The need to develop more effective pricing and hedging models for complex financial products is more important than ever following the most recent global financial crisis. University of Reading's compulsory modules provide a firm grounding in probability theory, stochastic calculus, derivatives pricing, quantitative and numerical methods, structuring products, volatility analysis, and the modelling of credit, equity, foreign exchange and interest rate derivatives. Reading also provides a thorough training in C++ and other programming tools.

Optional modules will allow students to focus on risk analysis, portfolio management, designing trading strategies or econometric analysis. A good background in mathematics is required for acceptance to this program.