Master in Financial Engineering for Portfolio and Risk Management

The Master in Financial Engineering for Portfolio and Risk Management trains highly qualified professionals in the financial sector, equipping them with advanced quantitative and computer science skills that are increasingly in demand to tackle the challenges of global financial markets. The program also explores engineering, mathematical, and computer science techniques for designing, developing, and implementing new financial products and investment strategies, such as those employed in the active management of exchange-traded products. In addition, it covers regulatory aspects related to these activities.

Graduates of the Master’s program will be prepared to assume leadership roles in investment, portfolio, asset, risk, and wealth management, as well as positions such as hedge-fund manager, quantitative developer, quant trader, financial analyst, strategic consultant, financial data scientist, quantitative trader, model validation analyst, and structured products specialist.

FUNDAMENTAL COURSES

• Python for developers
• Advanced calculus and scientific computing for finance
• Advanced econometrics, probabilistic machine learning and AI models for investment strategies
• Measure theory and stochastic processes, calculus and optimization

CORE COURSES

• Asset allocation and quantitative risk and portfolio management
• Regulatory framework of financial markets
• Pricing of risks, assets and derivatives
• Trading and quantitative arbitrage strategies

ADVANCED COURSES

• Fintech algorithms for exchange-traded products, portfolio construction and hedging
• Private markets and innovation
• Quantitative arbitrage and hedging strategies for commodities, natural resources and energy markets
• Quantum information and quantum computing for finance

Frequentare questo corso ha un costo di € 7900 Esente IVA.

A fee reduction is granted for early bird registration (€ 5,900) by July 15th, 2026