M2 Probabilités et Finance (El Karoui) (M2 P&F)
Probabilistic mathematical finance master covering derivatives, interest rate modelling, risk analysis and numerical methods, with recent machine learning content. Intensive first semester, then a major/minor of options and a compulsory internship at a financial institution.
What you’ll study
The programme doesn’t publish a unit list. Check the programme website for the current structure.
Before you apply
- Background
- M1 in applied mathematics, or third-year engineering school student
- Maths
- applied mathematics, especially probability and statistics
- Programming
- scientific computing experience, e.g. Python, C or C++
Source: sciences.sorbonne-universite.fr ↗
After graduation
- Typical first roles
- Research (quant) departments of financial institutions in France, London, USA, Asia, PhD (including CIFRE)
Source: sciences.sorbonne-universite.fr ↗
Want to see what employers ask for? Browse open quant roles.
What students and graduates say
Threads from QuantNet and other forums where applicants, students and graduates discuss this programme. They’re personal views and may be out of date.
- Target Masters In Europe For Trading Desks (QuantNet)
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.