Excerpt from course description

Consultancy Project for MSc in Quantitative Finance

Introduction

This course, Consultancy Project for MSc in Quanitative Finance, is part of the +1 Model for MSc in Quantitative Finance.

This course intends to give students a sense of how to solve a real quantitative finance problem for a company or public entity. Students will experience first-hand how to solve a concrete business problem in groups and present the solution to a panel of high level executive decision makers within the organization.

The course is divided into two parts, where no part requires the student to be physically present at the Oslo campus.

Course content

Part 1

The student groups are presented with data and a real problem from a company or public entity. The data will be of a structured/semi structured format, and the inherent business problem will be roughly outlined. The students will then spend a total of 5 weeks applying various methods/tools to model and analyse the data in order to outline a suggested course of action for the business in question. The students will provide a written report, along with a short video presentation. Both will be presented to company’s decision makers.

Part 2

In part two the same student group is presented with a more complex decision problem. The data can be of several formats. The students are then given a total of 7 weeks defining the problem, gathering the data, structuring and cleaning the data, and applying specific methods/tools to analyse the problem at hand and/or develop an appropriate model. The students will provide a written report and conduct a real-time video conference suggesting their course of action. Key decision makers in the company will be able to interact with the student group.

All student groups are assigned an academic and business supervisor to assist in the development of their solution.

Disclaimer

This is an excerpt from the complete course description for the course. If you are an active student at BI, you can find the complete course descriptions with information on eg. learning goals, learning process, curriculum and exam at portal.bi.no. We reserve the right to make changes to this description.