- Location
- Lausanne, Switzerland
- Application deadline
- Dec 15 (round 1), Apr 15 (round 2)
The Master’s program in Financial Engineering (MFE) at EPFL provides financial education at the forefront of both academic thinking and industry practice and is the result of a multidisciplinary effort involving the Swiss Finance Institute at EPFL, the College of Management of Technology, and faculty from mathematics, statistics, computer science, operations research, and communications.
The curriculum is both broad and customizable spanning stochastic calculus, derivatives pricing, quantitative risk management, optimization, machine learning, and data science so students can tailor the program to their goals.
Teaching is led by internationally recognized scholars whose research actively shapes the field, including Daniel Kuhn (robust and stochastic optimization for finance and operations), Damir Filipović (mathematical finance, interest-rate modeling, risk management), Erwan Morellec (corporate finance and dynamic investment), Semyon Malamud (asset pricing theory and market microstructure), Andreas Fuster (household finance, housing and credit), and Julien Hugonnier (general-equilibrium asset pricing and financial economics).
Benefiting from EPFL’s global reputation in engineering and data science and close ties to Switzerland’s major financial centers, the program has an excellent placement record: alumni regularly move into top roles at banks, hedge funds, proprietary trading firms, asset managers, central banks, and fintechs across Zurich, Geneva, London, and New York, with many also continuing to leading PhD programs.
Applicants should have graduate knowledge of calculus I, II and linear algebra and command either one formal computer language such as C, C++ or Python, or a high-level language such as Matlab or Mathematica.
Director: Semyon Malamud
The curriculum is both broad and customizable spanning stochastic calculus, derivatives pricing, quantitative risk management, optimization, machine learning, and data science so students can tailor the program to their goals.
Teaching is led by internationally recognized scholars whose research actively shapes the field, including Daniel Kuhn (robust and stochastic optimization for finance and operations), Damir Filipović (mathematical finance, interest-rate modeling, risk management), Erwan Morellec (corporate finance and dynamic investment), Semyon Malamud (asset pricing theory and market microstructure), Andreas Fuster (household finance, housing and credit), and Julien Hugonnier (general-equilibrium asset pricing and financial economics).
Benefiting from EPFL’s global reputation in engineering and data science and close ties to Switzerland’s major financial centers, the program has an excellent placement record: alumni regularly move into top roles at banks, hedge funds, proprietary trading firms, asset managers, central banks, and fintechs across Zurich, Geneva, London, and New York, with many also continuing to leading PhD programs.
Applicants should have graduate knowledge of calculus I, II and linear algebra and command either one formal computer language such as C, C++ or Python, or a high-level language such as Matlab or Mathematica.
Director: Semyon Malamud