Second year


ENSAE Paris students are trained simultaneously to become excellent data scientists and experts in the field of Economics, Finance or Actuarial science. Their expertise is founded on fundamental and applied core subjects: Statistics, Machine Learning, Numerical Methods, Game Theory, Advanced Economics, Sociology, Mathematical Finance and Actuarial Science.

This second-year ends with a 10-week internship minimum.

Courses

Semester 1

Harmonization and immersion internship

Courses Lecture (hours) Tutorial (hours) ECTS (Units)
UE2-01A – Harmonization (2nd year direct entry Students) 2
Introduction to the R computer language 0 6 0
Initiation to Python 0 6 0
LaTeX 0 6 0
Macroeconomics 7,5 0 0,5
Microeconomics 7,5 1,5 0,5
Probability Theory 18 7,5 1
UE2-01B – 1st year Immersion Internship 2
Internship 2

 

Courses Lecture (hours) Tutorial (hours) ECTS (Units)
UE2-02 – Fundamental principles of Statistics 8
Econometrics 1 19,5 18 4
Statistique 1 19,5 18 4
UE2-03 – Fundamental principles of Economics 8
Macroeconomics 19,5 18 4
Microeconomics 19,5 18 4
UE2-04 – Electives : 3 courses, including an IT project 7
C++ 12 12 2
Python for the data scientist 3 18 2
Python for the economist 3 18 2
Financial instruments 19,5 10 2,5
Introduction to stochastic processes 21 15 2,5
Sociology 19,5 0 2,5
Surveys 18 12 2,5
Game Theory 18 12 2,5
UE2-05 – Foreign Languages and Sport 5
English courses 1h30 or 3h/week 2
Other Language courses 1h30 or 2h/week 2
Sport 1 session/week 1

Semester 2

Courses Lecture (hours) Tutorial (hours) ECTS (Units)
UE2-06 – Applied Statistics 9
Applied statistics tutorials 7
Accounting and financial analysis 12 6 2
UE2-07 – Data Sciences and Advanced Econometrics 8
Econométrics 2 18 18 3
Theoretical foundations of Machine Learning 15 9 2
Linear time series 18 18 3
UE2-08 – 3 electives, including at least 1 in economics 6
Macroeconomics 2: fluctuations 13,5 10,5 2
Microeconomics 2: industrial organization 12 12 2
International trade theory and globalisation 18 6 2
Finance microeconomics 18 0 2
Introduction to the economic analysis of environmental problems 18 0 2
Statistics 2 15 12 2
Surveys making 18 0 2
Lectures in Economics and Sociology 15 0 2
Introduction to financial mathematics 18 12 2
Applied Economic Analysis 18 0 2
Statistical modelling seminar 18 0 2
Simulation and Monte Carlo Methods 13,5 9 2
Risk Theory 15 6 2
UE2-09 – Foreign Languages and Sport 5
English courses 1h30 or 3h /week 2
Other Language courses 1h30 or 3h /week 2
Sport 1 session/week 1
UE2-11 – Interpersonal Skills 2
Interpersonal Skills (in French) 9 2
Optional course
Visual Basic for Applications 6 0

Prerequisites to third year specialization tracks or Research Master programs

For the Actuarial Science specialization track (Ingenieur ENSAE program)

  • Mandatory courses: Financial Instruments; Introduction to Financial Mathematics; Risk Theory.
  • Strongly recommended courses: Finance Microeconomics.

For the Data science and Business Decision specialization track (Ingenieur ENSAE program)

  • Mandatory courses: Microeconomics 2 : Industrial Organization.
  • Strongly recommended courses: Game Theory; Python for the economist.

For the Data Science and Social Sciences specialization track (Ingenieur ENSAE program)

  • Strongly recommended courses: Surveys; Sociology; Surveys Making; Applied Economic Analysis; Statistical Modelling Seminar; Python for the data scientist.

For the Data Science and Machine Learning specialization track (Ingenieur ENSAE program)

  • Mandatory courses:  Statistics 2.
  • Strongly recommended courses: Python for the data scientist; Introduction to Stochastic Processes; Simulation and Monte Carlo Methods.

For the Economic Policies and Dynamics specialization track (Ingenieur ENSAE program)

  • Mandatory courses: Macroeconomics 2: fluctuations.
  • Strongly recommended courses: International Trade Theory and Globalisation; Python for the economist; Introduction to the economic analysis of environmental problems.

For the Quantitative Finance and Risk Management specialization track (Ingenieur ENSAE program)

  • Mandatory courses: Introduction to Stochastic Processes; Introduction to Financial Mathematics.
  • Strongly recommended courses: C++; Financial Instruments; Finance Microeconomics; Simulation and Monte Carlo Methods; Risk Theory.

For the Master in Economics and Master Quantitative Sociology & Demography programs (Master Program)

  • Strongly recommended courses: Lectures in Economics and Sociology

This state-controlled program is also accredited by the French Commission des titres d’ingénieur