fbpx

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 needed to understand and master the complexity of financial markets.

Apply now

#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

  • 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)

Skills

  • 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


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

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





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
    #PI²4 Creation of an ESG criteria assessment database
    Provisioning and the contributions of the future insurance



ESILV Finance News






Contact us
Apply now

    Need information ?

    Contact us and we will help you