Risk Management and Financial Engineering

Over the last twenty years, banking risk management has become an essential part of the business. Banks need to rely on statisticians, specialists in risk management, and advanced statistical methods, capable of developing robust internal models. The recent financial crisis confirms the need to train engineers at the cutting edge of regulation and its quantitative techniques.

Financial engineering covers a wide range of skills and requires specialists with a thorough knowledge of their field of application. The program develops two of these application areas: asset management and quantitative research for trading rooms.

Building efficient quantitative tools to manage financial savings remains essential in a world with much uncertainty. Financial institutions, therefore, need financial engineers who are skilled in managing and creating performance. The role of machine learning and artificial intelligence is constantly increasing in the sector for these reasons.

These fields are the core of the training provided in the Data Science & Risk Management program.

Keywords

Investment Strategy / Credit Risk / Market Risk
Extreme Risk / Liquidity Management / Scoring / Finance / Quantitative Research / Regulation / Compliance

Careers

Quantitative Risk Analyst
Quantitative Portfolio Manager

Businesses within the ENSAI Ecosystem

ARKEA / AXA / Banque de France / BNP Paribas / Cetelem / Crédit Agricole / Deloitte / Groupe BPCE / HSBC / ING Bank / La Banque Postale / LCL / Société Générale…

Program

Contact

Samuel DANTHINE
Lecturer in Economics - Head of the Risk Management & Data Science for Economic and Health Modeling programs
Email
samuel.danthine@ensai.fr
Téléphone
+33 (0)2 99 05 32 58
ENSAI Admissions
Engineer Statistician and Official Statistician Admissions
Email
admission@ensai.fr
Téléphone
+33 (0)2 99 05 32 47 / 32 03

Testimonials

After doing a Mathematics and Economics Bachelor Degree at Université de Rennes 1, Audrey joined ENSAI’s Risk Management and Financial Engineering program. She currently works at Euler Hermes and uses her “Statistics-IT-Economics” background everyday.
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After a Scientific High School Diploma, a Mathematics-Physics Preparatory Courses for Competitive Exams and the ENSAI’s Risk Management and Financial Engineering program, Clément is currently Risk Quantitative Analyst at LCL.
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