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The MSCF Program

Introduced in 1994, Carnegie Mellon's pioneering Master of Science in Computational Finance (MSCF) is considered by many today to be the top quantitative financial engineering program in the country.

Four Colleges, One Degree

The MSCF program is the joint venture of four colleges on our campus:

  • The Tepper School of Business
  • The Mathematical Sciences Department
  • The Department of Statistics
  • The Heinz College

Administered by the Tepper School of Business, the MSCF student enjoys the advantages of the business school environment, including the full resources of the School's placement services. As a result of the collaborative efforts of these four colleges, MSCF's twenty-five courses are both balanced and deep.

Designed expressly for the MSCF student and the needs of the industry, the curriculum seamlessly integrates instruction in probability, statistical analysis, numerical methods, computation and simulation methods, stochastic processes, economics, and their application in today’s quantitative financial markets.

Exceptional Job & Internship Placement

The MSCF program is intense and extremely demanding - recruiters know the students graduating from MSCF are bright, highly motivated and keenly interested in the financial engineering industry. Our employment rates remain high - even in these challenging times.  

If your passion is to be in derivative sales and trading, quantitative portfolio management, risk management or financial analytics, there is no program better able to provide you with the educational tools and recruiting services you need to succeed!

The uniqueness of the MSCF program is explored with MSCF Steering Committee members Rick Bryant and Steve Shreve.

A word from the director

Rick_Bryant_2013

The products of financial engineering have been at the forefront of some of the decade's most profound developments in finance. The MSCF program prepares students in the high-level mathematical and statistical concepts underlying these complicated financial structures.

Now in its nineteenth year, the MSCF degree is well respected on the Street and in The City. The demand for our students is strong. We welcome your visit to the MSCF website and encourage you to apply.
 
Richard Bryant
Executive Director
Computational Finance Program

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