Diplôme d'ingénieur ECE - Majeure Finance Quantitative at ECE Paris

Two-year engineering major at the Paris campus treating financial markets as complex physical systems, training experts able to model, price and manage sophisticated financial instruments.

Faculty: ECE Engineering School  |  Department: Programme Ingénieur (diplôme d'ingénieur)  |  Duration: 2 years (years 4 and 5 post-baccalauréat; 60 ECTS in year 2 of the cycle and 90 ECTS in year 3)  |  Study mode: full-time; taught in French; Paris campus  |  Intake: September  |  Location: Paris, Île-de-France, France

What you will study

Itô calculus and stochastic differential equations, multivariable analysis, probability (Wiener processes, martingales, risk-neutral measures), Monte-Carlo simulation, Black-Scholes and extensions (Heston, SABR, jump models) in year 2; local and stochastic volatility models, jump and Lévy processes, market modelling and quantitative risk management (VaR, Expected Shortfall) in year 3.

Career pathways

Quant, market finance programmer, structurer, strategist, risk manager, sales in a trading room, compliance and reporting officer.

Official programme page