MSc Investment Banking and Risk Management

Full-time 18 months programme in english


The financial crisis of 2007-2009 has raised new issues in the management of financial risk and has created new challenges for all players in the financial services sector. Banks, investment managers and other financial services firms need to gain better control of their financial risks. Market participants and researchers from academia need to apply a multidisciplinary approach to finance and economics. the main objective of the msc is to meet these needs.




THE MSC PROGRAMME WILL PROVIDE YOU WITH THE NECESSARY SKILLS TO MASTER THE FINANCIAL RISK TOOLS WHICH ARE VITAL FOR FINANCING AND INVESTMENT IN BANKS AND TO FACE THE MARKET’S NEEDS.

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Background

The MSc in Investment Banking and Risk Management programme is designed for those interested in working inthe financial services sector and who have an academic background in Financial Mathematics/Applied Mathematics/ Engineering Sciences or Physics and have graduated with an International Bachelor’s degree in the fore-mentioned subjects or with a French Master’s degree (M1). The MSc programme will provide the skills needed to master advanced analytical tools needed in modern finance.

Learning outcomes

Students in the programme will develop the expertise to analyse and control financial risks. It covers areas such as Mathematical Finance, Risk Management, Programming and Finance, Regulation and Future Governance. The course is tailored to prepare students for jobs such as:  Risk Analyst, Quantitative analyst, Structured product specialist, Compliance Officer, Auditor

Blended Learning

The pedagogical approach blends theoretical teaching with the study of real-life cases. Students will have the opportunity to work on current business problems
with financial firms. As an integral part of the programme, students will complete a 4-6 month internship. After the internship, students will prepare a dissertation using the experience gained during their time in the company under the supervision of an Internship Tutor from the company and an ESILV professor specialised in the topic of the dissertation. The first semester of the the programme can be completed at ESILV (Paris) or at the University of Padova (Italy).





53K€
THE MINIMUM INTERNATIONAL STARTING SALARY OF GRADUATES FROM THE  DEPARTMENT OF FINANCE

10
LECTURERS/RESEARCHERS IN THE FINANCE LAB, THE RESEARCH LABORATORY IN ECONOMICS AND FINANCE

12
BLOOMBERG TERMINALS ON CAMPUS


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Directors of the MSc


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Pr. Sergio Focardi

Professor Focardi is MSc IBRM Programme Director and researcher in the Finance Laboratory at the Pôle Universitaire Léonard de Vinci in Paris. In addition to his role at IBRM, he is Visiting Professor of Finance at the University of New York at Stony Brook and lecturer at the University of Princeton. Prof. Focardi has a Ph.D in Mathematical Finance from the University of Karlsruhe (Germany) and a Degree in Electronic Engineering from the University of Genoa (Italy). His areas of research include asset management, where he has developed statistical arbitrage applications, the theory of economic and financial crises, and the theory of economics with multiple interacting agents. Professor Focardi has contributed articles to journals such as The Journal of Portfolio Management, Journal of Economic Behavior and Organization, The American Economist, and Mathematical Methods in Operations Research.

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Pr. Cyril Grunspan

Professor Grunspan is Director of the MSc Scientific Committee. A former student of the Ecole Normale Supérieure in Paris, he has a doctorate in Mathematics from the Ecole Polytechnique in Paris. After working as a Quantitative Analyst at BNP Paribas in London, Professor Grunspan returned to academia. His areas of research include fixed income market and derivative products. Professor Grunspan has contributed numerous articles to peer-reviewed journals including the Journal of Algebra, Communications in Mathematical Physics, European Journal of Operational Research.

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Pr. Martino Grasselli

Professor Grasselli is Director of the Finance Laboratory at the Pôle Universitaire Léonard de Vinci in Paris and MSc Programme Coordinator. He is also Professor at the Department of Mathematics at the University of Padova (Italy). Professor Grasselli has a Ph.D. in Quantitative Finance from the Université Paris 1-Panthéon-Sorbonne and a Ph.D. in Applied Mathematics from the University of Trieste (Italy). Professor  Grasselli’s areas of research include stochastic volatility, fixed income market, derivatives pricing. He has published in peer-reviewed journals including Mathematical Finance, Risk Magazine, Journal of Banking and Finance.





Programme Overview

Full-time 18 months programme in english

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Semester 1

Model identification, calibration and data analysis
Linear and nonlinear computational  algebra : an introduction
Model identification and calibration

Stochastic methods for finance
Fundamentals of Stochastic methods
Advanced Stochastic methods for finance

Stochastic differential equations
Stochastic processes
Stochastic differential equations

Scientific computing and programming
Programming : an introduction to VBA and Matlab
Object oriented programming and data mining

Semester 2

Statistics for Risk Management
Econometrics
Extreme Value Theory

Risk Management
Credit Risk
Operational Risk
Liquidity Risk
Market Risk

Quantitative Finance
Derivative Product
Asset Management
Bloomberg and VBA for Finance


Accounting and Regulatory
Asset Liability Management
Basel 3

Beyond Basel III
Interest Rate Risk Management
Systemic Risk Modelisation

Bank of the future
History of money and banking system
International Finance andsystemic risk
Bank and monetary policy

Language
French as a Foreign Language

Semester 3

Internship

Professional Dissertation





Why we are different

OUR COLLABORATION WITH THE UNIVERSITY OF PADOVA FOR THE MSC IN INVESTMENT BANKING AND RISK MANAGEMENT PROGRAMME WILL GIVE YOU THE OPPORTUNITY TO CONNECT TO BOTH ESILV’S AND THE UNIVERSITY OF PADOVA’S EXTENSIVE NETWORK AND TO GAIN EXPERTISE FROM THE PROFESSORS FROM BOTH SCHOOLS


In Paris

We offer an excellent work environment with state-of-the-art facilities in the heart of the largest financial district in Europe, La Défense – you will be where all the action is. ESILV is located in the Pôle Universitaire Léonard de Vinci, which offers students a highly-secure study environment where you will find up-to-date technology and equipment necessary for your studies. The Pôle Universitaire Léonard de Vinci has dedicated spaces for the comfort andwell-being of the students – including a choice of cafeterias, a sports center and lounge areas. From day one, when the international relations department meets you at the airport and helps you settle into Paris, you will get support from administrative and academic staff to make your learning experience in Paris a remarkable one.

In Padova

If you choose to do the first semester at the University of Padova, you will get the opportunity to study in an institution with an incredible history. Not only does the University have the oldest University Botanical Garden in the world, you can also discover the ancient Palazzos, Astrological Observatory and historical collections in the museums. With about 65 000 students, the University of Padova is ranked as the leading Italian University, as well as being in the top 300 worldwide in the Shanghai rankings.

PARTNERSHIP

The following companies have shown their interest in the MSc in Investment Banking and Risk Management. As well as being members of the Scientific Comitee,
they will contribute to the taught-part of the programme and propose Internship offers in their companies: Société Générale (Risk and Capital Models Department), BRED (Department of Capital Markets), Blackridge Bank (President and CEO), Monte dei Paschi Siena (Head of Global Markets), DanskeBank (Head of Front Office Quantitative Applications), CONSOB (The Commissione Nazionale per le Società e la Borsa).

BLOOMBERG TRADING ROOM

The Pôle Léonard de Vinci has 12 Bloomberg terminals where you can simulate being a trader. The Bloomberg Trading room gives you the opportunity to familiarise yourself with the markets and its financial products, with the aim of becoming almost fully operational for your future employer. You will create
a network of contacts with the help of the Bloomberg Chat tool, where you can contact professionals and send them your CV.





Useful Information


Duration

12 months of classes
4-6 months Company Mission/ Internship (you can do this anywhere in the world)

Intake : February

Tuition fees : 15 000 €

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Admission requirements

To apply for the MSc in Investment Banking and Risk Management the pre-requisites are as follows:

  • A French Masters 1 Level Degree in Financial Mathematics/ Applied Mathematics or Engineering Sciences
  • An international Bachelor’s degree in one of the above-mentioned subjects
  • An international Bachelor’s degree in Physics

Housing and cost of living

The cost of living will vary significantly dependent on your lifestyle. This is estimated to be between 1 000 and 1 500 € per month (housing, food, electricity…). The International Relations Department will provide you with housing options offered by our housing partners.

For more information

Vaghé LUDINARD
International Programmes Manager
Pôle Universitaire Léonard de Vinci
Tel : +33 (0)1 41 16 70 86
vaghe.ludinard@devinci.fr



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