Stanford Quantitative Finance Program

Information Session

• A 5-module program delivered in Hong Kong. The course modules cover risk and valuation, fixed-income and credit markets, equity portfolio management, wealth management, and algorithmic trading.

• Courses emphasize the practical applications of investment banking, risk management and financial engineering skills. Designed to develop the knowledge and understanding of finance practices in those seeking to advance their careers in finance.

• Covers comprehensive technical knowledge of arbitrage, hedging, futures and options pricing, portfolio management, trading, and dynamic investment strategies in bond, currency, options, and other financial markets.

• Share insights and establish personal and professional networks with other high caliber students. Get connected with the Stanford Alumni Club in Hong Kong. Attend their regular events and activities.

• Graduates will have access to job placement with First Derivatives. Successful candidates will take part in their Capital Markets Training Program for 3 months in Newry (Ireland) office. Based on the successful completion of this training, graduates will be made available for deployment within their Consulting clients which include top investment banks such as Morgan Stanley, JP Morgan, UBS, Deutsche Bank, Fidelity, Barclays Capital, Merrill Lynch, among others.

• Current Chair of the Department of Management Science and Engineering at Stanford University. • Director of Stanford's Institute for Computational and Mathematical Engineering from 2006 until 2010. • His research interests lie in simulation, computational probability, queuing theory, statistical inference for stochastic processes, and stochastic modeling • A co-winner of the Best (Biannual) Publication Award from the INFORMS Applied Probability Society in 2009, and was the co-winner of the John von Neumann Theory Prize from INFORMS in 2010.

Please click here to register for the information session.