Financial Markets - 203 - 2nd year of master's degree

Program Year

Core Advanced (Optional Block)

  • Applied Time Series
  • Derivative Pricing and Stochastic calculus
  • Financial Econometrics II
  • Financial Markets & the Economy
  • Risk Management
  • Python Programming

Elective (Optional Block)

  • C++ Programming
  • Eco & Geo of Energy
  • Mergers & Acquisitions
  • Regulation and financial Markets
  • Volatility Trading Strategies

Mandatory Courses

Core Advanced (Optional Block)

  • Commodities
  • Credit Risk
  • Energy Derivatives
  • Fixed Income II
  • Machine Learning in Finance

Elective (Optional Block)

  • Advanced Asset Management
  • Alternative Finance
  • Behavioral finance
  • Electronic Markets
  • Exotic Options & Structuring
  • Numerical Finance
  • Sustainable Finance

Mandatory Module

Academic Training Year 2021 - 2022 - subject to modification


Teaching Modalities

The faculty team uses all kind of teaching methods and practices: course, case study, firm visits, teaser at the beginning of the courses, cross-cutting projects, hackathon, master thesis, Interview preparation etc.

The track is mainly a 2-Year program (M1-M2) but it is also accessible to students that already have a first year of master in Economics, Finance, Mathematics or equivalent. These students follow the 1-Year program directly starting at the M2 level. Recruiting practices in past years have favoured students with a first front office experience.

The 2-Year program is made of 3 full-time courses semesters as well as two 4 to 8 months internships and a Master’s thesis. The 1-Year program is made of 2 full-time courses semesters as well as a 4 to 8 months internship.

  • 1st semester – September to January: Fundamental modules
  • 2ndsemester – January to September: Master thesis and internship
  • 3rd semester – September to January: A mixe of advanced core and elective modules
  • 4th semester – February to November: A mixe of advanced core and elective modules and final internship

Internships and Supervised Projects

Dedicated team

Clémence Alasseur

Research Engineer, EDF R&D

Course : Energy derivatives

Kenza Akallal

Vice President, BlackRock

Course : Sustainable finance

Kaiza Amouh

Quantitative Associate, Natixis CIB, Paris

Course : Programming in VBA & Numerical Finance

Hafid Agouzoul

Head of the model validation and risk methodologies team, National Bank of Abu Dhabi

Course : Fixed income securities 2

Fabian Astic

Managing Director - Global Head of Analytical Tools and Solutions, Moody's Investors Service, New York

Course : Credit Risk

Thierry Bechu

CIO, Aequam Capital

Course : Asset Management

Sylvain Benoit

Associate Professor, University Paris Dauphine-PSL

Course : Applied Time Series

Paul Besson

Responsable de l'équipe de recherche quantitative, Kepler - Chevreux

Course : Electronic Markets

Xavier Bocher

Head of Operational Research Group, Crédit Agricole SA

Course : Risk management

Schlomy Botbol

Quantitative analyst, Comgest

Course : Volatility Trading Strategies

Nathalie Yaël Cohen

Leadership Coach, Paris

Course : Soft skills

Laurent Dahan

Head of market risk and P&L analysis, Crédit Agricole CIB

Course : Risk management

Alain Durré

Chef Economiste, Goldman Sachs

Course : Financial Markets & the Economy

Jean-Louis Duverney Guichard

Partner, M&A, Ernst & Young

Course : Mergers & Acquisitions

Marius-Cristian Frunza

Managing Partner, Schwarzthal Kapital

Cours : Alternative Finance

Paul Gassiat

Maître de Conférence, Université Paris-Dauphine

Course : Derivative Pricing and Stochastic calculus 2

Arnaud Gihan

Head of iShares Asset Management, BlackRock

Course : Quantitative investment strategies to manage the transversal beta Project

Thibault Godbillon

Policy expert , European Banking Authority

Course : Regulation and financial Markets

Benoit Guilleminot

CEO, SMILE Investment solutions

Course : Commodities

Karen Herrgott

Collaborative Communication facilitator, Paris

Course : Soft skills

Thierry Kuagbenu

Head of Invetsment Solutions, Aviva Investors France, CFA, FSA, FRM

Course : Asset Management

Guillaume Leenhardt

Global Head of Business Development and Group Board member, Mercuria Energy Group, Geneva

Course : Energy economics and geopolitics

Gaëlle Le Fol

Professor in Finance, Head of the Master 203, Université Paris - Dauphine

Course : Introduction to econometrics of finance, Careers in Finance & Electronic markets

François Letondu

Head of macrofinancial and macrosector studies, Société Générale S.A.

Course : Financial markets and the economy

Arnaud Levy-Rueff

Managing partner, ExotikEquation

Course : Fixed Income 1

Johan Mabille

Co-Founder, QuantStack

Course : C++ Programming

Alberto Manconi

Assistant Professor of Finance, Bocconi University

Course : Behavioral Finance

Guillaume Monarcha

Responsable de la Recherche Quantitative, Orion Financial Partners

Course : Econometrics of Finance II & Asset Management

Philippe Nardone

Compliance Officer, Group Compliance Department, Crédit Agricole S.A.

Course : Ethics, professional standards and compliance

Brice Périn

Head of Convertible Bonds and Volatility Funds, LBPAM

Course : Volatility trading strategies

Jiang Pu

Chercheur, Institut Europlace de Finance

Course : Electronic markets

Marc Ringeisen

Directeur délégué du Centre Opérationnel Production Marchés, EDF

Course : Energy derivatives

Julien Royer

PhD candidate in Applied Mathematics, Center for Research in Economics and Statistics (CREST) and ENSAE

Course : Applied Temporal Series

Michaël Sebbah

Sofware engineer, Devoteam et Société Générale

Course : Python programming for finance

Olivier Toutain

Executive Director, Scope Ratings, Adjunct Professor, Université Paris - Dauphine

Course : Alternative Finance, Credit Risk & Sustainable Finance

Séverine Vadon-David

Trainer and certified coach, ACF, Paris

Course : Ethics, professional standards and compliance

Thibaud Vienne

Data Scientist, Natixis CIB

Course : Machine Learning in Finance

Redouane Zad

Founding Executive Director, Cristalys

Course : Exotic Options & Structuring


Research Support

 

 

Research-driven Programs 

Training courses are developed in close collaboration with Dauphine's world-class research programs, which ensure high standards and innovation. 
Research is organized around 6 disciplines all centered on the sciences of organizations and decision making. 

Learn more about research at Dauphine