Executive MBA Financial Engineering - Management Strategy and Risks ESLSCA Business School

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.

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.

Who is the training for?

This training is mainly intended for:

• To all people wishing to complete professional experience in management
• To all people wishing to enhance a professional course (Front & Middle)
• To all people wishing - within the framework of professional mobility for example - to acquire or review the fundamental concepts (Front, Middle, Back) on a personal or professional basis
• To all persons currently in post (management assistant, trading assistant) wishing to accelerate their professional career,
• To all people wishing to upgrade (Front, Middle, Back)
• To all people who have to manage positions on the markets in a personal or professional capacity

Course program

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

Module 1: The typology of Assets / Financial Instruments

This module should make it possible 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 market & 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 lending / 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: The typologies of portfolio management

This module should allow you to become familiar 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 of management monitoring indicators

This module should allow the manager / trader to control / 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 imposed by management.

• 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 the identification of the risks that could significantly degrade the management

• Market risk and efficiencies
• 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)
• Market benchmark financial platforms (Ex .: FXAll, Tradeweb, TSOX, RFQ Hub)
• Market Data (e.g. Reuters, Bloomberg)
• Excel, VBA, SQL, Python

Module 8: Governance and Compliance

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

• Financial reporting
• Regulation
• Compliance

Module 9: Corporate Operations & Banking

This module lists the dependencies of the management with regard to the unwinding of operations.

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

Opportunities

The Executive MBA Financial Engineering - Management Strategy and Risks course aims to provide access to professions:

• Investment banking (Market making, Market operators, Structuring)
• Market finance (traditional, alternative management)
• By Custody
• CIB and management consulting