
MSc in Quantitative Finance and Actuarial Sciences
Ljubljana, Slovenia
DURATION
2 Years
LANGUAGES
English
PACE
Full time
APPLICATION DEADLINE
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EARLIEST START DATE
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TUITION FEES
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STUDY FORMAT
On-Campus
Introduction
In this programme, you will learn how banks model and assess credit risk, how pension funds optimally manage assets, and how the values of financial assets such as put options and insurance premiums are determined.
The programme offers a modern applied approach that prepares you for practical challenges in actuarial and financial asset management. In today's world, where the institutional and regulatory framework is constantly changing, the ability to adapt analytical approaches is a key competitive advantage.
With the knowledge you acquire, you will be equipped to tackle complex issues in the field of finance and manage financial risks. Join a group of analytical and critical thinkers shaping the future of the financial sector.
The Actuarial Programme meets the requirements of the Actuarial Association of Europe (AAE) regarding the educational content for actuaries, which is essential to acquire the knowledge to perform the actuarial function as required by the Insurance Supervisory Authority.
The programme is affiliated with GARP (Global Association of Risk Professionals). As a University Affiliated Partner, it covers 70% of the contents of the first-level Financial Risk Manager licence. Find out about any scholarships to take the exam to obtain the Financial Risk Manager (FRM) and Sustainability and Climate Risk (SCR) certifications.
Admissions
Curriculum
1st year
1st semester
- Probability and Statistics (10 ECTS)
- Asset Pricing Theory (10 ECTS)
- Financial Institutions Accounting (10 ECTS)
2nd semester
- Time-Series and Panel Data Econometrics (8 ECTS)
- Valuation of Financial Derivatives (8 ECTS)
- Contract Theory in Finance and Insurance (7 ECTS)
- Elective course (7 ECTS)
2nd year
1st semester
- Risk Management (8 ECTS)
- Risk Modeling in Insurance (8 ECTS)
- Empirical Finance (8 ECTS)
- Life and Pension Insurance (8 ECTS)
- Master's thesis proposal (14 ECTS)
2nd semester
- Non-life Insurance (7 ECTS)
- Quantitative Behavioral Finance (7 ECTS)
- Elective course (7 ECTS)
- Master's thesis (16 ECTS)
The student selects one set of courses:
- Set 1 (Quantitative Finance) - Risk Management, Empirical Finance and Quantitative Behavioural Finance
- Set 2 (Actuarial Sciences) - Risk Modeling in Insurance, Life and Pension insurance and Non-life Insurance
Career Opportunities
Professions
- Actuary
- Financial Quantitative modeller
- Financial Quantitative Analyst
- Asset manager
- Risk manager