Investments, Analytics & Risk Management

Investments, Analytics & Risk Management

Investments I (Quantitative Investments, Technology and Innovation) (Instructor: Jon Aikman)

  • This module provides an introduction to quantitative investment funds, describes what they are, what they do and what risks are associated with them. This module is about the interrelationship between quantitative investment funds, investment banks and their investors.
  • The history of quantitative investment funds will be explored, including the risks of failure of quantitative investment funds, such as LTCM. Also, practical applications of launching and running a simulated fund will demonstrate the challenges, risks and potential rewards of quantitative investments to investors, quantitative investment funds, regulators and service providers.
  • This module is designed to present participants with an intensive, immersive program covering practical applications of technology in finance (e.g. Fintech), and its future from an inter-disciplinary perspective. Participants will be shown a modern view on what will change and how to survive and excel in this disruptive period. This module is a juxtaposition[LB1]  of management with technology, strategy, computer science, trading, banking, insurance, investments, human resources, risk management and the intended and unintended implications of Fintech.

Investments II (Private Equity and Entrepreneurial Finance) (Instructor: Steve Balaban)

  • The primary objective of the module is to improve participants’ ability, to understand the concepts, processes and investors involved in private equity. The module will provide participants with skill sets so they can analyze and understand private equity from multiple perspectives: the perspective of the individual/firm seeking and receiving private equity finance; the perspective of the private equity fund; and, the perspective of the limited partners that provide finance for private equity funds. Participants will also learn how to build Leverage Buyout (LBO) models.
  • This module uses case analysis to learn about private equity, including an emphasis on practical elements. Whether participants are interested in a career in private equity or are looking to familiarize themselves with the industry, this module will offer an in-depth understanding of how private equity works and an ability to analyze and present complex situations in the private markets.

Modelling in Financial Management with Descriptive & Predictive Analytics (Instructor: Multiple Speakers)

  • In this module, participants will learn popular algorithms used in finance. The module will be conducted primarily through lab-based learning through simulations and tools from the Finance Learning Centre. Various data-driven examples will be provided.
  • Concepts that will be covered include:
    • Unsupervised and Supervised Learning (Machine Learning)
    • Portfolio Optimization, Monte Carlo Simulation
    • Uncertainty modelling (distribution of returns, losses, etc.)

Risk Management I (Instructor: Otto Yung)

  • This module studies risk management from a holistic perspective for various non-financial (e.g. utility, apparel retail) and financial (e.g. bank) companies. Various risk categories will be considered such as cyber risk, operational risk, market risk, energy risk, technology risk, financial risk, etc. Cases and frameworks will be integrated into the module.

Risk Management II (Instructor: Otto Yung)

  • This module focuses on how to use derivative securities to manage financial risks. It includes a discussion of why firms should hedge financial market risk, identification and quantification (modelling) of financial risks; the value-at-risk (VaR) and expected shortfall measures of risk; credit risk and capital allocation.
  • This module studies the way companies, particularly financial institutions, manage risk. It covers credit risk, market risk, operational risk, and liquidity risk. The nature of financial services regulation and capital requirements are examined. Other topics include methods for monitoring volatilities and correlations, the calculation of economic capital, and RAROC.


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