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
From Mathematics to Markets: How Financial Engineers Work in Real Life 9 July 2026 Financial markets move at extraordinary speed. Millions of transactions are executed every second, global events reshape investment strategies within minutes, and artificial intelligence is transforming how risks are assessed. Behind much of this activity stands a professional rarely seen outside the trading floor: the financial engineer. Far from being simply a mathematician or a finance [...]
International Workshop on Financial Markets and Nonlinear Dynamics: ESILV research on European banking contagion 16 June 2026 Nel Dupuij, an ESILV Financial Engineering student from the Class of 2027, presented a research paper at the 10th International Workshop on Financial Markets and Nonlinear Dynamics (FMND 2026) in Paris. The conference brought together academics and finance professionals working on financial market dynamics, risk management, and econometric modelling.At the 10th International Workshop on Financial [...]
Financial Engineering: Top certifications and tools to boost your finance career 23 April 2026 Financial engineering careers require more than a general knowledge of finance. They combine quantitative methods, programming, financial market analysis and the ability to model complex problems such as risk, pricing, portfolio optimisation or data-driven investment decisions. Professional certifications and technical tools can support this career path, but they are most valuable when built on strong [...]
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, [...]
Ecole Supérieure d'Ingénieurs
Léonard de Vinci
Paris • Nantes • Montpellier
Tél. : +33 1 81 00 28 38
admissions@esilv.fr
Recrutement
