Quantitative Finance and Financial Technology (BS)
The Quantitative Finance and Financial Technology major equips students with rigorous mathematical modeling skills, computational techniques, and advanced financial analytics tools to address complex challenges in modern finance. Students learn to develop and implement quantitative models for pricing, risk management, portfolio optimization, and algorithmic trading, while also gaining expertise in emerging financial technologies such as blockchain, digital payments, and decentralized finance.
| First Year | ||
|---|---|---|
| Semester I | ||
| MATH UN1101 | CALCULUS I | |
| Choose one of the following Physics courses depending on sequence: | ||
PHYS UN1401 (Sequence 1) | INTRO TO MECHANICS & THERMO | |
PHYS UN1601 (Sequence 2) | PHYSICS I:MECHANICS/RELATIVITY | |
PHYS UN2801 (Sequence 3) | ACCELERATED PHYSICS I | |
| Choose one of the following Chemistry courses (taken Semester l or ll): | ||
| GENERAL CHEMISTRY I-LECTURES | ||
| GENERAL CHEMISTRY II-LECTURES | ||
| 2ND TERM GEN CHEM (INTENSIVE) | ||
| INTENSVE ORGANIC CHEMISTRY | ||
| ENGL CC1010 (taken Semester I or II) | UNIVERSITY WRITING | |
| ECON UN1105 & ECON UN1155 (taken Semester I or II) | PRINCIPLES OF ECONOMICS | |
| ENGI E1006 (taken Semester I or II)2 | INTRO TO COMP FOR ENG/APP SCI | |
| PHED UN1001 | PHYSICAL EDUCATION ACTIVITIES | |
| ENGI E1102 (taken Semester I or II) | THE ART OF ENGINEERING | |
| Semester II | ||
| MATH UN1102 | CALCULUS II | |
| Choose one of the following Physics courses depending on sequence: | ||
PHYS UN1402 (Sequence 1) | INTRO ELEC/MAGNETSM & OPTCS | |
PHYS UN1602 (Sequence 2) | PHYSICS II: THERMO, ELEC & MAG | |
PHYS UN2802 (Sequence 3) | ACCELERATED PHYSICS II | |
| Choose one of the following Chemistry courses (taken Semester l or ll): | ||
| GENERAL CHEMISTRY I-LECTURES | ||
| GENERAL CHEMISTRY II-LECTURES | ||
| 2ND TERM GEN CHEM (INTENSIVE) | ||
| INTENSVE ORGANIC CHEMISTRY | ||
| ENGL CC1010 (taken Semester I or II) | UNIVERSITY WRITING | |
| ECON UN1105 & ECON UN1155 (taken Semester I or II) | PRINCIPLES OF ECONOMICS | |
| ENGI E1006 (taken Semester I or II)2 | INTRO TO COMP FOR ENG/APP SCI | |
| PHED UN1002 | PHYSICAL EDUCATION ACTIVITIES | |
| ENGI E1102 (taken Semester I or II) | THE ART OF ENGINEERING | |
| Second Year | ||
| Semester III | ||
| APMA E2000 & APMA E2001 | MULTV. CALC. FOR ENGI & APP SCI | |
| Choose one of the following Chemistry or Physics labs: | ||
| INTRO TO EXPERIMENTAL PHYS-LAB | ||
| INTERMEDIATE LABORATORY WORK | ||
| GENERAL CHEMISTRY LABORATORY | ||
| INTENSVE GENERAL CHEMISTRY-LAB | ||
| PHYSICL-ANALYTICL LABORATORY I | ||
| Choose one of the following Required Nontechnical Electives: | ||
| Literature Humanities I | ||
| CONTEMP WESTERN CIVILIZATION I | ||
Global Core (3-4) | ||
| HUMA UN1121 or UN1123 (taken either Semester III or IV) | Art Humanities | |
| IEOR E3658 (taken either Semester III or IV) | PROBABILITY FOR ENGINEERS | |
| Semester IV | ||
| Linear Algebra1 | ||
| Choose one of the following Required Nontechnical Electives: | ||
| Literature Humanities II | ||
| CONTEMP WESTRN CIVILIZATION II | ||
Global Core (3-4) | ||
| HUMA UN1121 or UN1123 (Choose one of the following Required Nontechnical Electives:) | Art Humanities | |
| IEOR E3658 (taken either Semester III or IV) | PROBABILITY FOR ENGINEERS | |
| Third Year | ||
| Semester V | ||
| IEOR E3106 | STOCHASTIC SYSTEMS AND APPLICATIONS | |
| IEOR E3608 | FOUNDATIONS OF OPTIMIZATION | |
| IEOR E4212 | Data Analytics & Machine Learning for OR | |
| IEOR E4307 | STATISTICS AND DATA ANALYSIS | |
| Nontech Electives (Students must complete the 27-point requirement.) (taken Semester V, Vl, Vll, or Vlll) | ||
| Tech Electives (15 points) (taken Semester V, Vl, Vll, or Vlll) | ||
| Management Electives (3 points) (taken Semester V, Vl, Vll, or Vlll) | ||
| Semester VI | ||
| IEOR E3404 | SIMULATION MODELING AND ANALYSIS | |
| IEOR E4704 | Foundations of Financial Technology | |
| IEOR E4700 | INTRO TO FINANCIAL ENGINEERING | |
| Nontech Electives (Students must complete the 27-point requirement.) (taken Semester V, Vl, Vll, or Vlll) | ||
| Tech Electives (15 points) (taken Semester V, Vl, Vll, or Vlll) | ||
| Management Electives (3 points) (taken Semester V, Vl, Vll, or Vlll) | ||
| Fourth Year | ||
| Semester VII | ||
| IEOR E4500 | APPLICATIONS PROGRAMMNG FOR FE | |
| IEOR E4602 | QUANTITATIVE RISK MANAGEMENT | |
| Nontech Electives (Students must complete the 27-point requirement.) (taken Semester V, Vl, Vll, or Vlll) | ||
| Tech Electives (15 points) (taken Semester V, Vl, Vll, or Vlll) | ||
| Management Electives (3 points) (taken Semester V, Vl, Vll, or Vlll) | ||
| Semester VIII | ||
| Nontech Electives (Students must complete the 27-point requirement.) (taken Semester V, Vl, Vll, or Vlll) | ||
| Tech Electives (15 points) (taken Semester V, Vl, Vll, or Vlll) | ||
| Management Electives (3 points) (taken Semester V, Vl, Vll, or Vlll) | ||
- 1
The linear algebra requirement may be filled by either MATH UN2010 LINEAR ALGEBRA or APMA E3101 APPLIED MATH I: LINEAR ALGEBRAor COMS W3251 COMPUTATIONAL LINEAR ALGEBRA.
- 2
ENGI E1006 INTRO TO COMP FOR ENG/APP SCI can be replaced by COMS W1004 PROGRAMMING IN JAVA.
Technical Electives
At least 6 credits of Technical electives must have the "IEOR" course code and be 3000-level or higher. Exceptions are courses that are in conjunction with IEOR, such as CSOR, EEOR, and ORCS.
| Code | Title | Points |
|---|---|---|
| ORCA E2500 | FOUNDATIONS OF DATA SCIENCE | |
| IEOR E3402 | PRODUCTN-INVENTORY PLAN-CONTRL | |
| IEOR E3700 | Research Immersion in OR and Data Analytics | |
| IEOR E3900 | UNDERGRAD RESEARCH OR PROJECT | |
| IEOR E4008 | COMPUTATION DISCRETE OPT | |
| IEOR E4108 | SUPPLY CHAIN ANALYTICS | |
| ORCS E4200 | Data-driven Decision Modeling | |
| CSOR E4231 | ANALYSIS OF ALGORITHMS I | |
| or CSOR W4231 | ANALYSIS OF ALGORITHMS I | |
| IEOR E4405 | PRODUCTION SCHEDULING | |
| IEOR E4407 | GAME THEOR MODELS OF OPERATION | |
| IEOR E4418 | TRANSPORTATION ANALYTICS & LOGISTICS | |
| IEOR E4525 | MACHINE LEARNING FE & OPR | |
| IEOR E4526 | ANALYTICS ON THE CLOUD | |
| ORCS E4529 | Reinforcement Learning | |
| IEOR E4530 | TOPICS IN OPERATIONS RESEARCH | |
| IEOR E4650 | BUSINESS ANALYTICS | |
| IEOR E3609 | ADVANCED OPTIMIZATION | |
| IEOR E4540 | DATA MINING | |
| IEOR E4544 | Statistical Methods for Analytics | |
| IEOR E4545 | Causal Analysis for Data Analytics and OR | |
| IEOR E4572 | TOPICS IN OPERATIONS RESEARCH | |
| IEOR E4601 | DYNAMIC PRICING/REVENUE MGMT | |
| IEOR E4620 | PRICING MODELS FOR FIN ENGIN | |
| IEOR E4630 | ASSET ALLOCATION | |
| IEOR E4709 | STATISTICAL ANALYSIS AND TIME SERIES | |
| IEOR E4718 | INTRO-IMPLIED VOLATILITY SMILE | |
| IEOR E4737 | AI Applications in Finance | |
| IEOR E4731 | CREDIT RISK/CREDIT DERIVATIVES | |
| IEOR E4732 | COMPUT METHODS IN FINANCE | |
| IEOR E4733 | ALGORITHMIC TRADING | |
| IEOR E4735 | STRUCTURED&HYBRID PRODUCTS | |
| IEOR E4742 | Deep Learning for OR and FE | |
| IEOR E4745 | Applied Financial Risk Management | |
| IEOR E6613 | Optimization, I | |
| IEOR E6614 | OPTIMIZATION II | |
| EEOR E6616 | CONVEX OPTIMIZATION | |
| IEOR E6711 | STOCHASTIC MODELING I | |
| IEOR E6712 | STOCHASTIC MODELING II | |
| IEOR E4524 | ANALYTICS IN PRACTICE | |
| APMA E3102 | APPLIED MATHEMATICS II: PDE'S | |
| or MATH UN3028 | PARTIAL DIFFERENTIAL EQUATIONS | |
| APMA E4101 | APPL MATH III:DYNAMICAL SYSTMS | |
| APMA E4204 | FUNCTNS OF A COMPLEX VARIABLE | |
| or MATH UN3007 | COMPLEX VARIABLES | |
| APMA E4300 | COMPUT MATH:INTRO-NUMERCL METH | |
| COMS W1004 | PROGRAMMING IN JAVA | |
| COMS W3107 | Clean Object-Oriented Design | |
| COMS W3157 | ADVANCED PROGRAMMING | |
| COMS W3203 | DISCRETE MATHEMATICS | |
| COMS W3261 | COMPUTER SCIENCE THEORY | |
| COMS W4111 | INTRODUCTION TO DATABASES | |
| COMS W4113 | FUND-LARGE-SCALE DIST SYSTEMS | |
| COMS W4115 | PROGRAMMING LANG & TRANSLATORS | |
| COMS W4118 | OPERATING SYSTEMS I | |
| COMS W4156 | Advanced Software Engineering | |
| COMS W4160 | COMPUTER GRAPHICS | |
| COMS W4167 | COMPUTER ANIMATION | |
| COMS W4170 | USER INTERFACE DESIGN | |
| COMS W4232 | Advanced Algorithms | |
| COMS W4236 | INTRO-COMPUTATIONAL COMPLEXITY | |
| COMS W4252 | INTRO-COMPUTATIONAL LEARN THRY | |
| COMS W4261 | INTRO TO CRYPTOGRAPHY | |
| COMS W4281 | INTRO TO QUANTUM COMPUTING | |
| COMS W4701 | ARTIFICIAL INTELLIGENCE | |
| COMS W4705 | NATURAL LANGUAGE PROCESSING | |
| COMS W4731 | Computer Vision I: First Principles | |
| COMS W4731 | Computer Vision I: First Principles | |
| COMS W4733 | COMPUTATIONAL ASPECTS OF ROBOTICS | |
| COMS W4735 | VISUAL INTERFACES TO COMPUTERS | |
| COMS W4762 | Machine Learning for Functional Genomics | |
| COMS W4773 | Machine Learning Theory | |
| COMS W4774 | Unsupervised Learning | |
| COMS W4775 | Causal Inference | |
| CSEE W3827 | FUNDAMENTALS OF COMPUTER SYSTS | |
| CSEE W4119 | COMPUTER NETWORKS | |
| ECON UN3025 | FINANCIAL ECONOMICS | |
| ECON UN3211 | INTERMEDIATE MICROECONOMICS | |
| ECON UN3213 | INTERMEDIATE MACROECONOMICS | |
| ECON UN3412 | INTRODUCTION TO ECONOMETRICS | |
| ECON GU4020 | ECON OF UNCERTAINTY & INFORMTN | |
| ECON GU4211 | ADVANCED MICROECONOMICS | |
| ECON GU4213 | ADVANCED MACROECONOMICS | |
| ECON GU4251 | INDUSTRIAL ORGANIZATION | |
| ECON GU4260 | MARKET DESIGN | |
| ECON GU4301 | ECONOMIC GROWTH & DEVELOPMNT I | |
| ECON GU4412 | ADVANCED ECONOMETRICS | |
| ECON GU4413 | Econometrics of Time Series and Forecasting | |
| ECON GU4415 | GAME THEORY | |
| MATH BC2006 | COMBINATORICS | |
| MATH UN2030 | ORDINARY DIFFERENTIAL EQUATIONS | |
| MATH UN3020 | NUMBER THEORY AND CRYPTOGRAPHY | |
| MATH UN3386 | DIFFERENTIAL GEOMETRY | |
| MATH GU4041 | INTRO MODERN ALGEBRA I | |
| MATH GU4042 | INTRO MODERN ALGEBRA II | |
| MATH GU4051 | TOPOLOGY | |
| MATH GU4061 | INTRO MODERN ANALYSIS I | |
| MATH GU4062 | INTRO MODERN ANALYSIS II | |
| STAT GU4205 | LINEAR REGRESSION MODELS | |
| STAT GU4221 | TIME SERIES ANALYSIS | |
| STAT GU4224 | BAYESIAN STATISTICS | |
Management Electives
Students cannot double-count Non-Tech courses with Management Electives.
| Code | Title | Points |
|---|---|---|
| IEOR E2261 | ACCOUNTING AND FINANCE | |
| IEOR E4003 | CORPORATE FINANCE FOR ENGINEERS ((Can't take if IEOR E4402 or IEOR E4403 is taken)) | |
| IEME E4200 | HUMAN-CENTERED DESIGN AND INNOVATION | |
| IEOR E4207 | HUMAN FACTORS: PERFORMANCE | |
| IEOR E4505 | OPERATION RES IN PUBLIC POLICY | |
| ORCS E4201 | Policy for Privacy Technologies | |
| IEOR E4506 | DESIGN DIGITAL OPERATING MODELS | |
| IEOR E4507 | HEALTHCARE OPERATIONS MGT | |
| IEOR E4510 | PROJECT MANAGEMENT | |
| IEOR E4520 | APPLIED SYSTEMS ENGINEERING | |
| IEOR E4521 | SYSTEM ENGI TOOLS/METHODS | |
| IEOR E4711 | GLOBAL CAPITAL MARKETS | |
| IEME E4810 | INTRO-HUMANS IN SPACE FLIGHT | |
| IEOR E4998 | MANAG TECH INNOV & ENTREPRENEURSHIP | |
| CIEN E3000 | THE ART OF STRUCTURAL DESIGN | |
| CIEN E3129 | PROJECT MGMT FOR CONSTRUCTION | |
| CIEN E4138 | REAL ESTATE FIN/CONST MANAG | |
| CHEN E2100 | Material and Energy Balances | |
| COMS W4460 | PRIN-INNOVATN/ENTREPRENEURSHIP | |
| ECIA W4100 | MGMT & DEVPT OF WATER SYSTEMS | |
| ECON UN2105 | THE AMERICAN ECONOMY | |
| ECON UN2257 | THE GLOBAL ECONOMY | |
| ECON UN3265 | MONEY AND BANKING | |
| ECON UN3901 | ECONOMICS OF EDUCATION | |
| ECON UN3952 | MACROECONOMICS&FORMATION OF EXPECTATIONS | |
| ECON GU4230 | ECONOMICS OF NEW YORK CITY | |
| ECON GU4321 | ECONOMIC DEVELOPMENT | |
| ECON GU4370 | POLITICAL ECONOMY | |
| ECON GU4400 | LABOR ECONOMICS | |
| ECON GU4438 | ECONOMICS OF RACE IN THE U.S. | |
| ECON GU4465 | PUBLIC ECONOMICS | |
| ECON GU4480 | GENDER & APPLIED ECONOMICS | |
| ECON GU4500 | INTERNATIONAL TRADE | |
| ECON GU4505 | INTERNATIONAL MACROECONOMICS | |
| ECON GU4625 | ECONOMICS OF THE ENVIRONMENT | |
| ECON GU4700 | FINANCIAL CRISES | |
| ECON GU4710 | FINANCE AND THE REAL ECONOMY | |
| ECON GU4750 | GLOBALIZATION & ITS RISKS | |
| ECON GU4840 | BEHAVIORAL ECONOMICS | |
| ECON GU4850 | COGNITIVE MECH & ECON BEHAVIOR | |
| ECON GU4860 | BEHAVIORAL FINANCE | |
| ENGI E4100 | RESEARCH TO REVENUE | |
| SOCI W3490 | Mistake, Misconduct, Disaster | |
| SOCI UN3675 | ORGANIZING INNOVATION |
Non-Tech Electives
Columbia Engineering students must complete 9-11 points of elective nontechnical coursework. The total combined number of nontechnical points (including nontechnical requirements and nontechnical electives) must add up to at least 27 credits. Advanced Placement (AP) credit in appropriate subject areas can be applied toward the elective nontechnical requirement.
The SEAS Bulletin has a list of approved nontechnical elective courses.
