In-depth, master-level online program in modern quantitative finance
|Quant Bootcamp||Quant Marathon|
|Topics||Data Science for Finance Financial Engineering for Investment Quantitative Risk Management Quantitative Portfolio Management|
Code Documentation Slides Exercises
|Location||Streaming | In Person (**) | On Demand||Online|
|Modularity||1 course||4 courses|
|When||Live Aug 10-15 | On demand anytime||Starts Feb 1 | Sep 1|
|Length||Streaming/In Person: 6 days
On Demand: part time
|Intensity||Streaming/In Person: full time
On Demand: part time
|Guidance||Recorded and Live (*) Sessions||Live instructor|
|Guest Lectures from Leading Industry Quants (*)||Guest Lectures from Leading Industry Quants|
|30 hrs recorded lectures||150hrs recorded lectures|
|24hr Q&A service||24hr Q&A service|
|Progress tracking||Progress tracking|
|Networking||Large class||Small class + Alumni|
|(*) Live instructor sessions not included in Quant Bootcamp On Demand |
(**) The Quant Bootcamp In Person is unavailable in 2020 due to COVID-19.
The Advanced Risk and Portfolio Management (ARPM) Quant Marathon is a master-level program that:
- Provides in-depth training across all fields of modern quantitative finance, applicable to asset management, banking and insurance
- Enables mastery of topics across theory and implementation and the ability to create models anew
The ARPM Quant Marathon is delivered on the ARPM Lab.
The program includes the most advanced quantitative techniques in:
Investment risk management
Enterprise risk management
To ensure a balanced mix of theory and applications, the curriculum is best taught through four all-encompassing, mutually exclusive, core learning courses that cover all the topics of the ARPM Lab.
Refreshers are also offered to brush up on the basic concepts.
Participants can choose to attend one or more of the courses.
During the Quant Marathon we provide you with access to ARPM's Virtual Classroom, which includes:
- Live flipped classroom lectures with breakout sessions
- 150 hours of recorded lectures
- 24 hour Q&A forum for theory and code questions
- Human-graded homework assignments
- Networking e-Café/chat with a group of like-minded attendees
- Personal trainer's reminders
- Detailed progress tracking
Before you begin, we can customize an itinerary to divide your workload across one or more terms and provide a detailed weekly schedule.
- Forum Q&A participation
- Live classroom participation
Further, the ARPM Quant Marathon prepares the participants for the ARPM Certificate.
In addition, GARP certified FRMs earn 40 CPD credits upon completion of each Quant Marathon core course.
- Group and affiliate discounts are available.
- We also deliver the ARPM Quant Marathon as in-house training to corporations with itinerary customization, tailored to suit their requirements.
Instructors and Guests
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.
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.
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 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 Quant 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.
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.
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.
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 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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In addition to delivery through the Quant Bootcamp and online programs at arpm.co, ARPM's programs are also delivered by leading universities as credit coursework, and by financial institutions for the education and the growth of their talent pool. Contact us to learn more about the ARPM Academia and Corporate programs.