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PhD in administration - Financial Engineering

PhD in Administration – Financial Engineering

Be part of a community of multidisciplinary researchers, with solid internationally recognized expertise.

Do your PhD in a rigorous milieu, renowned for its resources and the quality of support available for junior researchers.

Your PhD in short

  • Offered by HEC Montréal jointly with Concordia and McGill universities and the Université du Québec à Montréal (UQAM). This partnership gives you access to resources (faculty and courses) rarely available elsewhere in the world.
  • This specialization offers a variety of high-level courses in finance and mathematics. The mathematics courses are recognized by the Institut des sciences mathématiques (ISM) and may be taken by PhD in mathematics students at the main universities in the region.
  • Full-time program allowing you to complete your studies in 4 or 5 years.
  • Tuition fees waived and competitive funding for the first four years of your studies.

For a career in academia or business

Around 40% of graduates from this specialization between 2006 to 2020 hold positions as professors at universities in Canada or the United States.

The others are working as executives or consultants for leading firms or investment funds, e.g. Deloitte, KPMG, PSP Investment and the Abu Dhabi Investment Authority.

Among the best

The work of PhD students in the Financial Engineering specialization has been recognized for its outstanding quality and has earned them many awards and scholarships:

Papers based on dissertations by PhD students in the Financial Engineering specialization are published in top-tier journals in the field, including:

  • European Journal of Operational Research
  • Journal of Banking and Finance
  • Journal of Economic Dynamics and Control
  • Journal of Risk and Insurance
  • The Energy Journal
  • The Review of Financial Studies
  • Quantitative Finance

Varied research interests

  • Credit risk
  • Derivatives pricing
  • Dynamic optimization
  • Energy market
  • High-frequency data
  • Machine learning
  • Mean field games
  • Monte Carlo simulation
  • Numerical methods
  • Operational research
  • Optimal hedging
  • Optimization
  • Risk management
  • Probability and statistics
  • Statistical methods
  • Stochastic control
  • Stochastic processes
  • Text mining

Top-flight research infrastructure

PhD students in this specialization benefit from the best possible infrastructure, allowing them to carry out advanced research in financial engineering.

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World-class research in financial engineering

HEC Montréal offers doctoral students in financial engineering an exceptional scientific milieu, with a research chair and two professorships.

The professors are members of various internationally renowned research centres or institutes:

All the members of the Decision Sciences group have individual grants from the Natural Sciences and Engineering Research Council of Canada (NSERC) .

An internationally renowned multidisciplinary team

Members of the Department of Decision Sciences associated with the Financial Engineering specialization

Members of the Department of Finance associated with the Financial Engineering specialization

 
Program details
Type
PhD
Credits  
90 credits
Schedule
  • Full time
Time
  • Day
Level
PhD

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English-language Programs > PhD in Administration > PhD in Administration – Financial Engineering