Quant Guide 2022: Paris-Saclay University

Evry, France

 

 

Following its debut in last year’s Risk.net Quant Guide, Paris-Saclay University has appointed Ahmed Kebaier as one of the co-heads of the programme. Kebaier will additionally teach numerical methods in finance whilst being involved in aspects of machine learning in finance. He will join fellow programme directors Stéphane Menozzi and Vathana Ly Vath.

Adrien Barrasso and Cyril Bénézet have also been hired as assistant professors. Barrasso will specialise in probability and stochastic control, focusing his teaching on stochastic calculus. Meanwhile, Bénézet will manage courses on XVA, the Fundamental Review of the Trading Book and regulatory quant analysis.

The programme offers theoretical courses alongside modules in finance, numerical methods and statistical tools. In contrast to last year, average weekly homework hours have increased from 15 to 22.

“Recently graduated students seem to have a much better employment route than last year,” says Ly Vath. “The situation now looks comparable to, or even better than, the pre-Covid years.” The programme reports an employment rate of 95%.

The past year has also seen the addition of a new course, ‘Machine learning technique for option pricing, calibration and applications’. The programme also includes a programming project during the first semester. This is followed by a special project undertaken in the second semester, which involves students working with quant teams from various banks and financial institutions on theoretical and numerical problems.

Remote learning hasn’t had a significant impact on grades or academic performance over the last year, Ly Vath says. At the time of writing, the course is not conducting any remote teaching, and it also won’t require evidence of vaccination for students to attend classes. However, the programme says it will return to remote learning if the need arises.

View this institution’s entry in the 2021 guide

View other universities and a guide to the metrics tables

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• Topics
• Europe
• France
• Quantitative analysis
• Quantitative finance
• Quantitative finance