The Certificate in Quantitative Finance (CQF) is a six month online part-time program; it can be completed as a full single six month program or split into two three month levels. It is designed for in-depth training for individuals working in quantitative financial services departments such as IT, risk management, valuations and derivatives.
The CQF is unique in its structured approach and commitment to the field of real world quantitative finance, at all times the program’s focus is on practical implementation of techniques and on the questioning and analysis of models and methods.
Methodology and Delivery
All training is delivered live via international webcast and each lecture is recorded and made available on the CQF Portal within 24 hours to watch when convenient. Each delegate is given access to a comprehensive package of learning resources which are listed below.
CQF Portal (included)
The CQF Portal is an online hub for a multitude of learning resources before, during and after completing the CQF. Each delegate is given their own online account and receives access to the following:
- Live lectures
- Recorded core lectures
- Annotated lecture notes
- Stimulating exercises
- Sample code & spreadsheets
- Recorded additional classes
- Lifelong Learning library
- Upload tool for modular exams
- Modular exam marks & feedback
- Dedicated CQF Forum
CQF App (included)
The CQF App demonstrates our dedication to deliver innovative solutions for online learning. The App can be downloaded on to any iOS or Android device and gives access to the Maths Primer lectures, the VBA lectures and core lectures as the program progresses.
- Mathematics Primer lectures & lecture notes
- VBA lectures
- Core lectures and lecture notes
Core CQF Reading Materials (included)
- Paul Wilmott Introduces Quantitative Finance Paul Wilmott
- Paul Wilmott on Quantitative Finance Paul Wilmott
- Frequently Asked Questions in Quantitative Finance Paul Wilmott
- The Complete Guide to Option Pricing Formulas Espen Gaardner Haug
- Asset Price Dynamics, Volatility, and Prediction Stephen J. Taylor
- Derivatives: Models on Models Espen Gaardner Haug
- Monte Carlo Methods in Finance Peter Jackel
- Structured Credit Products: Credit Derivatives and Synthetic Securitisation Moorad Choudhry
An overview of the content for the CQF is included below:
Mathematics Primer for Quantitative Finance
- Covers mathematical preliminaries needed before commencing the CQF designation
- Designed to refresh mathematics skills
- Visual Basics for Applications
- Basic VBA through to more complex features of VBA using Windows Excel
- Supports the Mathematics Primer in preparing for the CQF designation
The examined part of the CQF program comprises six modules. The full program can be completed in 6 months beginning either in January or June. If you choose for your employees to sit the program in individual levels, each level will take 3 months to complete and can be undertaken in seperate programs.
Level I includes modules 1 to 3 and Level II includes modules 4 to 6. Each module covers a different aspect of quantitative finance and consists of lectures, workshops and discussions.
1. Building Blocks of Finance (Theory and Practice)
2. Risk and Return
3. Equity, Currency and Commodity Derivatives
4. Interest Rates and Products
5. Credit Products and Risk
6. Advanced Topics
Lifelong Learning is not compulsory or examined and is included in the cost of the CQF. It’s designed to provide quantitative education for the rest of your employees’ career.
This element of the program is available to Level II, full delegates and all CQF alumni.
- Library of over 600 hours of lectures on every conceivable finance topic
- Includes 1 and 2 day Masterclasses, Certificate in Mathematical Methods, C++, Java and a trading simulator
- Delivered by some of the most eminent practitioners and academics
- Regularly expanding up to date content
Participants will be working in quantitative financial services such as IT, risk management, valuations or derivatives. In addition to this the delegate will have a degree in a discipline such as mathematics, physics, engineering, chemistry, computer science, finance, or economics.
The course will also appeal to students and academics that are looking to become “desk-ready” before entering the world of work. Level I of the CQF will provide a fantastic foundation for individuals who want to obtain some practical experience to accompany their solid theoretical base from their University course.
The CQF’s faculty team is the envy of nearly every financial engineering program in the world. An elite collection of world-renowned practitioners and highly regarded academics ensure that the course delivers practical and relevant content. Moreover, each tutor personally delivers the content which underlies his/her specific area of expertise, and is personally available for post-lecture follow-up, either verbally or via e-mail.
- Dr Paul Wilmott, Dr Paul Wilmott is internationally renowned as a leading expert on quantitative finance. His research work is extensive, with more than 100 articles in leading mathematical and finance.
- Dr Riaz Ahmad, Riaz is Head of CQF Faculty and teaches Mathematical Finance, C++ programming and Mathematical Methods based courses.
- Dr Peter Jaeckel, Peter Jaeckel is the founder and Managing Director of OTC Analytics. He received his DPhil in Physics from Oxford University in 1995.
- Dr Espen Gaarder Haug, Dr Espen Gaarder Haug has worked in derivatives trading and research for more than 20 years. He worked as a proprietary option trader at J.P. Morgan in New York.
- Dr Patrick Hagan, Patrick received his PhD in Applied Mathematics from Caltech. He has worked at Bloomberg and several banks and was recently head of Quantitative Analysis at JP Morgan.
- Professor Moorad Choudhry, Professor Moorad Choudhry is Treasurer, Corporate Banking Division at The Royal Bank of Scotland.
- Dr Iris Mack, Iris Mack, PhD, EMBA earned a Harvard doctorate in Applied Mathematics and a London Business School MBA. She is a former MIT professor.
- Dr Sébastien Lleo, Sébastien Lleo is a professor of finance at Reims Management School in France and a lecturer on the Certificate in Quantitative Finance (CQF).
- Professor Stephen Taylor, Stephen has held a Chair in Finance at Lancaster University Management School since 1993 and has twice been Head of the Department of Accounting and Finance.
- Dr Randeep Gug, Randeep is the Head of CQF Business, Co-head of Fitch Learning’s Business School as well as a lecturer on the Certificate in Quantitative Finance (CQF).
- Dr Si Yi Zhou, Si-Yi is an Associate Lecturer for the CQF. He teaches applied quantitative finance in volatilityarbitrage, stochastic interest rate models and credit derivative pricing and risk management.
- Dr Alonso Peña, Dr Alonso Peña is SDA Professor at the SDA Bocconi School of Management in Milan. He has worked as a quantitative analyst in the Structured Products group for Thomson Reuters Risk.
- Neil Graham, Neil joined Barclays International in 1985 initially in the foreign exchange, money markets and derivatives operations areas before moving to the trading room in 1991.
- Dr Richard Vladimir Diamond, Dr Richard Vladimir Diamond has 7 years of experience in statistics teaching and application.
- Dominic Connor, Dominic has been programming in C and C++ since the 1980s when he graduated from Queen Mary College London.