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The Baruch College Financial Engineering MS Program is a professional Master's Program that graduates competitive, high-quality individuals who successfully pursue careers in quantitative finance.

The Master of Science in Financial Engineering (MFE) requires the completion of 36 credits, including seven 3-credit required courses. The remaining 15 credits are to be completed from elective courses. Students entering the program with exceptional mathematical or financial skills may be permitted to replace one or more of the required courses with additional electives.

The curriculum of the MFE Program is designed to provide students with the background required for modeling and solving problems that arise in the financial services industry across various markets and asset classes. All courses are offered in the evening to accommodate students with work commitments.

Courses in Specialization    (36 credits) 

Required Courses                 (21 credits)
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MTH 9814

A Quantitative Introduction to Pricing Financial Instruments3
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MTH 9815

Software Engineering in Finance3
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MTH 9821

Numerical Methods for Finance I3
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MTH 9831

Probability and Stochastic Processes for Finance I3
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MTH 9852

Numerical Methods for Finance II3
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MTH 9862

Probability and Stochastic Processes for Finance II3
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MTH 9903

Capstone Project and Presentation3

Elective Courses                   (15 credits)

Choose courses from the following list:
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MTH 9841

Statistics for Finance3
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MTH 9842

Linear and Quadratic Optimization Techniques1.5 
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MTH 9845

Market and Credit Risk Management3
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MTH 9848

Elements of Structured Finance3
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MTH 9849

Deal Theory and Structured Analysis3
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CourseNumber9863
DisciplineMTH
Volatility Filtering and Estimation1.5 
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MTH 9865

Commodities and Futures Trading1.5  
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MTH 9867

Time Series Analysis and Algorithmic Trading 3
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MTH 9868

Advanced Risk and Portfolio Management 3
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MTH 9871

Advanced Computational Methods in Finance 3
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MTH 9873

Interest Rate Models and Interest Rate Derivatives 3
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MTH 9875

The Volatility Surface 3
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MTH 9879

Market Microstructure Models 3
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MTH 9881

Current Topics in Mathematical Finance 3
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MTH 9882

Fixed Income Risk Management1.5  
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MTH 9883

Structured Security Valuation in the Primary Market 

1.5  
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MTH 9884

Machine Learning 

1.5
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MTH 9891

Introduction to Applied Financial Econometrics 

1.5
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MTH 9893

Time Series Analysis 

1.5  
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MTH 9894

Algorithmic Trading 

1.5  
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CourseNumber9895
DisciplineMTH
Big Data in Finance1.5 
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MTH 9896

Behavioral Finance 

1.5
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ECO 82100

(Term I) Econometrics I3
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ECO 82100

(Term II) Financial Econometrics3
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FIN 9770

Financial Markets and Institutions3
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FIN 9782

Futures and Forward Markets3
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FIN 9783

Investment Analysis3
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FIN 9786

International Financial Markets3
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FIN 9790

Seminar in Finance3
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FIN 9793

Advanced Investment Analysis3
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FIN 9797

Options Markets3
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STA 9700

Applied Regression Analysis3
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STA 9701

Time Series: Forecasting and Statistical Modeling3