arpm-bootcamp-risk-management-course
13-18 August, 2018, New York University

6-day Intensive Quantitative Course

icon Duration: 50 hours
icon Commitment: 8+ hours per day, 6 days
icon Lab access:
icon Online/onsite: onsite and online
icon Continuing education credits: 40 GARP CPD, 40 CFA CE
icon Recorded lectures:
icon Live lectures:
icon Review sessions:
icon Networking:

Overview

icon Duration: 50 hours
icon Commitment: 8+ hours per day, 6 days
icon Lab access:
icon Online/onsite: onsite and online
icon Continuing education credits: 40 GARP CPD, 40 CFA CE
icon Live lectures:
icon Recorded lectures:
icon Review sessions:
icon Networking:

In 6 intense days, the Advanced Risk and Portfolio Management (ARPM) Bootcamp
- Consolidates portfolio managers’ and risk managers’ expertise into a structured and rigorous quantitative framework
- Empowers avid learners with background in data science, engineering, computer science, physics and mathematics to gain the deep technical knowledge necessary to operate across the complex world of quantitative trading, asset management and risk management.

In operation since 2007, the ARPM Bootcamp has thousands of alumni from around the world, including industry leaders and academics.

Training

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Instruction: 50 hours of instruction (lectures and practice sessions).
Topics include data science and machine learning; classical/Bayesian multivariate statistics and econometrics; financial analytics, market, credit & liquidity risk management; estimation error and model risk; factor modeling, alpha-beta signals, portfolio construction and optimization; algorithmic trading, systematic strategies, portfolio insurance, drawdown control; optimal trade execution; and much more.
certifications-icon
Certifications: 40 CFA Institute CE credits; 40 GARP CPD; Academic credit with Partner Universities.

Networking

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Gala Dinner: you are cordially invited* to dine with us, and engage in conversation with world-renowned quants (scroll down to see past guests) and industry leaders. We will also share with you our charitable efforts.
Social Mixer: mingle with hundreds of practitioners and academics. Chat, play, and share memories (and photos)
Informal breaks: every single one of the multiple, informal breaks during the ARPM Bootcamp is an opportunity to engage with the ~500 like-minded fellow attendees.

From home

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Practice: revisit all topics and solidify your knowledge in the ARPM Lab, with all the code (Python and MATLAB), documentation, theory, case studies, exercises, simulation clips, slides, and more.
Free access to the ARPM Lab is provided from the enrollment date to the end of the year.
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Video lectures: re-live the ARPM Bootcamp experience from home. The ARPM Bootcamp includes** access to the ARPM MOOC, the video recording of all lectures, broken into 134 micro-lectures, each embedded in its respective topic in the ARPM Lab, supported by slides and cross links, and sequenced in such a way that you can review anything that you may have missed during the live event.
Free access to the ARPM MOOC is provided from mid-September until the end of the year.

* Due to space limitations, access is guaranteed to the first 330 registrants. Later registrants will be put on a waiting list.
** Upon returning the feedback form completed.

Past guests include

Robert
Almgren

Peter
Carr

Emanuel
Derman

Bruno
Dupire

Jim
Gatheral

Alexander
Lipton

Bob
Litterman

Bob
Litzenberger

Andrew
Lo

Dilip
Madan

Fabio
Mercurio

Steven
Shreve

Sign up for the ARPM Bootcamp

  enroll now

Testimonials See 1000's more

Our thousands of alumni include senior executives from world-renowned banks such as Goldman Sachs and Morgan Stanley, funds such as BlackRock, Two Sigma and AQR, and a wide range of other professionals and academics with different backgrounds.

Employers

Hundreds of financial institutions worldwide have trusted ARPM with the education and the growth of their talent pool.

Supporters

Educational non-profits and commercial providers of advanced quantitative financial services partner with us to bring ARPM education to their members and clients worldwide.