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Winter School in Quantitative Finance

Welcome to the Quantitative Finance Winter School!

The Quantitative FInance Winter School is jointly organized by the Department of Banking and Finance (BF), University of Zurich (UZH), and the Joint Master of Science UZH ETH in Quantitative Finance (MScQF) Program. The program is taught by professors from UZH and Stony Brook University (SBU).

The training will take place in January and February 2022. Over this five-week course, ten experts from academia and industry will provide courses and hands-on training in cutting edge techniques in portfolio selection, risk, forecasting, trading strategies, derivatives pricing, statistics, and machine learning.

Among the speakers in the workshop are two past managers (managing director, and senior researcher) from Renaissance Technologies, experts from the banking industry, portfolio managers from Switzerland, a director of investment research from a New York-based hedge fund, and quantitative finance professors from UZH and SBU. 

The training will include practical recommendations which can provide a competitive edge. Each course will be followed by a Q&A session with the speakers to recap learned topics, answer questions, and discuss relevant issues.

Learning objectives

The instructors in the Quantitative Finance Winter School are top academic professors, Wall-Street veterans, and experts from the hedge-fund and banking industry from the US and Switzerland. The main learning objective of the workshop is to provide in-depth knowledge of the most recent quantitative finance methods that these instructors have developed and implemented in practice. Many of the discussed topics can provide a competitive edge to the participants. Students will learn about advanced methods in machine learning, reinforcement learning, risk management, hedging, portfolio optimization, and factor investing. The workshop gives a unique opportunity to interact and discuss these topics with the instructors. A significant emphasis will be on implementation and real-life application, with programming code being provided for many of the discussed methods. By the end of the workshop, we want the participants to be comfortable with the introduced methods and to recognize their value in the context of their own working environment. 
 

Content

The topics covered in the Quantitative Finance Winter School are most relevant for professionals working or planning to move into one of the following areas: Hedge Funds, Risk Management, Portfolio Management, Asset Management, Data Science and Machine Learning in Quantitative Finance, Quantitative Trading, Quantitative Analysis, Analytics, Valuation and Model Validation.

Target audience

The following categories represent the ideal audience:

  • Portfolio managers and risk managers, who wish to learn about new trends and most advanced techniques in quantitative finance.
  • Statisticians, computer scientists, and data scientists, who need to learn quickly how to deploy their domain expertise in the complex world of quantitative finance.
  • Derivative quants who wish to quickly move from quantitative pricing to modern applications of finance.
  • Students (advanced undergraduates, master level, and PhD) with quantitative proficiency, who wish to learn about recent trends in industry and academia.

No coding experience is needed to fully benefit from the courses. What is important is your quantitative background.

However, the lecture materials will include ready to use code for analysis, visualization and reporting. Interested participants are invited to work with the code and ask questions about it during the sessions. 

Lecturers

Please find the lecturers at the link below:

Lecturers

Dates

Below you will find the dates:

Week 1

14 January 2022
13:00 - 18:00 (GMT+1)

15 January 2021
14:00 - 18:00 (GMT+1)

Week 2

21 January 2022
14:00 - 18:00 (GMT+1)

22 January 2021
14:00 - 18:00 (GMT+1)

Week 3

28 January 2022
14:00 - 18:00 (GMT+1)

29 January 2021
14:00 - 18:00 (GMT+1)

Week 4

4. February 2022
14:00 - 18:00 (GMT+1)

5. February 2021
14:00 - 18:00 (GMT+1)

Week 5

11. February 2022
14:00 - 18:00 (GMT+1)

12. February 2021
14:00 - 18:00 (GMT+1)

 

A detailed schedule can be found under the following link:

Schedule

Format

The Winter School will take place online via Zoom.

Certificate

At the end of the event, all of the participants will receive Graduation Certificates issued by the University of Zurich, with the details of the program and the learning outcomes.

Costs

Early Bird (before November 1st) CHF 3'900
Standard CHF 4'900
Student (University of Zurich, ETH, Stony Brook University) CHF 500
Corporate (3+ Tickets) Please contact us

Registration

At the following link, you will find the registration for the Winter School:

Registration