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Risk Management Track

While the core focus of the FSRM degree is statistics and data analysis, there are some students who want to embark on professional careers that involve substantially deepening their technical data analysis skills and others who want to use those skills as support for a career in professional risk management.  The  program is embedding two track options for students to take after the first fall semester: vis a "Financial Statistics" track for those who want to focus on advanced data analysis skills and a "Risk Management" for others who want to become professional risk managers. 

In the first semester, all students take the "Foundation of Financial Statistics and Risk Management" course which develops core quantitative finance concepts covering financial markets and products, discrete and continuous return distributions, risk neutral valuation, derivative pricing for both fixed income and equities, securitization, structured finance products, CAPM and portfolio theory and the like.. For students who opt for the Risk Management track after their first semester, a new course "Advanced Statistics for Risk Management Practice" is being added in their second semester starting in Spring 2017. This course covers the core domains of risk management like market risk, credit risk and counterparty credit risk, liquidity risk, operational risk, asset liability management, economic and regulatory capital requirement modeling and validation  and banking regulation. In their final third semester, students in the risk management track take "Financial Risk Management and Evaluation" which is a series of workshops in applied risk management practice which is taught by industry practitioners in risk advisories and use redacted client data for case studies and projects. 

STUDENT PROFILES & RESUMES

News & Events

RESOURCES AND ANNOUNCEMENTS: View resources and news about FSRM and check out our news letters.

FSRM is pleased to announce that, as part of the BS/MS program, GRE/GMAT score submissions are waived for admission applications by Rutgers undergraduates with cumulative GPA of 3.2 or better.

FSRM Selects Imagine Software, Inc. as Preferred Strategic Partner: Read more here

FSRM Application for PRIMIA Module 1, University Membership, Approved: Read more here.
Gordon Ritter, Senior Portfolio Manager, GSA Capital to teach FSRM "Advanced Statistics for Finance" course in Spring 2017: Read more here.

Contact Us

Dr. Neville O'Reilly, Associate Director
P 848-445-7669
E  fsrm@stat.rutgers.edu

FSRM Program
Rutgers, The State University of New Jersey
110 Frelinghuysen Road
479  Hill Center, Busch Campus
Piscataway, NJ 08854