Ingénieur ESILV – Ingénierie Financière major (ESILV IF)
A CTI-accredited two-year major training engineers in market modelling and financial instruments: stochastic calculus, derivatives pricing, C++/Python financial computing, and risk. Has a trading room with Bloomberg terminals and double-degree options such as Master El Karoui, M2MO and Polytechnique.
What you’ll study
Core
- Stochastic mathematics (Itô, SDEs, jump-diffusion, Girsanov)
- Derivatives and pricing (Black-Scholes, exotics, Greeks, structured products, fixed income)
- Financial computing (C++, Python, VBA, Monte Carlo)
- Risk and modelling (VaR/ES, PD/LGD, Basel 3, calibration)
Electives
- Algorithmic and high-frequency trading
- FX and commodities
- Portfolio management
- Machine learning
- Time-series econometrics (ARMA, GARCH)
- Deep pricing
- Network science in finance
Source: esilv.fr ↗
Before you apply
- Background
- General cycle-ingénieur entry: scientific CPGE, BUT, L2/L3, BTS (with extra training) or scientific/technology M1
Source: esilv.fr ↗
After graduation
- Employment
- 93% hired within 4 months (school-wide cycle ingénieur, 2025 first-job survey, 82% response, six months after graduation)
- Salary
- EUR 47,700 average gross annual (school-wide, 2025 survey)
- Typical first roles
- Quantitative analyst, Trader / quant trader, Derivatives structurer, Risk manager, IT quant, Quantitative portfolio manager
- Employers
- Société Générale, BNP Paribas, Natixis, Bpifrance, Sienna Gestion
Source: esilv.fr ↗
Want to see what employers ask for? Browse open quant roles.
Employers listed are apprenticeship host examples; partners also named include JP Morgan, Goldman Sachs, HSBC, Amundi. Outcome figures are school-wide, not major-specific.
Checked 6 November 2026 against the sources linked on this page. Fees, units and requirements change each year, so confirm them on the programme’s website before applying.