Financial Engineering

The world of finance requires engineering skills

Engineer’s degree (diplôme d’ingénieur) with a major in Financial Engineering in a French CTI-accredited engineering school

The Financial Engineering major develops all the skills needed to understand and master the complexity of financial markets.

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Financial Engineering

ESILV Master’s Degree in Engineering

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.

A Bloomberg trading room available

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.


  • Mathematics of Randomness
  • Mathematical modelling for finance
  • Options theory
  • Portfolio management
  • Market risk
  • Credit risk
  • Equity, interest rate, currency and commodity markets
  • Algorithmic trading
  • Model risk
  • Simulation methods
  • Machine learning and data science
  • Deep pricing
  • Regulation and regulation (Basel 3)


  • Mastering and managing the risks related to financial activities
  • Mastering the software and programming languages commonly used in the banking industry (Bloomberg, Matlab, R, C++, C#, VBA, Python)
  • Mastering the new financial environment after the crisis
  • Mastering the new banking regulations
  • Mastering mathematics for finance


Risk Manager, Trader, Quantitative Analyst, Structurer, Financial Market Data Scientist, Hedge Fund Analyst, Strategist, Quantitative Portfolio Manager, Financial Engineer, IT Commando, IT Quant


Programme Overview

Financial Engineering major

Pricing and hedging of derivatives
Investment techniques
Equity Derivatives
Stochastic Calculus
Simulation methods
Machine Learning and Asset Management
Financial engineering with Python, Git, Linux

FX markets and models
Algorithmic trading
Commodities markets and models
Model risk
Diffusion models
Basel 3, credit risk, and machine learning
Data-related innovation in finance: NLP& deep pricing
Financial modeling with jump processes
Advanced fixed income with Bloomberg & Derivatives trading

Examples of Finance student projects

Produced by ESILV engineering students

  • Intelligent Automated Comparable Analysis : A Tool for Financial Analysis
    Determination of the Impact of ICS Norm
    AI: Regime Switching Models in Finance
    #PI²4 Creation of an ESG criteria assessment database
  • Provisioning and the contributions of the future insurance
    Measuring and modelling the impact of contingent convertible bonds on financial stability
    Mean Reversion
    Momentum strategy in the French stock market
  • Analysis of Bitcoin prices
    Markowitz method for efficient portfolio
    Remote controle of Bloomberg software
    Low volatility market neutral strategy

ESILV Finance News

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