Certificate in Financial Engineering
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.
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.
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.
mise à jour le 5 janvier 2017