Skip to content
Universities / Stellenbosch University

MCom in Financial Risk Management (thesis and assignment options) (MCom FRM)

A postgraduate degree in financial risk management with advanced risk, extreme value theory, portfolio management and credit derivative modules, finishing in a research assignment or thesis.

What you’ll study

Core

  • Thesis: Financial Risk Management (FRM 879 route)
  • Research assignment (FRM 889 route)

Electives

  • Extreme Value Theory A
  • Extreme Value Theory B
  • Advanced Financial Risk Management A
  • Advanced Financial Risk Management B
  • Advanced Financial Risk Programming
  • Advanced Portfolio Management Theory A
  • Advanced Portfolio Management Theory B (VaR)
  • Credit Derivative Instruments A

Source: statistics-and-actuarial-science.sun.ac.za ↗

Before you apply

Background
BComHons in Financial Risk Management from Stellenbosch or equivalent
Other
Selection applies; extra assessment or modules may be required if FRM or Mathematical Statistics background is judged insufficient

Source: statistics-and-actuarial-science.sun.ac.za ↗

After graduation

The programme doesn’t publish an employment report.

Want to see what employers ask for? Browse open quant roles.

Fees, dates and outcomes not on page; contact krugere@sun.ac.za. Old sun.ac.za URL redirects to su.ac.za.

Checked 6 November 2026 against the sources linked on this page. Fees, units and requirements change each year, so confirm them on the programme’s website before applying.

Similar programmes