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Paris-Sorbonne University/Ecole Polytechnique

Quality
0.29
Post-master’s salaries
$94,211
% of teaching conducted remotely
10–100%, depending on situation.
Url
https://www.risk.net/quantitative-finance/7719591/quant-guide-2021-paris-sorbonne-universityecole-polytechnique
Teaching staff
36
Salary ($)
94211
Description
The Master’s in Probability in Finance, hosted jointly by Sorbonne University and Ecole Polytechnique, climbs two places in this year’s Quant Guide, to 16 – the third-highest European programme featured. The course lasts one academic year, across two semesters and an industry internship. The first semester includes classes in probability and optimisation, derivatives, econometrics, and European Union markets. The second semester involves more advanced material, with classes on stochastic algorithms, US options, parallel computing, high-frequency trading and machine learning. A set of introductory ‘refresher’ classes are also available, prior to the beginning of the first semester, for students who want to revisit the fundamentals of quant finance. The course, like last year, is led by a trio of : Emmanuel Gobet, a professor of applied mathematics at partner institution Ecole Polytechnique; Gilles Pagès, a professor in the faculty of sciences and engineering; and Mathieu Rosenbaum, a professor at Ecole Polytechnique’s centre for applied mathematics. Course founder, the mathematician Nicole El-Karoui, is teaching an expanded range of classes this year in: longevity risk; interest rate models and derivatives; and stochastic processes and derivatives. While the programme, like many others, reports a fall in its average graduate employment rate compared with last year’s Quant Guide – 77% versus 90% – it remains highly competitive in other key areas. The average starting salary for its graduates has leapt to $94,211, compared with $58,000 last year, and the course has become even more popular among offer holders. Last year, 75 out of 83 offer holders accepted, a rate of 90.4%. This year, 71 out of 78 offer holders accepted, pushing the rate to 91.0%. It also remains one of the least expensive of all the courses represented in the guide, with tuition fees of just €330.
Rank
16
Offers accepted
71
Programme director
Emmanuel Gobet, Gilles Pagès, Mathieu Rosenbaum
Address
Paris, France
Title
Quant Guide 2021: Paris-Sorbonne University/Ecole Polytechnique
Applications received
312
Full-time students
72
Accept. rate
0.25
salary_descrepancy
6322.5
Visiting staff teaching hours
9
sheetnames
Empty
Academia
0.07
Students accepting
0.92
Class size
72
Staff to Students
0.5
peer_assessment
3.1
Average Citations
2484.25
Programme duration
1 year
Homework hours
20 per week
Offers made
78
Application deadline date
2021/06/30
tuition
72225
employment_descrepancy
0.06
Average class size
72
Most-cited lecturers
Nicole El-Karoui: 2751 citations Emmanuel Bacry: 2314 citations Nizar Touzi: 3342 citations Gilles Pagès: 1530 citations
Ranking
72
Other
0.24
Consulting
0.11
Industry-affiliated teaching staff
11
Graduates employed in
Banking: 30% asset management: 28% consulting: 11% academia: 7% other: 24%
emplm_rate_grad
0.64
Industry-affiliated lecturers
0.31
International students
27
class_descrepancy
11.5
% of take-home/remote exams
Unresolved at time of survey.
emplm_rate_3_month_aft
0.93
Remuneration
0.29
avr_start_salary_bonus
97649.5
Employment rate
0.77
Teaching hours
32
Reputation
0.74
Part-time students
0
cohort_size
31
Asset Management
0.28
Gender balance of teaching staff
85% male, 15% female
Banking
0.3
missing_data
10
avr_gre_quant
168
Website
https://finance.math.upmc.fr/
Fintech
0
Fees
€330 (medical insurance included)
Final
0.44
Gender balance of students
79% male, 21% female
Empl. rate
0.77
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