Professional skills development

The aim of this course is to discuss modern investment theory, its central concepts, and practical applications. The purpose is to show the application of finance theory in making portfolio management decisions, with some emphasis on individual portfolio decision-making.

Property investments and leverage in an individual portfolio will be examined. Alternative asset management strategies will be studied in detail including statistical arbitrage, pairs trading and merger arbitrage. Hedging tools and a detailed overview of the delta hedging of options will be covered. Finally, a description and overview of structured products, how they are created and valued, their typical end markets, and how investors win or lose in these investments.

Students will learn the fundamentals of C++ with applications from quantitative finance and algorithmic trading. The course does not assume any previous knowledge of C++. During the tutorials students will perform interest rate curve interpolation and algorithmic hedging of fixed income portfolio; they will also design simple booking algorithms in C++ including derivative trades, positions, risk, and delta-hedging. Students will also study how to implement counterparty credit risk estimation for simplest derivatives. The course also introduces students to the various aspects of Standard Library in C++ where the algorithms and data structures are implemented. Throughout the course, the sample questions from quant interviews and the solutions to them are presented.

MATLAB, a high-level language and interactive environment, is used for numerical computation, visualisation, and programming. The module will cover fundamental concepts such as data structures, function creation, and algorithm development. Emphasis will be placed on practical applications, allowing students to implement complex mathematical calculations and develop graphical user interfaces for data analysis.

It’s essential that finance professionals can communicate well with those outside the finance department - to clients, other leadership members, employees, and stakeholders. This 5-week module gives SEF students not only the tools to express ideas with confidence, clarity and impact but to engage well with others and build trust. We’ll look at adapting your message to different audiences, active listening, using body language and voice to communicate and developing emotional intelligence. These are workshops, not lectures - you’ll learn by trying things out and reflecting on your performance - come along and get yourself a head start in developing these vital skills.