The Financial Engineering major develops all the skills needed to understand and master the complexity of financial markets.
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.
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
Bloomberg Trading Challenge 2024: ESILV Team Ranks 8th in Europe, 2nd in France, and 37th Globally 26 November 2024 The Bloomberg Global Trading Challenge 2024 marked another milestone for ESILV’s Financial Engineering major. A team of fifth-year financial engineering students demonstrated their advanced trading skills, ranking among the top performers globally in Europe and France. Competing in a field of 2,520 teams and over 13,000 participants worldwide, the team achieved: 8th place in Europe [...]
DVRC: Unveiling the Intersection of Mathematics and Finance with researcher Daniele Angelini 12 March 2024 In the realm of financial markets, where chaos reigns, and predictions often feel like shots in the dark, there exists a realm where mathematics meets finance, offering a glimmer of order amidst turbulence. Daniele Angelini, a theoretical physicist turned mathematical finance enthusiast, is a PhD Student at La Sapienza University of Rome and a visiting [...]
Summer School: a UTS and ESILV initiative to teach engineering with a taste of Paris 11 July 2023 As part of the partnership between the University of Technology, Sydney and ESILV, ten engineering students from UTS were welcomed this summer to create an electronic game around Parisian thematics. For the 2023 edition of this summer school co-organised by the two schools, the summer school with a hybrid format that lasted three weeks: one [...]
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 [...]
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
