MS Computational Finance at RIT


My name is Ashok Robin and I am a professor of finance at RIT for over twenty-five years and I’m really excited to talk to you today about our competition finance program. The computational finance program is a collaboration between RIT’s College of Business and College of
Science. Finance is an exciting field that touches so many aspects of the
economy change of regime in Greece, the death of the Saudi King, oil prices going up; all the
things that something to do with Finance; stock prices as risk for institutions, etc. Activities in the world of finance are getting extremely complex. The contracts, the instruments… For instance there is an increasing
demand for people with mathematical skills, statistical skills and data analytics. Think about this. Every individual performs thousands of transactions in their social lives. Think about how many credit card
transactions people go through, how many times an individual goes to the store, how many items you buy from Amazon, etc. All of this is data that is collected by businesses, and much of this data has financial implications. So, one has to obtain the skills to collect this data to process it, to make sense of it. That’s the world of big data And you will get exposure to those concepts. RIT placement rates for graduates
is ninety-five percent and includes multinational organizations such as
Goldman Sachs Credit Suisse and other financial
services and investment banking firms. Additionally RIT as an institution is well known for the quality of its programs. You may also be interested to know that our MS in Finance, the other program that our department offers has recently been ranked as a top 50 program by The Financial Engineer. Further, we have a highly international body of students and faculty
you’ll encounter faculty from various countries, students from China, India, Saudi Arabia, etc. Connect with RIT to learn more about the MS in Computational Finance or one of our other 70-plus graduate programs. Find your future at RIT.

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