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Training

Quantitative finance training for teams and professionals.

Institutional programmes, exam preparation and postgraduate support.

Discuss a programme
A small quantitative finance training session explaining a Hidden Markov Model transition, cosine emission and forward filtering

Programmes

Three learning settings.

01

Institutional training

Custom programmes for investment, risk, treasury and research teams.

02

CFA and FRM

Structured preparation across all levels, with focused problem solving.

03

University and postgraduate

University teaching and postgraduate support, including Risk Measurement, Advanced Portfolio Management and Mathematical Statistics.

Coverage

Core subject areas.

Markets and instruments

Fixed income, rates, credit, inflation-linked markets, derivatives, ALM and collateral economics.

Quantitative portfolio management and risk

Portfolio theory, construction, performance and risk measurement.

Quantitative methods

Statistics, econometrics, optimisation, time series and machine learning.

Research and implementation

Empirical design, Python implementation, validation and communication.

Programme design

Built around the audience and outcome.

  1. 01

    Assess

    Review the audience, baseline knowledge and objective.

  2. 02

    Structure

    Set the sequence, depth, examples and exercises.

  3. 03

    Teach

    Connect intuition, formal methods and worked application.

  4. 04

    Review

    Consolidate learning through practice and feedback.