“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
Presentation of the Finance & Quantitative Engineering major
The combination ofartificial 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
Tame the math with numerical analysis and stochastic simulation techniques
Transforming fears into processable multidimensional models
Learn to frame risks through quantitative and analytical thinking
Curriculum
The partnership with the research lab (with its autonomous heterogeneous agent macroeconomic models), which allows teaching – and researching – the practice of strategic forecasting around cryptocurrencies, is a specificity of the ECE.
- Stochastic differential equations
- VBA language
- Artificial intelligence
- Rate curve
- Quantitative macroeconomics
- Machine learning applied
- Cryptocurrency law
Examples of opportunities
- 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 cycle (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 cycle (S9)
| Blocks | Course | Hours |
|---|---|---|
| Mathematics | ||
| Graph theory | 12h | |
| Optimal control & Hamiltonian | 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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