Financial Engineering option

3rd year - Engineering School

Context and objectives

The sophistication of financial markets has to do with the rapid development of financial theory. Its application needs to bring together skills in finance, mathematics and computing. 

This option trains  engineers in finance, banking and insurance.

 

The students deepen and gain more specific knowledge in mathematic modelling and the deployement of IT. 

A Bloomberg mini trading room is provided in order to prepare the students to be immediately operational in the financial institutions. 

 

Double diplomas

Partnerships allow students of the Engineering Finance Option tograduate in the same year inothers prestigious Masters 2:

  • Paris-Dauphine University
    • Master in Acturies
    • Master  MASEF : Mathematics applied to  Finance, Economics and Insurance Master
    • Master ISF: Statistical and Finance Ingineering Master
    • Master 104 of Finance
  • Cergy-Pontoise University:
    • Applied Mathematics Master
  • ESSEC - business School:
    • 2nd year of Master of Science in Management with a Bachelor/M1
  • Universities abroad
    • Canada : University of Montréal - University of Laval (Québec)
    • USA : Illinois Institute of Technology (Chicago)

Professions

Quatitative Analyst • Quantitative portfolio Manager • Trader • Actuary • Financial Engineer : derivatives

 

Training/Teaching

  • Applied Finance  :
    • Financial analysis and companies valuation
    • Practical Fixed Income Management
    • Careers and financial products
    • Trading in practice

 

  • Theoretical Finance :
    • Theory of contingent claims
    • Fixed income market
    • Portfolio management
    • Processus à sauts, applications en finance et simulation, in partenrship with UCP
    • Malliavin calculus applied to finance

 

  • Mathematics :
    • Model calibration
    • Mathematical tools in finance in partnership with UCP
    • Simulation
    • Analyse convexe in partnership with  UCP

 

  • IT Tools :
    • Bloomberg trading room
    • Advanced spreadsheet programming

 

  • 22 weeks of internship in a company

 

  • Final study project

 

 

 

Head of option 

Erik Taflin