Quant Guide 2021: ETH Zurich/University of Zurich

Zurich, Switzerland

© University of Zurich; Frank brothers

 

 

The Master of Science in Quantitative Finance (MSQF) taught jointly by ETH Zurich and the University of Zurich (UZH) makes another strong showing in this year’s Quant Guide, rising eight places to fourth overall – the highest-ranking European institutions represented.

The programme, led by academic director Erich Walter Farkas, has always been highly selective. Competition for a place in the latest intake was especially fierce, with 43 out of 294 applicants receiving offers. The course is also highly popular among offer holders, with 37 out of those 43 accepting. For the previous year’s programme, 51 offers were given to 243 applicants.

Farkas says the two university departments involved in the programme’s delivery – the faculty of business, economics and informatics at the University of Zurich and the depart of mathematics at ETH Zurich – responded well to the unprecedented disruption seen in 2020. Classes were offered via Zoom and Microsoft Teams, and additional office hours were arranged for the course’s 32 instructors. Two new members of staff also joined the programme this year: Dylan Possamaï and Beatrice Acciaio, who are both professors in the department of mathematics at ETH Zurich. Both will teach regular courses and supervise master thesis projects, Farkas tells Risk.net.

Like most programmes in this year’s guide, classes were conducted remotely with the option to replay past material. Live elements, Farkas says, were emphasised. Particular classes open to students from other programmes, such as Martin Schweizer’s mathematical foundations for finance, were conducted live for MSQF students only. This, he says, was intended to help foster interaction in the cohort.

Examinations were also conducted remotely, on an internal platform used by the universities. Farkas says that assessments went well, with grade distributions comparable to pre-pandemic years.

View this institution’s entry in the 2020 guide

View other universities and a guide to the metrics tables