The program is dedicated to train highly qualified mathematicians-analysts in the field of economics and finance, who have system thinking and professional skills in the field of computational mathematics based on modern information technologies.
Students will gain knowledge of the fundamentals of mathematics, learn modern computational mathematical methods of data analysis and modeling, risk and system analysis, master functional programming languages (Python and R) and database operations.
Training in this program gives you the opportunity to become a mathematician-analyst of a broad profile, who has received fundamental and applied knowledge in the field of mathematics and computer science in economics and finance, including risk assessment in actuarial activities of various companies and funds and modeling of financial and economic processes and strategies.
The development of fundamental mathematics is based on classical disciplines “Algebra and Analytical Geometry”, “Fundamentals of Mathematical Analysis”, “Probability Theory, Mathematical Statistics and Data Analysis”, “Theory of Complex Variable’s Functions”, “Differential Equations”, “Discrete Mathematics and Mathematical Logic”, “Fundamentals of Functional Analysis”, “Random Processes and Dynamic Modeling.”
To work with data, you need to know their formats, structure, and basic tools for working with data in different forms. In this course, students learn to work with the most common data formats, study the means of parsing, processing, and cleaning data.
This course will teach you how to use the most common tools for data analysis and machine learning. After mastering this course, you will learn how to apply classical regression and classification models, write code for training and testing models, and conduct projects in building intelligent systems.
An innovative course on the digitalization of basic mathematics (computational and analytical) on two of the most popular platforms in the research environment: a table processor (for example, MS Excel and Libre Calc) and the functional programming language R (RStudio platform). This course will provide the most powerful computing IT tools to a future analyst.
A modern version of the fundamental course of econometrics, implementing computational aspects of the discipline on freely (free of charge) distributed IT products: the functional programming language R (RStudio) and the specialized Gretl platform. After this course, econometric research will become evidently clearer.
These disciplines allow you to master all modern mathematical models of risk assessment (actuarial mathematics tasks) and form the theoretical and practical basis for successfully passing the qualification exam in the Central Bank of the Russian Federation for a “responsible actuary”, which gives you the right to join the Association of Professional Actuaries of Russia.
The discipline is devoted to the study of linear optimization problems (linear programming) and nonlinear optimization (convex programming). The course is aimed at the practical implementation of the most common optimization problems.
The course is aimed at developing the ability to present the results of data analysis quickly, easily and efficiently at the level of a Web interface (a website in the form of a dynamic dashboard). This course discusses visualization in data analysis and the structure with the control elements of the created Web interface.
As part of this fundamental annual course, not only programming skills are formed in one of the most popular languages, but also knowledge about key data structures and algorithms is laid.
Alumni will be able to work in organizations of any industry affiliation, financial and banking structures as specialists in data analysis, mathematical modeling, risk assessment and management – a profession that has a stable demand in the labor market.
Possible job positions:
mathematician-analyst
statistician
business analyst
data analysis specialist, data analyst
risk analysis and assessment specialist, actuary
mathematician-programmer
