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Our PhD Computational Finance program provides research supervision across key areas including agent-based financial market modeling, computational risk analysis, high-frequency trading, and computational intelligence for investment strategies. We foster a dynamic research culture where doctoral candidates regularly publish in top-tier conferences and gain industry recognition - for instance, one student recently presented their term structure modeling research to the Bank of England. Many secure practical experience through internships at leading investment firms and hedge funds.
Our alumni have pursued successful careers as quants, portfolio managers, and financial software developers at institutions including HSBC and Mitsubishi UFJ Securities.
Through our City Associates Board and alumni network, we maintain strong industry connections. Our seminar series brings you into contact with financial leaders, while numerous students have completed internships at prominent institutions like HSBC, Old Mutual, and the Bank of England.