M2 Quantitative Finance
The global financial crisis of 2008-09 led to a simplification of financial derivatives, along with an increasing weight of the regulation (FRTB, MiFID, interest rate reform, Solvency II on the insurance side,...). Data and their analysis are everyday more at the core of all systems. This poses unprecedented computational challenges, which can only be addressed by combining the resources of distributed, cloud, and GPU computing. Finally, today's quantitative finance is every day more diverse: investment banking, but also buy side (hedge funds), finance of insurance, fintech, etc.
In line with these evolutions, M2QF brings to high level scientific students an invaluable expertise in the field of quantitative finance, considered from the double point of view of mathematics (probability and statistics, computational methods) and data science. Job opportunities after the master program: quantitative analyst, risk manager, IT quant, insurance, data scientist for finance, PhD thesis in quantitative finance,...
Good M1-level (or equivalent) competence in probability and statistics, market finance, programming (in C, Python)
Watch the video below to know more about the M2 Quantitative Finance.
Be able to mathematically formalise a quantitative problem arising in the field of market finance.
Understand the conditions of validity for a mathematical result, the conditions of application for a model, the domain of validity for a statistical learner.
Perform mathematical calculations within the framework of a market finance model.
Computationally implement a mathematical market finance model.
Set up and interpret a statistical learning strategy.
Be able to operate in an English-speaking work environment.
- financial engineer
- quantitative analyst
- risk manager
- IT-quant
- financial consultant
- insurance finance
- data scientists in finance
- thesis in quantitative finance
Laboratoire de Mathématiques et Modélisation d'Evry.
Pour obtenir les 18 ECTS à choix du premier semestre, les étudiants doivent choisir 3UEs à 6. Ils peuvent en choisir une quatrième qui apparaîtra sur un supplément au diplôme.
Pour obtenir les 16 ECTS à choix du second semestre, les étudiants doivent choisir 4UEs à 4. Ils peuvent en choisir une cinquième qui apparaîtra sur un supplément au diplôme.
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Motivation letter.
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All transcripts of the years / semesters validated since the high school diploma at the date of application.
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Curriculum Vitae.
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VAP file (obligatory for all persons requesting a valuation of the assets to enter the diploma).
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Supporting documents :
- Residence permit stating the country of residence of the first country
- Or receipt of request stating the country of first asylum
- Or document from the UNHCR granting refugee status
- Or receipt of refugee status request delivered in France
- Or residence permit stating the refugee status delivered in France
- Or document stating subsidiary protection in France or abroad
- Or document stating temporary protection in France or abroad.