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SEI UNO STUDENTE ISCRITTO?
SEI UN DOCENTE O UN MEMBRO DELLO STAFF
EN
Registration deadline : 15 September 2027

Faculty of : ECONOMICS

Financial Engineering for Portfolio and Risk Management

Milano

Academic Year
2027/2028
Language
English
Typology
Specialising Master Level II
Attendance
Full time
Delivery Mode
Blended

Course structure

Classes will start on the 2nd of November 2026.

Classes are scheduled from Monday to Friday (9.00 AM – 13.00 AM and 2.00 PM-5.00 PM) and on Saturday  (8.00 AM – 1.00 PM) from November 2026, to the ned of May, 2027. Class days alternate with days without formal lessons, during which students complete assignments either independently or in groups.

Classes include lectures, company and institution visits, site visits, team-working activities and guest speakers.

Project Works take place from June to October. Internships are activated in the time frame between June and October (with a minimum duration of three months, and an average one of six months).

The Master closing ceremony is in October/November 2027.

The master’s is built around four fundamental courses that cover software development, mathematical, scientific computing, and econometric foundations required for advanced portfolio management and asset pricing, including probabilistic machine learning techniques. These courses are followed by four core modules addressing quantitative models and methods for asset and risk management, regulatory aspects of asset and risk management, stochastic processes, calculus and dynamic optimization, as well as pricing models and quantitative hedging strategies. In addition, four highly specialized advance modules explore innovative techniques, ranging from probabilistic machine learning to quantum computing, providing a strong foundation in AI- and ML-based quantitative methods in finance. Finally, the program includes three application-focused modules for advanced practice in specific topics, covering private markets, commodity markets, and algorithms and methods for developing systematic strategies in asset management, trading, and arbitrage in financial markets.

Events companies and Institutions

Starting from the sixth month, roundtable sessions with companies will begin, where each student can interact with representatives from leading European and/or American financial industries and present their interests and ongoing projects. In addition, guided company visits will be organized to provide hands-on experience in trading, portfolio construction, and hedging strategies.