The Graduate Certificate in Financial Engineering is offered by the department of Electrical & Systems Engineering with support from the Finance department of Olin School of Business.

The requirements for receiving a certificate are the following:

  • Enrollment in a graduate degree from the McKelvey School of Engineering
  • Completion of at least four courses (12 units) with a minimum GPA of 3.0 that are approved by the program director and completion of requirements for a graduate degree in the student's home department.

Degree Requirements

Required Courses

  • ESE 427 – Financial Mathematics (3 units)
  • ESE 4261 – Statistical Methods for Data Analysis with Applications to Financial Engineering (3 units)
  • FIN 500Q – Quantitative Risk Management (3 units)

FIN 500Q must be taken after ESE 427 to satisfy the pre-requisites of FIN 500Q.

Program Electives

One course from the following list of Elective Courses

  • FIN 550F – Fintech: Methods and Practices (3 units)
  • FIN 537 – Advanced Derivative Securities (3 units) 
  • ESE 513 – Large Scale Optimization for Data Science (3 units)
  • ESE 520 – Probability and Stochastic Processes (3 units)

Students are required to obtain a cumulative grade-point average of at least 3.0 out of a possible 4.0 overall for courses applied toward the degree. Courses that apply toward the degree must be taken with the credit/letter grade option. The program must be consistent with the residency and other applicable requirements of Washington University and the McKelvey School of Engineering.