Program Overview

Executive Program in Financial Engineering

The Executive Program in Financial Engineering is a university diploma offered by Sorbonne University, in partnership with Ecole Polytechnique Executive Education. This program is designed to provide participants with a comprehensive understanding of financial engineering, including modeling, simulation, and data analysis.

Objectives

The objective of the program is to enable participants to acquire and update their knowledge in mathematics, statistics, and numerical methods for financial markets, taking into account the latest developments in data science and artificial intelligence.

Competencies

The program aims to develop the following competencies:

• Reinforce and consolidate mathematical knowledge for quantitative finance, particularly in relation to various derivative markets (Equity, FX, Fixed Income, Energy, Commodities, etc.)
• Understand emerging issues in quantitative finance related to regulation and economic upheavals (XVA, high-frequency trading, blockchain, cryptocurrencies, multi-valued interest rate curves, etc.)
• Numerical methods for simulation/optimization and their parallel implementation (GPU)
• Statistical tools for calibration, high-frequency trading, and automated investment strategies
• Financial engineering for investment and fintech
• Data science for finance
• Quantitative risk management
• Quantitative portfolio management

Target Audience and Prerequisites

The program is designed for:

• Graduates in sciences with a background in applied mathematics (notably probabilities and statistics)
• Market professionals: IT quants, front office, middle office, risks, software publishers, asset managers
• Engineers wishing to reposition themselves in the markets for stocks, interest rates, currencies, hybrid products, energy markets, commodities, precious metals, and cryptocurrencies

Program Structure

The program consists of 2 units of competence in Financial Engineering:

1. Fundamental tools and methods
2. Advanced applications These units are taught through courses and small groups.

Methods and Evaluation

The program uses the following methods:

• Courses and small groups
• Professional seminars/meetings Evaluation is based on:
• Final written exam + project evaluation of prices/calibration combined with the course "Numerical Methods"
• Final written exam + computer project combined with the course "Stochastic Calculation and Control or Derivatives"
• QCM at home + computer project combined with the course "Derivatives"
• QCM at home + computer project combined with the course "Numerical Methods"
• Written exam (QCM)
• Written exam + project (combined with other courses)

Duration and Schedule

The program runs from November 7, 2025, to June 26, 2026, with 19 weeks of courses and 1 day of defense. Classes are held on Fridays and Saturdays in person.

Tuition Fees

The tuition fee for the program is 22,000 + 254 for university registration fees.

Responsibles

The program is led by:

• Gilles Pages, Professor at Sorbonne University (Pierre and Marie Curie campus), responsible for the Financial Engineering Executive Degree - Modeling, Simulation, and Data Analytics.
• Emmanuel Gobet, Professor, Applied Mathematics Department, Ecole Polytechnique, co-responsible for the master's degree in Probabilities and Finance (El Karoui master's degree) and the Executive Program in Financial Engineering - Modeling, Simulation, and Data Analysis.

Research Areas

The program covers research areas including:

• Numerical probabilities, Monte Carlo simulation, financial mathematics, stochastic optimization, and learning
• Simulation of Monte Carlo, mathematical finance, optimization, and stochastic processes
• Data science and artificial intelligence applied to finance

Additional Information

The program is part of the offerings of the Faculty of Sciences and Engineering at Sorbonne University, emphasizing the application of mathematical and statistical tools to financial markets, with a focus on data analysis and simulation techniques.