Master in
Finance (MCF)

Because the world
needs you.


In the world producing mountains of data, computational finance integrates the knowledge of financial economics wih data science, modeling, computer science, quantitative methods and machine learning, powering fintech and digital transformation of the modern economy.

Would you like to become an expert in this exciting field?




corporate partners


months to find great job


Our Mission

  • A world class program in computational finance in Belgrade, Serbia
  • Combining finance, data science and IT with the best global
    industry practice
  • A talent hub and the center of excellence where businesses
    find “ready to work” experts and courses are created with the
    industry needs in mind.


There is a huge demand for the combination of skills that our program provides. For this reason, leading international and Serbian companies support our program from its very inception. Each year, several incoming MCF students receive scholarships provided by our corporate partners which allows them to study at MCF free of charge. In addition, leading companies sponsor their own employees to participate in our program. Many students receive multiple job offers well before graduation.



Requirements: 240 ECTS
Duration: 12 months
Degree: Master in Computer Science – Computational Finance

Short Cycle program

Duration: 12 months

Certificate: Certificate of Completion from the School of Computing, Union University + possibility to obtain Master in Computer Science – Computational Finance degree upon completing and defending the Master thesis.



  • Unique program in this part of the world
  • Combination of academic knowledge and global industry practice
  • Best preparation for the CFA and FRM exams
  • Membership in the CQF Institute
  • Great networking
  • Dedicated professors
  • Fantastic atmosphere
  • Lots of real world and real time work
  • Demanding and very rewarding


“In order to level the playing field among the entering MCF participants who come from different backgrounds, we organize an approximately two-months long Bootcamp in programming (mostly Python, some R), math and probability theory.”
Prof. Branko Urošević, MCF Program Director
“We foster creation of groups of participants with different backgrounds in order to increase the interaction, diversify output and enable more productive learning.”
Drago Inđić, PhD, Fintech course lecturer


“Our students receive great job offers in Serbia and from abroad while they are still studying. They tend to find employment with top banks, investment and consulting companies, prominent IT companies, fintech and blockchain development firms. A world of new opportunities awaits those that complete the MCF program.”

Vladislav Radak, PhD, MCF Lecturer


Master of Computational Finance, class 2021
“Jovana Ljutovac (MCF 21) joined our company in July 2021 as an intern and then as a full-time Financial Analyst from 1.10.2021. Since joining us, she has worked on a number of transactions both buy-side and sell-side in IT, distribution, Pharma and FMCG sectors. Her maturity, despite her young age, and pro-active attitude are a superb fit for our company culture. Her analytical and problem solving skills honed by her experience of programming and understanding of mathematics for finance has enabled her to learn very quickly and contribute significantly to our company in a very short period of time.”
Dan Mutadich,Managing Director, Kvantum Capital Partners


Our advisory board keeps us on track with business needs of todays financial markets helping us to design our courses to the requirements of the top global financial organizations.


Marko Jevremović is Executive Director at JP Morgan in New York in charge of quantitative research for Liquidity, Custody and Depositary Receipts within Securities Services business. He holds a MSc in Math from Cambridge University. Prior to joining JP Morgan, he led modeling stream of Portfolio Quantitative Analytics at UBS in London, with experience across most of the major asset classes and studying firm-wide cross-asset impacts on XVAs, capital and collateral optimization.

Marko Jevremović

JP Morgan


Petar Marković is a Vice President at FIC Structuring at Deutsche Bank, New York. Previously, he was Vice President in Investment Banking Financing Group of Goldman Sachs in New York focusing on quantitative analytics, derivatives hedging, and risk management for corporate clients. Out of nine years at Goldman Sachs, he spent the first seven in Risk division, modeling risk across assets for the firm. He holds a BSc in Electrical Engineering and MSc in Quantitative Finance (IMQF) from University of Belgrade, and Executive MBA degree from Columbia University in New York.

Petar Marković

Deutsche Bank


Martin Summer is the Head of the Research Section of the Austrian Central Bank (OeNB). He holds a PhD in Economics from the University of Vienna. Prior to joining OeNB, he worked as a lecturer at the University of Vienna, Birmingham and Regensburg, as a visiting researcher and academic advisor at the Bank of England, and as a visiting scholar at the Financial Markets Group of the London School of Economics. His research interests are in banking regulation and systemic risk, financial stability, and financial economics. He is an Associate Editor of the journal Mathematical Finance.

Martin Summer



Vladimir Aleksić is Vice President at JP Morgan (London). He holds a PhD in Mathematics and Computing at King’s College, University of London. He has a decade long experience split between the Macro Index desk within the Markets business, and the Chief Investment Office. In addition, he has the expertise in developing and executing quantitative investment strategies in interest rates, FX and commodities

Vladimir Aleksić

JP Morgan


Marko Kangrga is the Head of Quantitative Reaserch for Americas at RavenPack. He focuses on novel approaches and techniques for combining fundamental drivers with big data quantitative frameworks to identify alpha opportunities from a wide universe of securities across multiple asset classes. Previously, as the head trader/investment analyst at an event-driven hedge fund in New York, he was responsible for macro research, idea generation and risk management. He has a B.S. degree in Finance with a minor in Computer Science from the University of Evansville in 2008.

Marko Kangrga



Vladimir Lučić is a Visiting Professor in the Mathematical Finance Group, Imperial College London. Prior to joining the Imperial College, Vladimir occupied a number of senior quantitative roles in the Investment Banking space, including the global head of Quantitative Analytics for Equity Derivatives, Structured Funds and QIS at Barclays, Head of Statistical Modelling and Development for rates and credit at Barclays, and head of Quantitative Investment Strategies in the cross-asset volatility space at Macquarie Group. Vladimir is also an Adjunct Professor at Faculty of Computer Science, Dalhousie University, Canada. He holds a PhD in Math from Univ. of Waterloo.

Vladimir Lučić

Imperial College London


Ivan is a serial entrepreneur, currently serving as CEO of MVP Workshop, a Web3 Venture Builder company, and co-founder of Polygon Edge, EVM based blockchain scaling solution. He has been involved full-time with building software products since 2001 as an engineer, tech executive, or (co)founder in multiple corporations and startups, while also being involved in 6 startup exits. In MVP Workshop R&D studio, he worked on over 50 different Web3 projects, some of which turned out to be unicorns, such as Celsius Network ($50M ICO in 2018 and $750M investment in 2021) and Polygon (Ethereum's Internet of Blockchains, currently the most used EVM based blockchain scaling solution).

Ivan Bjelajac

MVP Workshop


All your questions about MCF will be answered promptly.
You just have to ask.