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Winter School in Quantitative Finance

Welcome to the Quantitative Finance Winter School!

The Winter School 2023 will be held under the topic Risk, Sustainability & Investing. The program is taught by professors from UZH and selected experts.

The training will take place in January and February 2023. Over this five-week course, around ten experts from academia and industry will provide courses and hands-on training.

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.

More information will be published soon.

Learning objectives

The main learning objective of the winter school is to provide in-depth knowledge of Risk, Sustainability & Investing. Many of the discussed topics can provide a competitive edge to the participants. The winter school gives a unique opportunity to interact and discuss these topics with the instructors. By the end of the winter school, 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

This year, the Winter School will be held under the topic of Risk, Sustainability & Investing. Topics to be covered include:

  • Risks in investing (overview of the various risks, also by type of investor)
  • Sustainability in investing (integration of sustainability into investments)
  • Investment process
  • Investment risk (deep dive into volatility and correlation, with various asset classes, including structured products)
  • Unusual market circumstances under a risk lens (e.g., challenge to standard normal distribution)
  • Sustainability risks (potentially breakdown into E, S, G)
  • Geopolitical risks (link also to G)
  • Inflation as a risk factor
  • Risk in alternative investments

Target audience

The target group for this Winter School in Quantitative Finance about Risk, Sustainability & Investing is:

  • Investment professionals and risk managers, who aim 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 Bachelor, Master level, and PhD) with certain quantitative proficiency, who aim to learn about recent trends in industry and academia.

No coding experience is needed to fully benefit from the courses.

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.

Host and lecturers

A mix of experienced professors and top practitioners as lecturers is aspired. 

Host & lecturers

Dates

It is possible to attend the sessions live via Zoom or watch the recording. 

Below you will find the dates:

Week 1

13 January 2023
expected 14:00 - 18:00 (GMT+1)

14 January 2023
expected 09:00 - 13:00 (GMT+1)

Week 2

20 January 2023
expected 14:00 - 18:00 (GMT+1)

21 January 2023
expected 09:00 - 13:00 (GMT+1)

Week 3

27 January 2023
expected 14:00 - 18:00 (GMT+1)

28 January 2023
expected 09:00 - 13:00 (GMT+1)

Week 4

3. February 2023
expected 14:00 - 18:00 (GMT+1)

4. February 2023
expected 09:00 - 13:00 (GMT+1)

Week 5

10. February 2023
expected 14:00 - 18:00 (GMT+1)

11. February 2023
expected 09:00 - 13:00 (GMT+1)

 

Format

The Winter School will take place online via Zoom. It is possible to attend the sessions live or watch the recording. 

Certificate

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

Costs

The first edition of the Winter School in Quantitative Finance took place in January 2022. We are excited to announce another edition of the Winter School with the main topic Risk, Sustainability & Investing for 2023. Based on customer feedback and our experience, the Winter School can now be offered at a lower price.

Standard CHF 3'000
Early Bird until November 1, 2022 CHF 2'000
Student (University of Zurich, ETH) CHF 500
Corporate (3+ Tickets) Please contact us

Registration

You can find the link to the registration here:

Registration