logo-arpm-marathon
January 2018 - May 2018 || or self-paced

In Depth, Assisted, Online Course

icon Duration: 120 hours
icon Commitment: 7.5 hours/week, 5 months; or self-paced
icon Lab access:
icon Online/onsite: Online
icon Continuing education credits: 120 GARP CPD, 40 CFA CE
icon Recorded lectures:
icon Live lectures:
icon Review sessions:
icon Networking:
icon Career service:
icon Homework:
icon Office hours:
icon Purchase parts:

Overview

icon Duration: 120 hours
icon Commitment: 7.5 hours/week, 5 months; or self-paced
icon Lab access:
icon Online/onsite: Online
icon Continuing education credits: 120 GARP CPD, 40 CFA CE
icon Recorded lectures:
icon Live lectures:
icon Review sessions:
icon Networking:
icon Career service:
icon Homework:
icon Office hours:
icon Purchase parts:
The ARPM Marathon is a master-level, online, quantitative program to mold Renaissance Quants for Asset Management, Banking and Insurance.
In ~ 120 hours, streamed to you over 5 months or at your own pace, with exercises on the ARPM Lab, graded homework, one-on-one discussions with the instructors, the ARPM Marathon provides a unified coverage across:
- financial services: asset management, banking, insurance
- asset classes: credit, insurance, public/private equities, alternatives, high-frequency, business lines, etc...
- applications: portfolio construction, investment risk measurement, enterprise risk management, algo trading, etc...
- quantitative disciplines: machine learning, econometrics, optimization theory, pricing, decision theory. etc...

  • Instruction

    The ARPM Marathon program covers the 4 modules of Advanced Risk and Portfolio Management: The modules can also be taken individually.
  • Practice

    The ARPM Marathon includes access for 1 year to the ARPM Lab, which provides all the study materials along different, interconnected channels:

    icon Code
    icon Case studies
    icon Exercises
    icon Simulation clips
    icon Theory
    icon Slides
    icon Video lectures
  • Assistance

    We care that you absorb in full all the materials of the ARPM Marathon, so that you are ready for the ARPM Certificate:
    • We grade your homework and return it with feedback
    • We answer your questions in class, upon collecting them offline
    • We offer office hours
    • We follow up on your posts on our Forum
    • We host informal video gatherings with all the attendees, to get to know each other, bounce ideas, and lay the foundations for the interactions to come.
  • Certification

    120 GARP CPD, 40 CFA CE.
    Also, the ARPM Marathon prepares you for the ARPM Certificate.
  • Career services

    Employers have been trusting ARPM for years with the growth of their talent, and regularly inquire with us about new talent. ARPM commits to connect those candidates who successfully complete the ARPM Marathon and attain the ARPM Certificate.

Instructors and Guests

Attilio Meucci

ARPM Founder
Attilio Meucci is the founder of ARPM - Advanced Risk and Portfolio Management. Prior to ARPM, Attilio was the chief risk officer at KKR; and the global head of research for Bloomberg’s risk and portfolio analytics platform. Attilio has taught at Columbia-IEOR, NYU-Courant (New York), Bocconi University (Milan), and NUS-Business School (Singapore). Attilio earned a BA summa cum laude in Physics from the University of Milan, an MA in Economics from Bocconi University, a PhD in Mathematics from the University of Milan and is a CFA charterholder.

Javier Peña

Professor at Carnegie Mellon University
Javier Peña is a full professor of operations research at Carnegie Mellon University. He teaches Financial Optimization and Asset Management in the Masters of Computational Finance program at Carnegie Mellon University. He is the co-author of the upcoming second edition of the textbook "Optimization Methods in Finance". His research interests span all aspects of optimization with a particular interest in optimization models for portfolio management and for data science. Javier has published his research in a variety of outlets including Quantitative Finance, the Journal of Risk, and Mathematics of Operations Research.

Tai-Ho Wang

Professor at Baruch College
Tai-Ho Wang is a full professor in mathematics at Baruch College, City University of New York. He is one of the core instructors in Baruch's MFE program, where he teaches Probability and Stochastic Processes in Finance and Probability Theory for Financial Applications in the PreMFE seminars. His research in quantitative finance specializes in implied volatility modeling, exotic option pricing, optimal execution in market impact models, and information dynamics in financial market.

Angela Loregian

ARPM Researcher
Angela Loregian is a senior researcher at ARPM, where she has contributed since inception to the creation of the ARPM Lab. In her previous academic career Angela has published on theory and applications of thick tailed processes in asset management. Angela runs research seminars and webinars for ARPM worldwide, including within the ARPM Bootcamp, ARPM's flagship event. Angela earned a Ph.D. in Mathematics for financial market analysis, an M.S. in Economics and Finance, and a B.S. in Economics from the University of Milano-Bicocca.

Til Schuermann

Partner at Oliver Wyman
Til Schuermann advises private and public sector clients on stress testing, capital planning, enterprise-wide risk management, model risk management and corporate governance including board oversight. Before joining Oliver Wyman, Til was a Senior Vice President at the Federal Reserve Bank of New York where he was head of Financial Intermediation in Research and head of Credit Risk in Bank Supervision. Til has numerous publications in both academic and practitioner journals, and has taught at Columbia University and at the Wharton School where he is a Research Fellow. Til received a Ph.D. in Economics from the University of Pennsylvania.

Ugur Koyluoglu

Partner at Oliver Wyman
Ugur Koyluoglu leads the Americas Finance & Risk and Public Policy practices at Oliver Wyman. Ugur has served as a consultant to senior executives at some of the largest banks, clearing and settlement houses, asset managers, multi-lateral development banks, and private equity houses around the world. Before joining Oliver Wyman, Ugur taught applied mathematics and engineering at Princeton and Koc Universities. He holds a PhD in Civil Engineering and Operations Research from Princeton University.

Stu Kozola

Head of product management at MathWorks
Stu Kozola leads product management for Computational Finance and FinTech at MathWorks. He has over 15 years of experience in data analytics, quantitative finance, simulation, and designing and implementing large-scale computational system. Stu holds the FRM designation from GARP and an MBA from Carnegie Mellon University.

Xiang Shi

ARPM Researcher
Xiang Shi is senior researcher at ARPM, where he contributed to the development of the ARPM Lab, focusing on dynamic portfolio strategies and machine learning. Prior, Xiang was part of the risk team at KKR and taught at Stony Brook University. Xiang earned a MSc in mathematics and finance from Imperial College London, and a PhD in quantitative finance from Stony Brook University.

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Employers

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