MFE Master project in industry

1. ML Disruption applied to the Venture Capital end-to-end pipeline
2. Generative Adversarial Networks for portfolio risk management
3. An alternative approach to returns on OTC oil derivatives.
4. Autoencoders and their applications
5. Factor rotation investing based on market regimes
6. Forecasting CPI inflation and GDP in the Euro area
7. Exploring Portfolio Optimization Techniques: Insights from Finaport
8. US Power Price Forecast
9. Risk Management Techniques for Commodity Trading
10. Cyber risk and the cross-section of stock returns
11. Refinery throughput prediction based on machine learning
12. Sentiment analysis on analysts’ reports
13. Portfolio Optimization with QIS Strategies
14. FX Signal Generator: Machine Learning applied to FX News, Google Trends and OECD data
15. Assessment of ESG practices using Natural Language Processing and Machine Learning
16. On the benefit of using Range-Based Volatility measures for Portfolio construction
17. Trend-Following’s impact on the 60/40 portfolio
18. MFE Internship in Private Banking
19. Digital transformation of Private Equity
20. Private Equity Funds Cash Flows Forecasting with the Machine Learning Models
21. Kernel-Based Currency Hedging
22. 3 Essays on Value at Risk
23. The use of NGFS climate scenarios to assess mortgage portfolio impact
24. A Dynamic Model to Price Credit Spreads in Direct Lending
25. Valuation of Storing Crude Oil
26. Liquidity Management – Margin Call Settlement
27. Benchmarking Credit Risk Models with ML
28. Swiss Market Rent Estimation: A Statistical Machine Learning Approach
29. Cash Transparency Using Graph Database Technology
30. Equity Portfolio Return and Risk Projections Under Different Carbon Price Scenarios
31. NLP Techniques for the Improvement of Financial Estimation
32. Statistical demand forecasting in a growing market
33. Alpha Generation using Options Implied Trading Signals
34. Valuation and optimal holding time models for real estate investments
35. Can option characteristics serve as indicators of cross-sectional disparities in stock performance?
36. Quantifying Credit Risk in Power Purchase Agreements: The Geske Compound Option Approach

1. Valuation and Optimization in Transitioning Electricity Markets
2. The new risk and return of venture capital: Empirical study on Crunchbase data
3. Risk Management at TotalEnergies
4. Transparency of Disclosure in EFG Bank
5. Estimating and forecasting the tails of non-normal distributions
6. Investment factor timing on the MSCI Factors
7. Internal control systems failures: analysis and suggestions
8. Refined View on Balance Sheet Stress Testing
9. A pricing model for negative commodities futures
10. Spread Option Pricing and the LNG Market
11. Boosting Credit Rating Models
12. Is Cultivated Meat a Good Bet?
13. Trading Strategies in the European Emission Allowance (EUA) Options Market
14. Optimal Portfolio Allocation within Different Market Regimes
15. Bayesian Networks and their use in Financial Markets
16. A Machine Learning Approach to Backfill Data for VaR calculation
17. About the impact of ESG integration on Factor strategies and optimal mean-variance portfolios
18. Hedging climate change news: e-scores, cable news channels and fama-french factors
19. Analysing ESG Portfolio Return
20. Constructing a Transaction-based Index for Private Equity
21. A Filtered Historical Simulation Approach to the Implied Volatility Return of Cryptocurrency ETFs
22. Agri-commodity Prices Prediction: An Application to Phosphates Fertilizers
23. Explainable Machine Learning for Asset Allocation
24. The effects of social norms on Markets: Does owning Sin stocks offer a premium or discount for its investors?
25. Bayesian Inference for FX forwards

1. Agri-commodity Prices Prediction: An Application to Phosphates Fertilizers
2. Explainable Machine Learning for Asset Allocation
3. The effects of social norms on Markets: Does owning Sin stocks offer a premium or discount for its investors?
4. Bayesian Inference for FX forwards
5. Valuation and Optimization in Transitioning Electricity Markets
6. Researcher in applications of financial methods for emergent technology pricing and portfolio management
7. Internship – Middle Office Derivatives
8. Financial Products analyst
9. Estimating and forecasting the tails of non-normal distributions
10. Quantitative analyst
11. Internal control systems failures: analysis and suggestions
12. Firmwide stress methodology internship
13. Alternative pricing approach to incorporate the possibility of  negative futures prices in commodities derivatives
14. Pricing and Risk Management in LNG and Freight Markets
15. Boosting Credit Rating Models
16. Challenges in European VCs catching up with the US VCs
17. Analyzing Trading Strategies within the Carbon Market
18. Optimal Portfolio Allocation within Different Market Regimes
19. Glencore – Quantitative Analyst
20. Pricing of Derivatives
21. Graduate Portfolio Engineering and Risk
22. Quantitative climate risk management for financial institutions
23. Maximising  ESG protfolio return
24. Quantitative Research Intern
25. Quantitative Analytics Associate Program – Off-Cycle Internship

1. Credit investable indices
2. Quantitative Analyst
3. Different Implementation of Equity Risk Premia
4. An analysis of risk factors in Swiss institutional portfolios.
5. Using Big Data in Thematic Investing
6. New allocation methodologies with deep reinforcement learning techniques
7. Covid-19 and Government Debt: An Analysis
8. Introduction to Economic Scenario Generators
9. Multivariate backtests and copulas
10. Quantitative Analyst Internship
11. Data Science Expert
12. A Machine Learning Approach for Loss Reserving on a Macro-Level Basis
13. Risk Contribution Estimation in Credit Portfolios
14. Dynamic Asset Allocation
15. Risk Metrics for Commodity Investments
16. Fair Value Modelling for Emerging Market Exchange-Traded Funds
17. Quantitative Risk Analysis in FX market
18. Building next generation electronic trading strategies using an agent-based approach
19. A Dynamic Factor Model Framework for Commodity Markets
20. Integrating ESG data into the systematic investment process
21. Modelling portfolios of cyber-related emerging technologies: a complex-system approach
22. Deep Reinforcement Learning in Volatility Trading
23. Evaluation and adjustment of an overlay model for a  global equity portfolio.
24. Transparency disclosure for the evolution of Net Other Income
25. Industry Analysis Assistant
26. How Shadow Banking replaces the Role of Banks and affects Macro-economy in China?
27. Quantitative Asset Management: exploring new ways of hedging and managing inventory risk

1. Analyst M&A
2. Residualized Multi-Factor Portfolio
3. Forecast, Cash Flow Valuation, and Financial Statement Analysis
4. A DSGE Model for Mortgage Lending During the COVID-19 Pandemic
5. Gasoil Asian S&D
6. Junior Portfolio & Markets Analyst
7. Pricing Liquidity through replication of an Enforced Stop-Loss structured product
8. Quantitative Portfolio Construction
9. Venture Capital Financing and Valuation of Biotech Startups: a Case Study on MedXCell’s Valuation
10. Leverage data to have a deeper understanding of client investment preferences
11. Valuation of American Airlines during COVID-19 pandemic
12. Research Analyst
13. Initial margin calculation for non-cleared OTC Derivatives
14. Volatility Forecasting and Investment Strategies: Dynamic Volatility Modeling and Machine Learning Techniques to Build Investment Strategies on Equity Market
15. Forecasting Swiss Government interest expenses using MIDAS
16. Trading the convexity of the oïl futures curve
17. Quantitative Evaluation of Private Companies
18. A Machine Learning Trading Approach on Energy Futures Market
19. Mutli-Period Portfolio Optimization
20. Quant developer intern
21. A spread model for oil indexes and geographical arbitrage options
22. Quantitative Asset Management
23. Reinsurance Portfolios and Comparison of Counterparty Matching Tools
24. Pricing of Volatility Products with Local and Stochastic Volatility Models
25. Venture Capital & Private Equity: analysis and valuation of Fintech Unicorns
26. Data Science Expert
27. Digitalization of an Institutional Multi-Asset Investment Process of a Global Asset Manager
28. The Failure of DaimlerChrysler
29. Replication of Private Equity with Public Securities
30. A Multi-Asset View on the Benefits of Implied Volatility Indices
31. An Explainable Machine Learning Framework for Cross-Sectional Forecast-Based Fund Selection
32. Reinforcement learning methods in option pricing.
33. Modelling equity fund flows
34. Stochastic Volatility and Jump Diffusion Modeling for Investment Funds
35. Leveraging consumer data to identify up-sell and cross-sell opportunities
36. Quantitative Researcher

1. A Network Approach for Risk and Porfolio Management
2. Gas index prediction and asset optimization: the case of Russian gas supplies to Europe
3. An Econometric Risk Factor Model for Hedge Funds Analysis
4. Active Management and Outperformance
5. The benefits of a matchmaking algorithm between investors and developers in the Renewable Energy Industry
6. Measuring liquidity risk: the case of an investment portfolio
7. Pricing model of Energy Derivatives
8. Nowcasting in Financial Market
9. Institutional Private Equity Portfolios : a Bottom-Up Approcah to Fund Valuation and Cash Flow forecasting
10. Macroeconomic Factor Analysis of Stock Returns in the Euro Area
11. Creation of Liquidity measure for an equity portfolio and liquidity analysis of a Swiss and a European portfolio
12. Dynamic risk allocation within a portfolio of algorithmic trading strategies
13. Allocating funding costs for OTC cash collateral margining
14. Impact de la réglementation FRTB sur le calcul des Risk Weighted Assets en méthode Standard, appliqué sur les activités Actions.
15. Earning Seasons as the Beating Heart of the Financial Markets
16. Research Intern
17. Assessing the Viability of Machine Learning for Systematic Trading
18. Least Squares Monte Carlo applied to commodity derivatives
19. The Development of Investment Process based on Financial Indicators
20.Bank’s liquidity: modeling repro (hair)cuts
21. On Industrial Metal Price Forecasting
22. Digital Investment Managers – Challenges and Opportunities
23. Pricing of Bermudan swaptions in LIBOR market model
24. Factors affecting vegetables oil prices
25. FX Advisory – analysis of a revenue model
26. Study on the Performance Impact on Smart Beat Investement Strategies caused by Rebalancing
27. Exchange Rate Predictions with Support Vector Machine and Neural Network
28. Dynamic funds’ risk factor exposures

1. Understanding the performance of an algorithmic trading strategy
2. Fed funds futures and monetary policy analysis
3. Factors Study and Trading Strategies
4. Model independent Measurements and Phantoms Liquidity in Cross-Asset High-Frequency Trading
5. Position Transparency and Fund Overlapping Effects in Alternative Risk Premia Investing
6. Modeling of volatility strategies: how to trade volatility?
7. Treasury Bond Futures and Contract Specifications
8. Stochastic Implied Volatility Modelling
9. Quantitative Risk Analyst – Model Risk Management
10. Reference Portfolios
11. Affine Framework for Monte Carlo VaR
12. Peer-based performance evaluation of private equity funds
13. Monte Carlo Methods and Improvements for American Option Pricing
14. The predictive power of fund flows
15. Predictive Performance of Political risk and Exchange Traded Fund Liquidity Risk.
16.Algorithmic Trading in Commodity Markets
17. Modelling and forecast of agricultural commodities prices and volatility
18. Research on the Chinese Companies Traded Overseas
19. Stastical Business Cycle Analysis and Asset Allocation
20. Market Bubbles as Stock Price Departures from Fundamental Macroeconomics Valuations
21. Backtesting and simulation extensions of Value-at-Risk (VaR) models in global energy commodities
22. Adapted Black-Litterman Implementation for Long-Only Thematic Equity Funds.
23. SGP off-cycle intenship
24. UK Wealth Management – Analysis of the Industry
25. Modelling Commodities: an Effective Framework for Options Pricing
26. Modelling Directional Way Risk in the commodities markets
27. The Effect of Social Performance on Financial Performance in Microfinance.
28. Cross-Asset Predictive Power of Real-Time Macroeconomic Indices
29. A Risk Premia Approach to Portfolio Optimization
30. Quantitative Research in Investments Strategies: Macro Analysis Process (MAP)

1. Premium model and arbitrage strategy of Chinese A/H shares
2. Bayesian networks model and application in finance with partially observed data
3. Stochastic modelling of electricity markets
4. Market tail risk in asset returns
5. Added value of DCF in a sustainable listed equity investing strategy
6. U.S. gulf soybean basis
7. Hedge fund conviction: evidence from 13F-filings
8. CVA modeling in oil markets
9. Machine learning for portfolio optimization in the Chinese A-shares market
10. Analysis of the WTI and brent markets
11. Robust estimation and decomposition of tail risk
12. Understanding the risk neutral distribution
13. Operational research on robo-advisors and semi-passive investments
14. Arbitrage-free parameterization of the implied volatility surface
15. Research on enterprise evaluation
16. A network analysis of stock communities and market states
17. Liquidity drops on financial markets
18. Bank’s exposure to the lbo loan market during the financial crisis
19. European rates trading
20. Multi-period wealth management: an industrial framework
21. Derivatives trading strategies on the grain markets
22. Minimum volatility: Long-term evidence, risk exposures, potential pitfalls and improvements.
23. Intraday volatility patterns in FX rates
24. Quantitative strategy allocation and portfolio construction of a fund of hedge funds
25. Modeling foreign exchange risk exposure
26. Credit linked notes on cds index tranches
27. Stochastic modelling of private equity investment programs
28. Bayesian model averaging for risk factor selection
29. PCA mean reversion trading strategy on the futures curve
30. Pricing of inflation-indexed derivatives
31. Performance evaluation and risk shifting of Chinese mutual funds
32. Economic value and market capitalization of insurance companies: a panel data analysis
33. The research on the pe-backed going private of us-listed Chinese enterprises

1. Modeling of a cross-asset investment strategy
2. A dynamic portfolio allocation and behavioral analysis indicators
3. Independent product valuation
4. US agricultural commodities freight rates modeling
5. Company valuation
6. Private equity replicator
7. Asset management
8. Momentum investing in equities using machine learning methods
9. Bayesian and ensemble methods for pattern recognition in financial databases
10. Extending the risk management functionalities of convertible bonds business solution
11. Investigation of Heston stochastic local volatility model
12. How can statistical learning leverage data in the insurance industry?
13. Structuring
14. Betting against beta
15. Volatility of fixed income markets
16. Equity derivatives structuring
17. The valuation of high-tech companies via DCF and comparable
18. A quantitative analysis of hedge fund returns
19. Credit and Funding value adjustments
20. Effect of constraints in construction of optimal equity portfolios
21. Quantitative analysis in asset management
22. Derivatives pricing and creation of financial time series
23. Risk allocation in a multi-asset framework
24. Advanced market systematic risk indicators
25. Market microstructure
26. Automated algorithmic quantitative performance analysis
27. The role of correspondent banks in capital markets
28. Fat-tailed stochastic interest rate models
29. Economic valuation of insurance companies
30. Arbitrage vs. balance sheet CLOs: an empirical comparison
31. Stress testing
32. Returns-based style analysis of mutual funds
33. Research on affine term structure model
34. Investment solutions analysis
35. Alternative investment’s factors
36. Market consistent economic scenario generator

• AXA Winterthur: Winterthur, Switzerland, New York, USA and Paris, France
• Banca Comerciala Romana, Bucharest, Romania
• Banque Internationale Arabe de Tunisie, Tunis, Tunisie
• Banque Martin Maurel Sella, Monaco
• Banque privée Edmond de Rothschild, Geneva, Switzerland
• Banque Rothschild, Geneva, Switzerland
• Banque Syz Geneva, Switzerland
• BCV, Lausanne, Switzerland
• Benjamin de Rothschild SA, Geneva, Switzerland
• BNP Paribas, Geneva, Switzerland and Paris, France
• BTG Pactual, Geneva, Switzerland
• Credit Suisse: London, UK; Lausanne and Zurich, Switzerland
• Deutsche Bank: Frankfurt, Germany and Geneva, Switzerland
• Goldman Sachs, London, UK
• Helvea, Geneva, Switzerland
• HSBC, Paris, France
• JPMorgan: London, UK and Geneva, Switzerland
• Julius Baer, Zurich, Switzerland
• La Mobilière, Nyon, Switzerland
• Lazard Frères, Paris, France
• Lombard Odier, Geneva, Switzerland and London, UK
• Pictet Alternative Advisors, Geneva, Switzerland
• Société Générale, Paris, France
• Swiss Life, Zurich, Switzerland
• Swiss Life Asset Managers, Zurich, Switzerland
• Swissquote Bank, Gland, Switzerland
• SwissRe, Zurich, Switzerland
• UBS, Zurich, Switzerland and London, UK
• Union Bancaire Privé, Geneva, Switzerland
• ZKB, Zurich, Switzerland

• 4Elements, Singapore, Singapore
• Aeris Capital AG, Pfäffikon, Switzerland
• AXA Investment Managers, Paris, France
• BlueCrest Capital Management, Geneva, Switzerland
• Brevan Howard, London, UK
• Cobe Investment Management, Shanghai, China
• Chorus Capital, London, UK
• Century Securities, Beijing, China
• Dominice & Co, Geneva, Switzerland
• DTC Investment Management, Beijing, China
• Egerton Capital, London, UK
• Exane Derivatives, Geneva, Switzerland and Paris, France
• Fisch Asset Management, Zurich, Switzerland
• Global View Investments, Geneva, Switzerland
• Harris Lane Investments, Geneva, Switzerland
• Jabre Capital, Geneva, Switzerland
• Kepler Cheuvreux, Geneva, Switzerland
• LGT Capital Management, Pfäffikon, Switzerland
• Lyxor Asset management, Paris, France
• Nafora, Lausanne, Switzerland
• Novus, Zurich, Switzerland
• Olsen, Zurich, Swizerland
• Orient Security Company, Hong Kong, China
• Patrimonium, Lausanne, Switzerland
• Prestinvest, Geneva, Switzerland
• Ping An Asset Management, China
• Quantifusion Asset Management, Shanghai, China
• Rothschild HDF Investment Solutions, Paris, France
• Swiss Capital Alternative Investments, Zurich, Switzerland
• Transmarket Group, Martigny, Switzerland
• Tudor Capital Europe, London, UK
• Unigestion, Geneva, Switzerland

• AXPO, Baden, Switzerland
• Hellenic Petroleum SA Athens, Greece
• Mercuria Energy Trading, Geneva, Switzerland
• Roquette Frères, Vernier, Switzerland
• TOTSA, Geneva, Switzerland
• Trafigura, Geneva, Switzerland