Executive MBA Financial Engineering - Management Strategy and Risks

General

Read more about this program on the school's website

Program Description

The finance industry is one of the oldest, creative, innovative, competitive, and most regulated industries in existence. It is constantly evolving, and therefore continues to re-invent itself through new instruments, new processes, new methods, and new technologies.

Some examples ? Digitization, algo trading, securitization, cryptocurrencies.

All other things being equal, the activities of finance are conventionally represented according to the "Front Office - Middle office - Back office" axis which is truly the backbone of this activity.

The Executive MBA in Financial Engineering - Management and Risk Strategy should allow us to understand the challenges of this industry by acquiring the fundamentals of this "Front-Middle-Back" axis, but also to focus on management techniques - in particular under duress - and its corollaries, on trading techniques by asset class, on hedging optimization among other things.

133924_pexels-photo-618613.jpeg

Who is the training for?

This training is mainly aimed at:

  • Anyone wishing to complete professional management experience
  • To all people wishing to enhance a professional course (Front & Middle)
  • To all those wishing - for professional mobility for example - to acquire or review fundamental concepts (Front, Middle, Back) on a personal or professional basis
  • To all people currently in post (management assistant, trading) wishing to accelerate their professional career,
  • To all those wishing to upgrade (Front, Middle, Back)
  • To all those who have to manage market positions personally or professionally

Course program

This program must make it possible to acquire good market practices , the right word, good benchmarks and reflexes, but also to develop the sense of analysis, synthesis, and must finally allow to be operational in a defined context. .

Module 1: Typology of Assets / Financial Instruments

This module should allow you to understand the Asset Class and Sub Asset Class of the assets invested in the portfolio.

  • Cash
  • Equity and equity-like (CFD, BSA)
  • Obligations
  • Derivative Instruments (organized markets & OTC)
  • Forward Contract
  • Future contract
  • Option contract
  • Swaps contract
  • Credit derivatives and structuring
  • Forex (Spot, Fwd, ndf) and crypto currencies
  • Money Market
  • The functions of the Money Market
  • Instruments / products (Repo, reverse repo, currency loan / borrowing, TBill, CP, NEUCP)

Module 2: Modeling & valuation of financial assets

The purpose of this module is to explain the standard models on the market.

  • Modern portfolio theory
  • CAPM
  • The APT method

Module 3: Types of Portfolio Management

This module should allow you to familiarize yourself with the traditional and new methods of market management.

  • Traditional passive management (or “benchmarked” management)
  • Active Management (outperformance of a benchmark)
  • Equity, Bond, Money market, diversified funds
  • “Bottom-up” and “Top-Down” Management
  • Event driven management
  • Alternative Management
  • Directional management
  • Quantitative Management

Module 4: Modeling management monitoring indicators

This module must allow the manager / trader to master / adjust the parameters of his management.

  • Performance indicators
  • Performance attribution
  • Money Management tools

Module 5: Modeling endogenous risks to management

The objectives of this module are to quantify the nature of the risks that management imposes.

  • Risk management tools
  • Portfolio stress tools (volatility / standard deviation; covariance / variance; Beta; VAR-Value At risk; correlation; sensis; CVAR; IVAR)

Module 6: Modeling risks exogenous to management

This module should lead to identifying the risks that could significantly deteriorate management

  • Risk and market efficiency
  • Liquidity risk
  • Credit risk
  • Operational risk

Module 7: Portfolio Management and Asset Management Tools

This module identifies the functional universe of market professionals.

  • Order management platforms: OMS / EMS, PMS
  • Pricers (yield curves, options, swaps)
  • Financial reference market platforms (e.g. FXAll, Tradeweb, TSOX, RFQ Hub)
  • Market Data (e.g. Reuters, Bloomberg)
  • Excel, VBA, SQL, Python

Module 8: Governance and Compliance

This module gives an overview of the regulatory obligations imposed on market professionals.

  • Financial reporting
  • Regulation
  • Compliance

Module 9: Corporate Operations & Banking

This module lists the management dependencies regarding the unwinding of operations.

  • Trade Clearing
  • Matching and confirmation
  • Collateral management
  • Treasury operations

opportunities

The Executive MBA Financial Engineering - Management and Risk Strategy training aims to provide access to professions:

  • Investment Banking (Market making, Market operators, Structuring)
  • Market finance (traditional, alternative management)
  • From Custody
  • CIB advice and management

admissions

The School offers you the possibility, for all its courses, to apply online throughout the year: from January to December.

The selection of candidates is done on file (CV application questionnaire) followed by a motivation interview.

Admission conditions for the Executive MBA Financial Engineering - Management and Risk Strategy:

  • Bac +4 validated (business schools, universities) and justify a significant professional experience of at least 5 years in the field of finance.
  • Bac +5 validated (business schools, universities) and justify a significant professional experience of at least 3 years in the field of finance.
Last updated Apr 2020

About the School

Forte de ses 70 ans d’expérience, l’ESLSCA Business School Paris propose une pédagogie équilibrée entre expérience pratique et méthodologie progressive. Depuis 1949, l’école a su développer ses activi ... Read More

Forte de ses 70 ans d’expérience, l’ESLSCA Business School Paris propose une pédagogie équilibrée entre expérience pratique et méthodologie progressive. Depuis 1949, l’école a su développer ses activités pour devenir un pôle d’excellence académique, notamment dans les domaines de la Finance, du Marketing, du Management et de la data. L’ESLSCA Business School Paris propose de nombreux cursus de formation tels que des programmes Bachelors, des MBA spécialisés ou encore des formations pour les professionnels. L’école a récemment emménagé dans son tout nouveau campus parisien de 8000m². Situé au cœur du parc de Pont de Flandre dans le 19eme arrondissement de Paris et accessible en RER, métro et tramway, ce nouvel espace moderne, lumineux et connecté a été pensé pour nos étudiants et pour leur épanouissement. Avec 15 000 anciens diplômés présents en France et à l'international, l’ESLSCA Business School Paris bénéficie d’un des réseaux les plus importants de ceux des grandes écoles de commerce et de management. Largement ouverts sur l’international, les programmes de l'ESLSCA Business School Paris contribuent à la formation des dirigeants de demain. Read less