Short Master in Financial Engineering and Risk Management

Overview:

The Short Master in Financial Engineering and Risk Management program provides a comprehensive overview of the Financial Technology (FinTech) industry and its impact on traditional financial services. The program also gives participants a roadmap for planning and executing change using FinTech as a platform for transformation. Finally, it presents a set of measurement tools needed to assess and monitor performance progress. This program is intended for aspiring learners and professionals seeking to hone their skills in the quantitative finance area. Through a several modules, we will cover derivative pricing, asset allocation, portfolio optimization as well as other applications of financial engineering such as real options, commodity and energy derivatives and algorithmic trading. Those financial engineering topics will prepare you well for resolving related problems, both in the academic and professional settings.

Objectives:

By the end of the course, participants will:

• Valuing options, swaps, forwards, futures, and other complex financial derivatives using stochastic models
• Develop a systematic, data-driven approach to formulating modeled returns and risks for significant asset classes and optimal portfolios
• Back-test and implement trading models and signals in an active, live trading environment

Outline

The program covers the following modules:

• Introduction to Financial Engineering and Risk Management
• Term-Structure and Credit Derivatives
• Optimization Methods in Asset Management
• Advanced Topics in Derivative Pricing
• Computational Methods in Pricing and Model Calibration

Target Group

 This program is ideal for:

• Financial professionals such as analysts, portfolio managers, and risk managers.
• Investment bankers and corporate finance executives.
• Professionals working in hedge funds, private equity, and asset management firms.
• Senior management looking to enhance their risk management capabilities.
• Individuals aiming to enter the field of financial engineering or risk management.

Program Cost

• 5 Training Days: €3700
• 10 Training Days: €6500

The program is offered on various dates throughout the year. Please contact us to schedule the course based on your availability and requirements.

Organizers

 The Geneva Institute of Business Management and its esteemed partners across Europe organize this program.