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Certificate in Financial Engineering

                                          

The second year of the Financial Engineering graduate specialization offers Ensimag students a high-level integrated training in engineering sciences (mathematics and computer science) and in finance. This second year automatically leads to a double degree: an Engineering Degree from Grenoble INP-Ensimag and a Master’s Degree in Quantitative Finance from Grenoble IAE.
The Master’s Degree in Quantitative Finance is managed in partnership with Grenoble INP-Ensimag. The courses are ensured by professors of IAE, Ensimag and by high-level practitioners. They take place in Grenoble INP-Ensimag buildings.

The second year of this graduate specialization is also open to non-Ensimag students admitted to the Master in Quantitative Finance at Grenoble IAE. These students obtain both the Master in Quantitative Finance from Grenoble IAE and a Certificate in Financial Engineering from Grenoble INP-Ensimag. This certificate offered to non-Ensimag students (enrolled in the Master’s Degree in Quantitative Finance) attests that these students have acquired knowledge and skills in engineering sciences (mathematics and computer science).

Career opportunities


This branch is mainly for careers in financial establishments (banks, service companies, consulting companies, financial software package companies,…) that require the mastery of applied mathematics, computing and finance for the design or development of new utilities or services. The career opportunities concern, among others, financial software development, financial information systems, consulting, asset management, complex portfolio management, quantitative risk management.

 

Curriculum


It is a 90 ECTS program. The theoretical courses are concentrated between early September and April. Students then realize an internship.


• 30 ECTS of engineering courses for finance. These courses correspond to the curriculum of the Ensimag Financial Engineering graduate specialization’s second year
• 30 ECTS of Master’s Degree in Quantitative Finance courses
• 30 ECTS of internship. This is an internship of at least 5 months (and maximum 6 months) allowing students to put into practice the theoretical knowledge they have acquired

The curriculum embeds high-level courses in computer science, mathematics and finance, which are taught with an integrated approach, in particular in the context of substantial projects.

Two sub-branches (I2MF and MéQA) are proposed to students. These two sub-branches share a major common core offering a strongly integrated, high-level curriculum in computer science, mathematics, and finance. Besides this common core, the sub-branches offer students different levels of emphasis on the computing or mathematical aspects:

• The curriculum of Advanced Quantitative Methods (MéQA) shows a higher emphasis on the mathematics-for-finance aspects; it offers high-level skills in financial mathematics, computational finance and numerical programming.
• The curriculum of Information Technology and Financial Mathematics (I2MF) shows a higher emphasis on the computing and finance aspects; it offers high-level skills in computer science, finance, computational finance and numerical programming.

Curriculum of the sub-branch MéQA

Semester 5 Semester 6
Engineering courses (Ensimag Financial Engineering graduate specialization’s second year, 30 ECTS)
  • Numerical approaches for finance (6 ECTS)
  • Quantitative finance (6 ECTS)
  • Structured products valuation project (6 ECTS)
  • Financial mathematics (6 ECTS)
  • Economic and Management Sciences (6 ECTS)
Internship 30 ECTS
Master’s Degree in Quantitative Finance courses (30 ECTS)
  • Computer tools for finance (6 ECTS)
  • Financial management (6 ECTS)
  • Financial markets (6 ECTS)
  • Econometrics (6 ECTS)
  • Mathematical tools for finance (6 ECTS)

Curriculum of the sub-branch I2MF

Semester 5 Semester 6

Engineering courses (Ensimag Financial Engineering graduate specialization’s second year, 30 ECTS)

  • Numerical approaches for finance (6 ECTS)
  • Quantitative finance (6 ECTS)
  • Structured products valuation project (6 ECTS)
  • Parallel and distributed systems (6 ECTS)
  •  Economic and Management Sciences (6 ECTS)
Internship 30 ECTS


Master’s Degree in Quantitative Finance courses
(30 ECTS)

  • Computer tools for finance (6 ECTS)
  • Financial management (6 ECTS)
  • Financial markets (6 ECTS)
  • Financial information processing (6 ECTS)
  • Portfolio management practice (6 ECTS)


Who is concerned by this program?

The students enrolled into this program have to justify a high-level scientific knowledge. They must have already obtained a first year of graduate studies in mathematics and/or computer science or an engineering degree in mathematics and/or computer science.

 

How to apply ?



The individual applicants
are invited to go onto the Grenoble IAE Master’s Degree in Quantitative Finance webpage : IAE in order to see the appliance details. The admission process shows two steps. The application form is analyzed by a committee of professors. The eligible candidates are then invited to an interview. During this interview, the candidates will expose their academic background, their motivation, and their professional project to a committee of professors. The committee will assess, during the interview, the candidate’s knowledge in mathematics and computer science. The admission committee will decide in which sub-branch (MéQA or I2MF) the admitted candidates will finally be enrolled in this program (Master in Quantitative Finance from Grenoble IAE and Certificate in Financial Engineering from Grenoble INP-Ensimag).

 

Come as an exchange student at Ensimag and obtain the Master in Quantitative Finance from Grenoble IAE
The candidates coming from partnership international universities have to apply via the international relations admission process dedicated to exchange and double diplomas students.
how to apply ?

Written by Florane Morat

Date of update January 6, 2017

Communauté Université Grenoble Alpes
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