“6×9 = 42
Understand that and you understand the Universe.”
Duc PHAM-HI
Head of the Quantitative Finance Major
Quantitative Finance major
Anticipating future professions in the financial sector
- Duration : 2 years
- Start date: September
- Campus: Paris
- ECTS credits : 120
- Language of instruction: French
- Rhythm: Initial
Introducing the Quantitative Finance major
In Quantitative Finance, engineers are specialists in the mathematics used to calculate probability distributions of financial gains or losses, and the evolution of these probabilities in situations where there are a large number of players (buyers and sellers).
This makes financial markets similar to bodies in physics, and makes them the application ground for stochastic calculus, fluid mechanics and thermodynamics.
Objectives of the Quantitative Finance Major
Mastering the benefits and dangers of life through mathematical approaches
Tame the maths with numerical analysis and stochastic simulation techniques
Transforming fears into processable multidimensional models
Learn to frame risks using quantitative and analytical thinking
Career opportunities for the Quantitative Finance major
- Market finance programmer
- As
- Support Sales
- Sales
- Structurer
- Strategist
- Risk Manager
- Compliance Officer
- Reporting Officer
- Market Data Office
Major Manager -Duc Pham-Hi
Classes préparatoires Louis Le Grand ; Centrale Paris (class of 80) ; Licence Sciences économiques Paris-Sorbonne (79) ; Sciences Po Paris (class of 81), Doctoral thesis at CNRS (Hamilton-Jacobi equations,1985)
Executive Assistant at the Banque de France, in charge of AI applied to SME diagnostics; Responsible for the transition to Client-Server Architecture for the 1,200 branches of the Victoire Assurances Group; Head of Department at Crédit National; Proprietary trader on neural networks, and R&D Director at Natexis Banque; Director of Global Risk Management Solutions at PricewaterhouseCoopers; Basel II Project Manager at the French Banking Commission (ACPR).
Professeur associé école Centrale Paris ; Maitre de Conférences Sciences Po Paris (1983-1988) ; Visiting professor Aalborg University (Denmark 2014) Visiting professor Kyung Pook National University (South Korea 2015)
