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LEAD.
TRANSFORM.
MSc FINANCIAL
ENGINEERING
As a premier business school within a leading technological
university, Nanyang Business School (NBS) is the nexus of
world-class innovation, research, and business education.
TRANSFORM WITH
CULTURAL DEXTERITY
We are located in Singapore, at the heart of an East-West amalgamation of
culture and business. Our programmes hold the best that both worlds offer.
Our strong Asian heritage is complemented by our world-class faculty, as well
as deep business insights grounded by research in cultural intelligence, Asian
consumer psychology, and the emerging markets in ASEAN. Globally minded
business leaders are imbued with the cultural dexterity to succeed in dynamic
Asia and beyond.
THE MSc FINANCIAL
ENGINEERING EDGE
Its rigorous inter-disciplinary curriculum will promote deep Close interaction with both faculty and industry professionals
thinking and equip you with concepts and techniques in Finance, will enable you to amalgamate real-life experiences with
Computer Science, and Mathematics, and the ability to apply academic research to enrich your understanding of today’s
sophisticated engineering tools to financial problems utilising financial world.
complex analytical and quantitative methods.
You will also benefit from the knowledge, wisdom, and
The programme emphasises teamwork and communication in collective experiences of guest industry speakers and
real-life corporate settings, seamlessly integrating current financial visiting academics who are invited throughout the academic
theory and computational methods with practical knowledge. year to teach and conduct seminars.
1 2 3
ESTABLISHED LEVERAGING OVERSEAS
PROGRAMME NTU’S EXPOSURE AT
WITH STRONG ECOSYSTEM A PRESTIGIOUS
INDUSTRY LINKS OF EXPERTISE INSTITUTION
With over 20 years of history, the MSc The programme has been designed by Participants have the option to spend
Financial Engineering is one of the most NBS in collaboration with NTU’s School a seven-week term abroad studying at
established programmes in the region. of Physical and Mathematical Sciences, Carnegie Mellon University (CMU), USA*,
Enjoying strong recognition by employers, benefiting you with the world-class where they will be able to learn from
our graduates have gone on to create a teaching expertise and resources of one of the best universities in the world,
successful career in financial institutions. two established schools. renowned for its achievement in the field of
computational finance.
* Places are limited in the CMU segment, and a separate fee is payable.
EXPAND YOUR CAREER
PROFESSIONAL DEVELOPMENT
NETWORK
The MSc Financial Engineering programme The Graduate Studies Career Development
attracts outstanding, talented individuals. Office (GSCDO) is here to translate your
The cohort comprises high-calibre participants NBS experience into the right job fit amid
from diverse backgrounds, enriching your a constantly evolving corporate landscape.
peer-to-peer learning experience.
We continually push the boundaries to gear you up for a
rewarding and fulfilling career. To ensure that you get the best
Besides the connections that you make in the classroom,
start to your career journey, we provide you access to a wide
you will also become part of NTU’s growing alumni network –
range of resources and activities throughout the academic year.
a rich environment for exchanging ideas and sharing insights!
40-60 70% +
CLASS SIZE INTERNATIONAL
STUDENTS CAREER RESOURCES
— ACCOUNTING /
TOP 3
BUSINESS /
GLOBAL OPPORTUNITIES
ECONOMICS
2 1 3 — ENGINEERING
UNDERGRADUATE
MAJORS — SCIENCE
INTERNSHIPS
ALUMNI COMMUNITY
148 COUNTRIES
PROGRAMME
STRUCTURE
The MFE programme can be completed in one year over three trimesters
on a full-time basis, or in two years over six trimesters on a part-time basis.
Each trimester is divided into two mini terms consisting of seven weeks each.
LATE JUN
COMPULSORY MATHEMATICS
PREPARATORY COURSE
JUL-NOV
NOV-MAR TRIMESTER 1
— Asset Pricing Theory
— Calculus & Linear Algebra
TRIMESTER 2 — Corporate Finance
— Derivative Securities
Advanced Statistical Modeling —
— Linear Financial Models
Artificial Intelligence Techniques in Finance —
— Object Oriented Programming I
Bond Portfolio Management —
— Probability & Statistics
Stochastic Calculus in Finance —
— Programming Web Applications in Finance
Equity Portfolio Management —
— Stochastic Modeling in Asset Pricing
Financial Time Series Analysis —
Interest Rate Derivatives —
MAR-JUN
Object Oriented Programming II —
Optimisation in Finance —
TRIMESTER 3
— Advanced Topic in FE Studies - Quantitative Management
of Bond Portfolio
— Credit Risk - Measurement & Management
USA SEGMENT
— Exotic Options & Structured Products
CARNEGIE MELLON UNIVERSITY
— Financial Risk Management
7 WEEKS (CMU TRACK) — Numerical Methods for Financial Instrument Pricing
— Quantitative Management of Bond Portfolio
Advanced Risk Management —
Financial Computing —
Simulation Methods —
JUL-DEC
Term Structure - Theory & Practice —
INTERNSHIP (OPTIONAL)
E
Situated at the heart of Asia, Singapore is Young and research-intensive, Nanyang
a unique confluence of East and West. With Technological University, Singapore (NTU
every major Asian city within a six-hour flight, Singapore) has 33,000 undergraduate
the island city is the ideal place to experience and postgraduate students in engineering,
the psyche, culture, and practices of the business, science, humanities, arts, social
region, from China to India, Southeast Asia, sciences, education, and medicine.
and Northeast Asia.
NTU is home to world-class institutes – the National Institute
of Education, S Rajaratnam School of International Studies,
As a leading business and financial centre, Singapore is
Earth Observatory of Singapore, and Singapore Centre for
on par with global cities like London, Tokyo, and New York.
Environmental Life Sciences Engineering – as well as leading
And with good reason.
research centres such as the Nanyang Environment & Water
Research Institute and Energy Research Institute @ NTU
• Singapore has overtaken the USA to become the most
competitive nation in the world, according to the World
The NTU Smart Campus is frequently listed among the Top 15
Economic Forum (WEF) 2019 Competitiveness Report,
most beautiful university campuses in the world. Besides its
well recognised for ease of doing business, a robust
main campus in the western part of Singapore, NTU also has
labour force, and low levels of bureaucracy.
a medical campus in Novena, Singapore’s healthcare district.
12
and innovation. th
• As the centre of global economic activity pivots east, IN THE WORLD*
Singapore is the perfect base to tap into Asia’s growth.
1
Singapore has also been ranked the No. 1 City with the best st
investment potential* and Asia's Most Liveable City^. IN THE WORLD AMONG UNIVERSITIES
BELOW THE AGE OF 50**
* According to the US-based research institute Business Environment TUMCREATE is a research platform by Technical University of Munich and
Risk Intelligence (BERI), 2014 NTU Singapore for the improvement of Singapore's public transportation.
^ Source: Quality of Living Worldwide City Rankings, Mercer survey, 2019
MSc
FINANCIAL
ENGINEERING
Email mfe@ntu.edu.sg
Phone +65 6513 8668 / 6904 2048
Web mfe.nbs.ntu.edu.sg
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