Specialized Master in Master of Quantitative Finance and Risk Management - MAFINRISK

PROGRAM STRUCTURE
The Master will allow you to pursue your passion using a rigorous, skills-based approach. The program is completely held in English and is completed in 10 months, full-time.

MAFINRISK classes are held every day from Monday through Friday. The learning process has a practical orientation and takes the form of structured lectures backed up by practical applications through case studies and visiting speakers, as well as project works and individual research.

To qualify for the Master degree, participants must successfully complete 18 courses (i.e. 7 fundamentals, 5 core and 6 electives) and an individual project or an internship report.

The total number of credits to be obtained is 66: 62 (classes) + 4 (final project or internship report).
STUDY PLAN

FIRST TERM FUNDAMENTALS

These courses aim to establish a common language between the faculty and the participants and to smooth out any differences in academic and working backgrounds.

– Accounting and Financial Statement Analysis– Derivatives– Econometrics– Fixed Income– Investments– Mathematical Models for Finance– Probability and Stochastic Calculus

SECOND TERM CORE COURSES

They combine quantitative and risk management subjects. The focus is on the most technical aspects of asset pricing and hedging while highlighting institutional, organizational and regulatory aspects.

– Credit Risk: Measurement and Management– Market Risks: Measurement and Management– Numerical Methods– Theory of Valuation– Topics in Financial Econometrics with R 1

THIRD TERM ELECTIVES

6 electives among a wide menu of optional courses, each dedicated to several specific aspects of applied finance.
– Accounting and Risk Evaluation– Corporate Financial Risk Management– Corporate Governance and Internal Controls in Financial Institutions– Credit Derivatives– Derivatives Credit Risk Management– Exotic Derivatives– Market and Counterparty Risk Management– Microstructure Models– Operational and Reputational Risk Management– Portfolio Performance Evaluation– Term Structure Modelling– Topics in Financial Econometrics with R 2– Topics in Quantitative Finance
FINAL PROJECT / INTERNSHIP REPORT
An individual project or an internship report concludes the program.