M2 Choice – Econometrics and Empirical Economics (EEE)

Current student – M2EEE_CurrentstudentGaudéric Thiétart

Which aspects of your chosen program were the most challenging?

I would say what is the most challenging in M2 EEE is using and learning several software languages at the same time.  Some teachers prefer Stata or R, others want you to learn Matlab or Eviews. Sometimes it can be quite confusing, but it is also very useful, as we will know how to adapt depending on the software used by our future company.

In addition, and in a more personal way, it was quite challenging for me to go back to TSE after my gap year. Even though I studied one semester abroad, the courses I chose were not particularly related to econometrics, which is why I was quite worried about coming back in M2 EEE. I would advise people returning from their gap year to read quickly their M1 courses before beginning their M2. However, do not worry too much, you will not be the only one in this case!

Which was your favourite course(s) and why?

To be honest, I was a bit disappointed with the classes I had during the first semester. I thought that being in M2 would have meant more practical work; however, in my opinion, the courses remained very theoretical. In this sense, I really enjoyed the “Programming in Python” class because our teacher was a Data Scientist from Deloitte in New York City. To have a professor coming from one of the main international consulting firms was interesting to see how the theoretical and programming skills we have are practically used at work. I hope these links between firms and TSE will be improved in the future in M2 EEE.

What do you plan to do next?

In the short run, I will do a six-month internship at la Banque de France. I will work for the Diagnostic conjoncturel (Short-Term Diagnosis) service to help in the forecasting of French GDP and to improve their econometric models. After that my plans are not really defined yet. If I enjoy my experience at la Banque de France, I might keep on working in this macroeconomics/forecasting area. I would also be interested in working for the public sector or in an international agency such as the OECD.


Alumni – Joël Brehin

What are you up to now?

During the BND, I found an internship as a data scientist for BI Consulting, consisting in  trying to fit a predictive model of car accidents. After this, I was hired as a general data consultant, potentially called on tasks of data science but also of data engineering. Currently, I am carrying out a mission as a data engineer. This position is a good opportunity for me to develop my skills both in data science and on more technology-related tasks. I was able to learn new programming languages such as Scala and to get a better understanding of distributed architecture for Big Data.

What skills acquired in M2 are relevant for your current position?

During the EEE M2, I was able to get a good theoretical foundation in statistics and econometrics that helped greatly when developing a data science algorithm. Indeed, in contrast to a computer science degree, it gives me a better grasp of the mathematics at work in these models. My studies were also my first experience of programming in Python and R, which are languages I am often using. It was also a good entry point to learn other languages. Most importantly, this experience in programming is something I found a strong liking to, although I had never considered it before. Finally, because  EEE is mostly based on practical applications and group projects rather than finals, my transition to the labour market was easier. I did not take too much time to adjust to hard deadlines, group work and working on my own.