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Uncategorised

TIME FOR REVIEW AND ASSESSMENT

TIME FOR REVIEW AND ASSESSMENT OF QUALIFYING PAPERS, THESES AND DISSERTATIONS

                The Financial Statistics and Risk Management (FSRM) program maintains a culture of mutual respect between students and faculty members and excellent communication among them.   In particular, students will have sufficient time for faculty members to review and assess their work and faculty members will be as prompt as circumstances allow in responding to their students with such assessments.

                FSRM program does not require students to complete a Master Thesis to graduate. Instead it requires a comprehensive project report which may be an extension of one or two course projects that the student has done during the study. The students are required to submit the project report to either the instructor of the course for which the project report is based on, or to Program Director or Deputy Director, four weeks before the deadline for the Master of Science graduation candidacy forms  to be completed and submitted. The instructor or the Program Directors will review the project report and approve or provide feedback to the students within two weeks, so adequate time is available to the students to improve and finalize the report.

                The timeline of the graduate requirement and project report due day will be distributed to students, announced on program’s internal website, and a reminder will be sent to the graduating students two weeks before the project report due date.

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. 

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Contact

For general enquiries about the program requirements and admission process please email This email address is being protected from spambots. You need JavaScript enabled to view it.

For specific questions about course content or to schedule a visit please email Dr. O'Reilly at This email address is being protected from spambots. You need JavaScript enabled to view it. or call +1-848-445-8000

thank you

 

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