Who is it for?
The only requirement to benefit from ARPM is a solid quantitative background from an undergraduate program in the hard sciences.
No finance or coding background is necessary, as both skills are built up during your ARPM experience.
Professional and Academic Backgrounds
No finance or coding experience are needed. The following categories represent the ideal audience for the ARPM experience:
- Portfolio managers and risk managers with an undergraduate degree in a hard science, who wish to learn the principles behind the recipes that they implement every day, and wish to access a comprehensive reference for the most advanced techniques in their field.
- Computer/data scientists, who possess the tools, and need to learn quick how to deploy them in the complex world of quantitative trading.
- Students (advanced undergraduates and master level) at programs in quantitative finance, quantitative economics, and hard sciences, who wish to see the whole story about quantitative risk management and portfolio management.
- Derivative quants and quantitative actuaries, who wish to quickly switch from their field to portfolio management integrated with risk management, utilizing the same tools they have learned so far.
- Academics in the hard sciences, who wish to learn about risk management and portfolio management in the concise, rigorous language to which they are accustomed.
Quantitative Proficiency Expectation
Attendees extract the most value from the ARPM experience if they have an hard science undergraduate or working knowledge of the following concepts:
- Linear algebra: matrix/vector notation and manipulations, trace, determinant, eigenvectors, and eigenvalues
- Multivariate calculus: derivatives, integrals, and Taylor expansions
- Statistics: basic concepts of random variable, probability, distribution function
If you are interested in brushing up your math with a focus on applications, a mathematics refresher is available.
Programming Proficiency Expectations
No coding experience is needed to fully benefit from the ARPM experience. What is important is your quantitative background.
However, if you are interested in learning to code or brushing up your skills, coding refreshers are available.