In this course you will learn several key topics within finance and Market Risk, starting with the foundations, before moving on to intermediary and more advanced level subject matter. Prior knowledge or experience in Finance or Market Risk is not required.
The course is taught with an applied focus and students learn by doing, gaining practical experience: you will build risk engine components from scratch and gain experience implementing stress testing, back testing, simulation, pricing, scenarios generation, VaR/ES computation modules and more. You will also benefit from direct training on important banking regulations e.g. Fundamental Review of the Trading Book (FRTB).
By the end of the course, you will have the specialist knowledge required to work with traders, risk managers, quants, quant developers etc.
GARP/PRMIA/CFA Institute CPD credits
The course is recognised by industry-leading organisations GARP (Global Association of Risk Professionals), PRMIA (Professional Risk Managers’ International Association) and the CFA Institute. Students who complete the course are automatically eligible for CPD credits from these organisations which can be applied to their respective FRM, PRM or CFA certification.
What you learn
The curriculum provides end-to-end coverage of the most important areas of finance/Market Risk (terminology, analytics, regulations such as FRTB, data, terminology, architecture). It is a well balanced mix of theory and practical work, with emphasis on the latter.
For more detailed information on the course’s curriculum please click below: