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Master of Science UZH ETH in Quantitative Finance

Eligibility & Prerequisites

Eligibility

  • Admission to the MSc UZH ETH in Quantitative Finance requires a Bachelor's diploma from a state-accredited University. Bachelor students who will not graduate before 30 September should not apply.
  • We expect a finance, economics and/or science background (mathematics, physics, engineering, data science, etc).
  • Practitioners with a suitable academic qualification who would like to get additional and specialized training in quantitative finance are also invited to apply for admission.
  • Good knowledge of English is required. The whole program is conducted in English.
  • Skills in German are not required for the academic aspects of the program.
  • It will be essential for several classes that students have at least basic experience in one of the major prototyping languages (Julia, Matlab, Python, R, etc.).
  • We have no age restrictions, however we must point out that candidates over 30 years old and coming from countries where a visum is needed will have more difficulties to get a visum from the Swiss Migration office. Age Limit Student Visa
  • Please note that we do not pre-assess applications/documents (via e-mail, on the phone or in person). The formal review of diplomas (step 2) will be done by the UZH Admission Office only after a provisional admission by the Steering Committee (step 1).

Prerequisites

Required Knowledge in Mathematics and Finance

The joint degree program MSc UZH ETH in Quantitative Finance requires knowledge of a number of concepts and methods in finance and mathematics:

Basic calculus and linear algebra: 

We expect the knowledge of at least two semesters of "basic undergraduate calculus" and at least one semester of undergraduate linear and matrix algebra. For example, see the contents of the Mathematics I and II lectures at the UZH Faculty of Business, Economics and Informatics.

Course Catalogue UZH

No Math pre-courses will be offered at UZH or ETH before the start in fall.

Probability and Statistics:

In case of an interview - for applicants whose background in probability is unclear - the Steering Committee will assess their overall mathematical background and their ability to reach the expected level in probability in fall (to be familiar with the books below).

For the start in fall: The admitted candidates are expected to be familiar with a large part of the content of both books below, before starting the MScQF:

J. Jacod and P. Protter: "Probability Essentials", Springer

M. Paolella: „Fundamental Probability: a computational approach », Wiley

Economics and Finance:

Each applicant must have or be able to prove good fundamental knowledge in microeconomics, corporate finance, and investments.

In case of an interview the discussion will be conducted along the content of one (the most familiar to the candidate) of the following three very well-known books:

Hal Varian, Intermediate Microeconomics

Christoph Snyder and Walter Nicholson, Microeconomic Theory

Robert Pindyck and Daniel Rubinfeld, Microeconomics

For the start in fall: We strongly recommend the admitted candidates to be familiar with the content of at least one of the following three well-known books before starting the MScQF in fall:

Harold Cole: Finance and Financial Intermediation

Stephen LeRoy and Jan Werner: Principles of Financial Economics

David Luenberger:  Investment Science

Entrance Interview

The Steering Committee may require applicants to pass entrance interviews prior to a decision on a provisional admission. The entrance interview will be conducted along the lines above and will have 2 parts: fundamentals of mathematics (calculus, linear algebra, probability and statistics) and fundamentals of finance/economics.

Required Knowledge of the English Language

The final admission to the program by the Admission Office of the University of Zurich is linked to a good knowledge of the English language.

The proof of knowledge of the English language is not required for the first application & selection phase. It will be due only after a first provisional admission by the Steering Committee of the Master of Science UZH ETH in Quantitative Finance. The language certificate will be asked for by the Admission Office of UZH in April and will have to be shown at the latest for the personal matriculation at UZH in early September.

Please check the details of language requirements at UZH (recognized language certificates and exemptions) on

UZH English Requirements

Self Assessment

The aim of the self assessment test is to give our potential candidates the opportunity to check their aptitude for the Master of Science UZH ETH in Quantitative Finance, before they apply and pay the application fee. Please be aware that we will not send solutions to the assessment test.

Self Assessment Questions (PDF, 195 KB)