Quantitative Asset and Risk Management

"ARIMA (Quantitative Risk and Asset Management) is a very intensive master`s programme, which is just the thing for number-crunchers interested in finance, mathematics and statistics. The degree programme offers comprehensive quantitative know-how in asset and risk management, winning you over with practice-oriented applications. Since the studies are quite internationally-oriented, there are numerous possibilities for a successful career in finance and insurance."

Raphael Siegert, MA, Alumnus

This internationally-focussed master's degree programme is run in English. Graduates have the option of a double degree at one of our partner universities: University of Bologna (Italy), University of Economics (Katowice, Poland) and Alexandru Ioan Cuza University (Iași, Romania).

Graduates are able to

describe and analyse the connections between asset and risk management in finance
quantify and assess risk types in risk management, and infer measures for integrated steering of banks and insurance companies
analyse various asset classes and their products
carry out portfolio selections, and calculate key performance and risk measures
apply financial mathematics and statistics to developing financial models

Professional roles and functions

Asset management
Risk management
Liability management
Private banking and family office
Compliance and regulatory reporting

Contact

Veronika Hallwirth
Coordination of the study programme
+43 1 720 12 86-931
veronika.hallwirth@fh-vie.ac.at

Information about the programme

Degree programme director Silvia Helmreich gives an overview of the master programme.

Programme details

International aspects

Career opportunities

Downloads

How to prepare for the ARIMA admission test and interview Download icon
(pdf 1,996 MB)
ARIMA Curriculum Download icon
(pdf 148,109 KB)
Checklist required documents master degree programmes Download icon
(pdf 34,419 KB)
General terms and conditions of the University of Applied Sciences BFI Vienna for payment of a security deposit Download icon
(pdf 286,762 KB)
Brochure master programmes Download icon
(pdf 770,23 KB)
Education Contract SHRM W20 Download icon
(pdf 205,23 KB)

ECTS and course information

Ergebnisse werden geladen

Incoming

Nein Ja Alle

Studiengangsform

Studiengang

Studienplan

Semester

ECTS Credits

Einträge pro Seite anzeigen: 10 / 20 / 50 / 100

Lehrveranstaltung

ECTS Credits

Sprache

Studienplan

Semester

Incoming

Lehrveranstaltung Research Methods

ECTS Credits 1.00 ECTS Credits

Sprache Englisch Sprache

Studienplan BB Studienplan

Semester 2 SS Semester

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Incoming

The alumni are capable of independently pursuing academic work with a manageable level of complexity by systematically handling specified topics in the field of risk and assets management. Additionally alumni are capable to use the software "R" to analyze financial data.
Mehr Infos
Lehrveranstaltung Research Seminar

ECTS Credits 3.00 ECTS Credits

Sprache Englisch Sprache

Studienplan BB Studienplan

Semester 2 SS Semester

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Incoming

The alumni are capable to use the theory learned in the exercise course "Research Methods" for carrying out of independent academic work in the field of asset and risk management The alumni are further able to present the results in an appropriate manner and to legitimate their findings. This provides the basis and an opportunity for developing an interest in current issues, often within a research context.
Mehr Infos
Lehrveranstaltung Structured Products

ECTS Credits 2.00 ECTS Credits

Sprache Englisch Sprache

Studienplan BB Studienplan

Semester 2 SS Semester

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Incoming

After the successful completion of the course, students are able to categorize structured products across asset classes and describe their risk and return profile. They are able to break down structured products in plain vanilla products and can outline hedging possibilities derived from structured products. Furthermore, they are able to structure tailor made solutions for different market views. Additionally, students are able to use financial models to valuate structure products across different asset classes.
Mehr Infos
Lehrveranstaltung Applied Research in Asset and Risk Management - Advanced Topics in Asset Management

ECTS Credits 6.00 ECTS Credits

Sprache Englisch Sprache

Studienplan BB Studienplan

Semester 4 SS Semester

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Incoming

Graduates are able to: • Apply academic knowledge in a practical asset management context for a specific company in the finance industry; • Combine assets into an appropriate portfolio; • Conduct the elements of the portfolio management process (analysis, forecasting, selection and performance and attribution analysis) for a portfolio of assets; • Understand and follow the relevant regulatory and ethical principles within the scope of asset management and know about their social and ethical implications; • Understand the fiscal regulations and their implications for private and institutional investors; • Prepare a set of solutions to an asset management case study Graduates prepare a set of solutions to an asset management case study appropriate for a global audience. This includes the ability to explain complex issues and to evaluate different options for action to facilitate executive level decision-making. • Because they work in international teams they are able to manage intercultural (communication) problems. • Graduates will use industry-specific user software to collect, analyse and present financial data.
Mehr Infos
Lehrveranstaltung Diplomarbeit (Master Thesis)

ECTS Credits ECTS Credits

Sprache Englisch Sprache

Studienplan BB Studienplan

Semester 4 SS Semester

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Lehrveranstaltung Diplomprüfung (Diploma Exam)

ECTS Credits 6.00 ECTS Credits

Sprache Englisch Sprache

Studienplan BB Studienplan

Semester 4 SS Semester

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Legende: VZ = Vollzeit, BB = Berufsbegleitend, SS = Sommeremester, WS = Wintersemester

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We thank our partners

PRMIA accreditation for Quantitative Asset and Risk Management / PRM industry certificate

Alumni of Quantitative Asset and Risk Management will be eligible for exemption from PRM exam I and II (out of four exams): https://www.prmia.org/

Exemption PRMIA exams prerequisites and procedure (PDF, 368.98 KB)

CFA Society Austria

The master programme Quantitative Asset and Risk Management has strong ties to the CFA Society Austria and is submitting every year the best master theses to the CFA Austria Prize.

http://www.cfasociety.org/austria/Pages/default.aspx

SAS Joint Certificate

Graduates of the master’s programme in Quantitative Asset and Risk Management (ARIMA) are now awarded the SAS Joint Certificate. ARIMA is the only programme in Austria, and one of only two universities in Germany, Switzerland and Austria (German-speaking countries), offering this qualification. The condition for this was the use of SAS software in the classrooms.

SAS® Joint Certificate Program

FENION

We have a new research partner: FENION.

Fenion specializes in the delivery of high-quality fund data in all common formats. Our long-standing customers include banks, insurance companies, asset managers, as well as trusts and companies in the public sector. In the context of an Innovationsscheck, sponsored by the FFG (Forschungsförderungsgesellschaft), the study program will conduct joint research with Fenion in the field of regulatory reporting for pension funds.

https://fenion.at/

The programme at a glance

Degree/Title:

Master of Arts in Business, MA

Admission procedure

Written application, online MC test, structured interview. For preparation, we recommend our scripts. There are no external courses required.

Stay abroad

Obligatory in the second academic year, in blocked form (e.g. two weeks) at one of the partner universities.

Application deadline for EU/EEA citizens and applicants

15 May

Application deadline for non-EU/EEA citizens and applicants

30 April

Course language

English

Duration of studies I times

4 Semester I three times a week in the evening and Saturdays during the day (part-time)

Tuition fees

€ 363.36 per semester (+ € 20.20 fee student union)

Admission requirements

Completion of a social studies/business/natural science/ law/ technical degree in Austria or equivalent degree abroad (The legalization list can be found here under downloads.) with documented qualifications in

economic sciences (at least 9 ECTS) and
mathematics or statistics (at least 6 ECTS).

You can take our bridging courses to make up the necessary ECTS credits. These courses are offered free of charge.

Research

Information about research and development

We thank our sponsors:

"ARIMA (Quantitative Risk and Asset Management) is a very intensive master`s programme, which is just the thing for number-crunchers interested in finance, mathematics and statistics. The degree programme offers comprehensive quantitative know-how in asset and risk management, winning you over with practice-oriented applications. Since the studies are quite internationally-oriented, there are numerous possibilities for a successful career in finance and insurance."

Raphael Siegert, MA, graduate