Financial Engineering



Become a financial engineer

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 you need to learn about and fully comprehend the complexity of financial markets.

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#Majeure Ingénierie Financière




Financial Engineers


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.

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.

Teaching

  • Financial mathematics
  • Options theory
  • Portfolio management
  • Market risk
  • Credit risk
  • The new interest rate paradigm
  • Algorithmic trading
  • Model risk
  • Simulation methods
  • Machine Learning and data science
  • Rules and regulations (Basel III)

Skills

  • Mastering and managing risks relating to financial activities
  • Mastering software widely used in the banking industry (Bloomberg,Matlab, R, C++, C#, VBA, Python)
  • Mastering the new post-crisis financial context
  • Mastering new banking regulations
  • Mastering financial mathematics


Careers

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

#QUANTITATIVEFINANCE
#MATHEMATICS
#IT
#AI
#RISKMANAGEMENT
#MARKETFINANCE




Programme Overview

Financial engineering major

FINANCIAL MARKET
Financial Concepts
Derivatives Pricing & Hedging
MATHEMATICS FOR FINANCE 
Supervised Learning
Advanced Probability
PROGRAMMING LANGUAGE FOR FINANCE
VBA & .NET for Finance
C++ for Finance
RISKS 
Market Risk
Investment Management
MARKET
Equity Derivatives

MATHEMATICS
Stochastic Calculus
Econometrics 
IT FOR FINANCE
Algorithmic Trading
Machine Learning for Finance
RISK MANAGEMENT
Bale 3
Credit risk
Interest rate risk 
MARKET AND MODELIZATION 
Advanced Fixed Income with Bloomberg 
Calibration




Examples of Finance student projects

Produced by ESILV engineering students

  • Analysis of Bitcoin prices
    Markowitz method for efficient portfolio
    Remote controle of Bloomberg software
    Low volatility market neutral strategy
  • Electricity price forecasting
    Platform of trading simulation and financial training
    Alto-Scholarship: Open-Source Community-based Platform for Finance
    Intelligent Automated Comparable Analysis : A Tool for Financial Analysis
  • Determination of the Impact of ICS Norm
    AI: Regime Switching Models in Finance
    Provisioning and the contributions of the future insurance
    Measuring and modelling the impact of contingent convertible bonds on financial stability


ESILV Finance News

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 […]
A Different View on the Impact of COVID-19 on Financial Markets, by Matthieu Garcin 18 August 2020 An ESILV professor, Matthieu Garcin, is at the origin of two new studies focusing on the impact of COVID-19 on stock markets and the effects of the crisis on market efficiency. In these studies, Matthieu Garcin and his co-authors propose a new outlook on this financial crisis and an original method, outlining the chronology of […]



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