The Financial Engineering major develops all the skills needed to understand and master the complexity of financial markets.
This course is offered on the Paris campus.
The ESILV course in Computational Finance Major takes into account major trends in banking, asset management and hedge funds, such as high frequency trading, combined use of machine learning and the mathematics of randomness, and developments in risk management, which new financial directives have rendered increasingly complex.
Students can use a real trading room equipped with fifteen Bloomberg terminals, the main financial tool used in trading rooms and most management companies and large businesses. Students can also give their CVs a real boost by obtaining Bloomberg certification and taking the Bloomberg Aptitude Test.
Risk Manager, Trader, Quantitative Analyst, Structurer, Financial Market Data Scientist, Hedge Fund Analyst, Strategist, Quantitative Portfolio Manager, Financial Engineer, IT Commando, IT Quant
QUANTITATIVE FINANCE
Pricing and hedging of derivatives
Investment techniques
Equity Derivatives
STOCHASTIC CALCULUS
Stochastic Calculus
IT AND DATA FOR FINANCE
Simulation methods
Machine Learning and Asset Management
Financial engineering with Python, Git, Linux
MARKET ANALYTICS
FX markets and models
Algorithmic trading
Commodities markets and models
RISK AND MATHEMATICS
Model risk
Diffusion models
Basel 3, credit risk, and machine learning
Data-related innovation in finance: NLP& deep pricing
Financial modeling with jump processes
OPTIONS AND FINANCIAL MARKETS
Advanced fixed income with Bloomberg & Derivatives trading
Calibration
What Can Graduates Do with a Degree in Financial Engineering? 9 October 2025 The world of Finance has evolved at an increasingly rapid speed over the last years, bringing a series of new challenges to navigate. Markets move faster than ever, and they’re driven by algorithms, data, and global interconnections that require precise expertise. This is where Financial Engineering comes in, enabling the blending of finance, math, programming, [...]
MN: Marco, Class of 2025, Recognised for His Graduation Research on Concentration Risk in Equity Portfolios 9 September 2025 As part of MN’s Academic Excellence Program, Marco Rossi, Class of 2025, completed his graduation research with one of the largest Dutch asset managers. Pursuing his master’s degree at ESILV in Paris, Marco explored concentration risk in equity portfolios and proposed innovative frameworks to support pension fund investment strategies. This recognition highlights the role of [...]
Three ESILV MSc Programmes Earn Master of Science Accreditation from the Conférence des Grandes écoles 25 March 2025 The MSc in Aeronautical & Aerospatial Engineering, the MSc in Financial Engineering, and the MSc in Fintech & Digital Banking at ESILV have officially received the MSc—Master of Science accreditation from the Conférence des Grandes écoles, marking a significant milestone in the school’s academic recognition. This recent accreditation underlines ESILV’s commitment to delivering internationally recognised, [...]
Spotlight on Edgar Castel, class of 2019: From ESILV Graduate to Promising Talent in Equity Trading 28 January 2025 Edgar Castel, a 2019 graduate of ESILV’s Financial Engineering program, has been recognized as one of The TRADE’s Rising Stars of Trading and Execution. Edgar is currently an Equity Trader at Nordea Asset Management in Denmark. His career journey showcases ESILV’s role in shaping his financial markets and technology expertise. Read Edgar’s profile at The [...]
Bloomberg Trading Challenge 2024: ESILV Team Ranks 8th in Europe, 2nd in France, and 37th Globally 26 November 2024 The Bloomberg Global Trading Challenge 2024 marked another milestone for ESILV’s Financial Engineering major. A team of fifth-year financial engineering students demonstrated their advanced trading skills, ranking among the top performers globally in Europe and France. Competing in a field of 2,520 teams and over 13,000 participants worldwide, the team achieved: 8th place in Europe [...]
DVRC: Unveiling the Intersection of Mathematics and Finance with researcher Daniele Angelini 12 March 2024 In the realm of financial markets, where chaos reigns, and predictions often feel like shots in the dark, there exists a realm where mathematics meets finance, offering a glimmer of order amidst turbulence. Daniele Angelini, a theoretical physicist turned mathematical finance enthusiast, is a PhD Student at La Sapienza University of Rome and a visiting [...]
Ecole Supérieure d'Ingénieurs
Léonard de Vinci
Paris • Nantes • Montpellier
Tél. : +33 1 81 00 28 38
admissions@esilv.fr
Recrutement
