Master Mathématiques et Applications, parcours Mathématiques, Finance Computationnelle, Actuariat (MFCA) (MFCA)
A mathematics, computer science and finance track focused on quantifying and controlling risk for insurance, banking and market activities. Uses R and Python simulation and covers computational finance, crypto-assets and high-frequency trading, with many M2 classes taught by market, bank and insurance practitioners.
What you’ll study
Core
- M1: Bases mathématiques
- M1: Probabilités - modèles et applications
- M1: Statistique mathématique
- M1: Analyse numérique avec C++
- M1: Produits financiers et microstructure des marchés financiers
- M1: Fondements macroéconomiques de la finance
- M1: Calcul stochastique financier
- M1: Cryptographie
- M1: Gestion des risques de marché
- M1: Econométrie de la finance
- M1: Théorie financière
- M2: Calcul d'Itô
- M2: Méthodes computationnelles
- M2: Finance
- M2: Actuariat
- M2: Modèles de taux et de volatilité
- M2: Applications
- M2: Stage ou mémoire de recherche
Source: ged.univ-lille.fr ↗
Before you apply
- Background
- M1: recommended licence in Mathematics or Maths and computer science applied to social sciences; M2: priority to Lille M1 graduates of the mention, other compatible M1s by exceptional review
- Maths
- Mathematics licence-level background
- Other
- M1 selection by file review (CV, transcripts, motivation letter, optional reference); 56 places for the mention; applications via monmaster.gouv.fr
Source: ged.univ-lille.fr ↗
After graduation
- Typical first roles
- Risk modelling in insurance and market/bank operations
Source: ged.univ-lille.fr ↗
Want to see what employers ask for? Browse open quant roles.
Brochure for 2024-25 (printed December 2023). Course list shows thematic blocks, not all individual unit titles. Programme lead (M2): Ciprian Tudor.
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.