About the programme
This is the first of a kind course that teaches what the job of a quantitative analyst, developer or strat really is. There will be nearly no math in the course, but you will learn about the exact types of the quant jobs on the sell and buy-side, in consulting and in fintech, daily routines of different types of quants and their interaction among themselves and with other stakeholders, quant reports and other deliverables, quant library organization, the quant R&D process on the sell and buy-side and, finally, the skills that are really necessary beyond the technical ones and the career prospects.
There is also a special section providing a very high-level view on the quant modelling for pricing, risk and trading strategy design.
Sections on the organizational structure, quant job types and quant deliverables will be also useful for non-quants, including MBAs and CFA candidates.
Self-paced online learning
- Progress through the course independently at your own pace.
- Enjoy maximum flexibility to fit your own schedule.
- Access the online forum to ask the faculty questions and share your personal experiences.
Duration: 📅 Self-Paced: 15 hours 30 minutes
Format: 💻 Online
Cost: 💳 £349.00
Faculty:💡 Dedicated Faculty Support available via the student forum.
Time Commitment: 🕛 Recorded lectures accessible any time, from any global location in your educational portal. Watch QUANTITATIVE Analyst Developer Strat: THE PROFESSION at your own pace.
Now with a unique case study of Numerix! 📊
Who should enroll
Are you an aspiring quant, or you wish to try a different quant job?
Are you a seasoned professional, who now has to deal with quants?
Are you a headhunter, happy to cash in on the market demand for quants?
Are you just curious, why quants are so important now, hence are paid so well?
Are you planning to apply for the 2025 summer internship or graduate placement, with the interviews to commence in the fall of 2024?
Or do you know someone like that?
Included in our Subscription Service
Curriculum
Introduction
- Welcome
- The course outline
- Who is this course for?
- Evolution of the profession
- Pricing and signal vs Risk and Return
- The ultimate motivation
- Why becoming a quant?
- (Special topic) Probability vs Statistics vs ML
- (Special topic) Why everything needs to be priced?
Financial firms and quant roles
- Financial businesses and risks
- Sell-side organisation
- Sell-side quants
- Buy-side organisation and quants
- Financial Consulting
- Fintech and financial software vendors
Daily tasks and reports
- Daily operations of a trading desk or a POD
- Products, positions, books; ageing and position effects
- Evolution of the quant and IT responsibilities
- FO Reports: Position and PNL
- FO Reports: Scenarios and Risk
- FO Reports: PNL explain and PNL predict
- Regulatory reports and limits
Quant libraries and systems
- Quant library. Use cases and deployment
- Quant library organization
- The pricing function
- End user tools
- Case Study: Numerix
Required skills
- Introduction
- Required skills. Part 1
- Required Skills. Part 2
Grades. Progression and Pay.
- Grades. Progression and pay. Introduction
- Grades. Progression and pay
Instructor: Andrey Chirikhin
Andrey is currently a Director at Credit Quantitative Analytics in Barclays Investment Bank, London. His team deals with a wide range of flow and exotic, single name and basket credit products and hybrids.
His career in finance spans more than 25 years, 20 of which he has been a quant. In different positions and organizations, he dealt with modelling of most asset classes and wide range of derivative products, and he also contributed to the risk-side quantitative developments. Before joining Barclays, Andrey worked as a front office quant for Dresdner Kleinwort, HSBC, Goldman Sachs and Royal Bank of Scotland, on the buy side for LetterOne, as well as for PwC and Deloitte as a consultant.
Being a production-grade quant, Andrey is an expert C++/C#/Python programmer, he has an extensive experience in using various compute technologies, including TensorFlow and Spark, and he enjoys web programming (including bidirectional real-time) as a hobby.