Lehrveranstaltung Asset Class Credit Products dekorativer pfeil
    ECTS Credits 2.00
    Sprache Englisch
    Studienplan BB
    Semester 2 SS
    ja symbol
  • Lehrveranstaltung Asset Class Equity dekorativer pfeil
    ECTS Credits 2.00
    Sprache Englisch
    Studienplan BB
    Semester 2 SS
    ja symbol
  • ECTS Credits 1.00
    Sprache Englisch
    Studienplan BB
    Semester 2 SS
    ja symbol

Legende: VZ = Vollzeit, BB = Berufsbegleitend, SS = Sommeremester, WS = Wintersemester

We thank our partners

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): https://www.prmia.org/

Exemption PRMIA exams prerequisites and procedure (PDF, 368.98 KB)

CFA Society Austria

The master programme Quantitative Asset and Risk Management has strong ties to the CFA Society Austria and is submitting every year the best master theses to the CFA Austria Prize.

http://www.cfasociety.org/austria/Pages/default.aspx

SAS Joint Certificate

Graduates of the master’s programme in Quantitative Asset and Risk Management (ARIMA) are now awarded the SAS Joint Certificate. ARIMA is the only programme in Austria, and one of only two universities in Germany, Switzerland and Austria (German-speaking countries), offering this qualification. The condition for this was the use of SAS software in the classrooms.

SAS® Joint Certificate Program

FENION

We have a new research partner: FENION.

Fenion specializes in the delivery of high-quality fund data in all common formats. Our long-standing customers include banks, insurance companies, asset managers, as well as trusts and companies in the public sector. In the context of an Innovationsscheck, sponsored by the FFG (Forschungsförderungsgesellschaft), the study program will conduct joint research with Fenion in the field of regulatory reporting for pension funds.

https://fenion.at/

The programme at a glance

Degree/Title:

Master of Arts in Business, MA

Admission procedure

Written application, online MC test, structured interview. For preparation, we recommend our scripts. There are no external courses required.

Stay abroad

Obligatory in the second academic year, in blocked form (e.g. two weeks) at one of the partner universities.

Application deadline for EU/EEA citizens and applicants

31 May

Application deadline for non-EU/EEA citizens and applicants

15 May

Course language

English

Duration of studies I times

4 Semester I three times a week in the evening and Saturdays during the day (part-time)

Tuition fees

€ 363.36 per semester (+ € 20.20 fee student union)

Admission requirements

Completion of a social studies/business/natural science/ law/ technical degree (in Austria or equivalent degree abroad) with documented qualifications in

  • economic sciences (at least 9 ECTS)
  • mathematics or statistics (at least 6 ECTS)

You can take our bridging courses to make up the necessary ECTS credits. This course is offered free of charge.

We thank our sponsors:

"ARIMA (Quantitative Risk and Asset Management) is a very intensive master`s programme, which is just the thing for number-crunchers interested in finance, mathematics and statistics. The degree programme offers comprehensive quantitative know-how in asset and risk management, winning you over with practice-oriented applications. Since the studies are quite internationally-oriented, there are numerous possibilities for a successful career in finance and insurance."

Raphael Siegert, MA, graduate