The Financial Engineering major develops all the skills needed to understand and master the complexity of financial markets.
The ESILV course in financial engineering 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
Trading and Cryptocurrencies: Three Master’s Degree Engineering Projects 21 June 2022 The financial markets industry is currently looking for fresh talent to develop new products, services, and financial models in line with the economic and technological upheavals: high-frequency trading, blockchains, cryptocurrencies, decentralized finance, and many others. ESILV students get hands-on experience working on financial engineering projects aligning with the latest technology trends and their applications in [...]
Financial Modelling: Two ESILV Professors Publish Research in A Three-Star Journal 14 December 2021 Matthieu Garcin and Martino Grasselli, professors at ESILV engineering school, have had their research into financial modelling and rough volatility published as an article in a highly-regarded web of science applied mathematics journal. Matthieu Garcin and Martino Grasselli are professors in Financial Engineering at ESILV and members of the Finance Group at De Vinci Research [...]
Fintech: ESILV Entrepreneur Brings ESG Solutions To Asset Management Companies 16 November 2021 As the ESG wave impacts the global asset management industry, French fintech firms are taking action. Paul Bezault, class of 2004, co-founder and president of AssetSagacity, is one of the entrepreneurs leading the digitization of extra-financial data to make asset management more sustainable. Paul, who graduated from ESILV in 2004, is the head of the [...]
Rough Is Not so Tough : Fast Hybrid Schemes for Fractional Riccati Equations 16 March 2021 Martino Grasselli, a doctor in Quantitative Finance and professor-researcher at ESILV School of Engineering, is the co-author of an article titled “Fast Hybrid Schemes for Fractional Riccati Equations (Rough Is Not so Tough)”, published in the international journal “Mathematics of Operations Research”. Martino Grasselli is the head of the Finance Group at the De Vinci Research Center [...]
Three Financial Engineering Projects that bring Real Value to Investors and Companies 6 October 2020 From stock investing to financial analysis and econometrics, financial engineering has the potential not only to improve spending, saving, and investing decisions for the future but also to make possible the development of new products, services, and markets. At ESILV, financial engineering projects are part of the curriculum that develops graduates who can create innovative solutions for [...]
Engineering Internships: Three Intern Programmes that thrived despite Covid-19 25 August 2020 Despite the ongoing COVID-19 pandemic, some engineering internships have taken place over the spring-summer semesters. Even though many businesses have been closed this year due to coronavirus restrictions, numerous ESILV students were able to pursue their work during the pandemic. With all the COVID-19 restrictions, the summer of 2020 could have been a washout for [...]
Ecole Supérieure d'Ingénieurs
Léonard de Vinci
Pôle Léonard de Vinci
92 916 Paris La Défense Cedex
Tél. : +33 1 81 00 28 38
admissions@esilv.fr
Recrutement
