Thierry Bechu

CIO, Aequam Capital Autres cours :

Arnaud Gihan

Head of iShares Asset Management, BlackRock Autres cours :

Johan Mabille

Co-Founder, QuantStack Autres cours :

Olivier Toutain

Head of the risk modeling unit, Banque de France, Adjunct Professor, Université Paris - Dauphine Autres cours :

Cross-cutting project

Les objectifs du cours

This module aims to give students a hands-on experience while working on a large-scale project within a team. This exercise will involve specialized and technical knowledge gained from various courses within the Master 203 programme. 


The main objectives of this course are the following:

  • Provide fundamental knowledge as far as time and project-building management.
  • Gather and implement the full spectrum of skills students have learned within the Master’s programme to meet the needs of, or to fulfil, the project.
  • Develop specific skills including client relationship management, teamwork, decision-making as well as communication (oral and written).

Plan du cours

All projects will be submitted by large or small companies and will be supervised by one of the Dauphine Master 203 teachers.

Each team consists of five students. The team leader will be responsible for tracking team progress against plan and will deal with the client.

Projects are submitted and presented in October. All the teams must be formed by the end of December with a specific project. All projects will end at the end of April with a written report assignment and an oral client presentation.
 

In the last two years, 10 projects on commodities, quantitative asset management, pricing, risk management, trading strategies were proposed by different companies. The groups of students have be working with BlackRockCiti Bank, EDF, Lombard Odier Asset Management, RBS and Wiséam.

Bibliographie

Examen

Each project benefits from the guidance and instructions of a supervisor. All teams must report regularly to their supervisor while seeking for new ideas and advice.
The project assessment consists of the following components: the client’s and supervisor’s reports, the students’ written report and the oral presentation.