“Design, model, and quantify the drivers and hazards of finance in the digital society for the purpose of optimizing the use of human intelligence.”
Duc PHAM-HI
Head of the Finance & Quantitative Engineering Major
Finance & Quantitative Engineering Major
Anticipating future jobs in the financial sector
- Duration: 2 years
- Intake: September
- Campus: Paris
- ECTS credits : 120
- Language of instruction: French
- Pace: Full-time
Presentation of the Finance & Quantitative Engineering Major
The combination of artificial intelligence and automated networks of distributed services/data (“blockchains”) is transforming the banking, financial and insurance industries. At the same time, our societal structure has shifted from a mindset of physical possession to one of virtualized sharing and continuous updating.
The triptych Teaching – Learning – Projects in the Finance and Quantitative Engineering Major at ECE follows the following guidelines: courses and subjects redesigned for a digital finance, math in design thinking, preservation of traditional strengths.
The objectives of the Finance & Quantitative Engineering major
Mastering the benefits and dangers of life through mathematical approaches
Mastering math with numerical analysis and stochastic simulation techniques
Transforming fears into processable multidimensional models
Learning to frame risks through quantitative and analytical thinking
Curriculum
ECE has partnered with a research lab (with autonomous heterogeneous agent macroeconomic models) to allow the teaching – and researching – of strategic forecasting around cryptocurrencies.
- Stochastic differential equations
- VBA language
- Artificial intelligence
- Yield curve
- Quantitative macroeconomics
- Applied machine learning
- Cryptocurrency law
Careers’ opportunities for the Finance & Quantitative Engineering Major
- Exotic products trader
- “Commando” developer for trading rooms
- Risk manager
- Middle officer in banks
- Project manager of trading room software packages
- Data scientist
- Blockchain engineer
- Cryptocurrency Strategist
- Digital transformation consultant
The head of the major – Duc Pham-Hi
Previous positions held:
– Executive assistant of the Banque de France
– Executive of the Victoire Assurances group
– Head of department at Crédit National
– Trader and Research Director, Natixis
– Director Global Risk Management, PricewaterhouseCoopers
– Head of Basel II at the Commission Bancaire
The program
2nd year of the Engineering Degree (S7 and S8)
| Blocks | Course | Hours |
|---|---|---|
| Mathematics | ||
| Variational calculation | 12h | |
| Multivariate analysis | 10h | |
| Stochastic computing | 14h | |
| FinTechnologies | ||
| Artificial intelligence | 32h | |
| Pricing Market risks | 20h | |
| Blockchain in practice | 16h | |
| Machine learning Algorithms | 20h | |
| Economy & Finance | ||
| Microeconomics of banking & MAF | 30h | |
| Pricing Market risks | 20h | |
| Blockchain in practice | 16h | |
| Machine Learning Algorithms | 20h | |
| Engineering | ||
| Stochastic computing | 15h | |
| Banking microeconomics | ||
| Quantitative macroeconomics | 15h |
3rd year of the Engineering Degree (S9)
| Blocks | Course | Hours |
|---|---|---|
| Mathematics | ||
| Graph theory | 12h | |
| Optimal and Hamiltonian control | 16h | |
| Mathematics of evolutionary systems | 18h | |
| Markets & Products | ||
| Financial derivatives | 16h | |
| Forecasting techniques | 20h | |
| Portfolio management | 22h | |
| Advanced domains | ||
| MOOC Semester 9 | 30h | |
| DSGE | 14h |
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