Quantitative Derivatives Pricing and Risk Modeling with Post Trade Solutions
Master key analytical and decision-making skills in just six months, and elevate your career.
The financial services industry has been experiencing a profound transformation, marked by regulatory reforms and structural changes, as well as an unprecedented surge in market complexity. These developments have significantly impacted companies and their workforce requirements.
By joining the Quantitative Derivatives Pricing and Risk Modeling program with Post Trade Solutions, you will dive beyond basic concepts into advanced derivatives and risk concepts through real-world examples, self-guided exercises, and live sessions. You will be empowered with unique and practical experiences by working closely with and contributing to the Open Source Risk Engine (ORE), an industry-leading software toolkit used in production by several large banks, hedge funds, and asset managers, facilitated by ORE's authors at Post Trade Solutions, a renowned global technology, quantitative finance and consulting firm and acquired by the London Stock Exchange Group (LSEG).
Upon completion of the program, you will receive a Northeastern University badge that reflects the rigor of your experience.
For individuals
Embrace a competitive advantage in the quantitative finance derivatives risk management job market – a high-potential and high-demand niche in the financial industry. Our program equips you with specialized skills that make you a sought-after asset for top financial institutions.
For companies
Are you facing a scarcity of qualified professionals within your organization? Position yourself to grow and thrive in this lucrative market by sponsoring your employees in our program. Investing in your teams will empower them with the specialized skills necessary for success, fostering growth and stability within your organization.
Why choose us?
- Cluster cohort model designed to foster peer-to-peer learning, enabling individual and company-level growth
- World-class faculty with experience in academia AND business
- Tangible learning artifact to promote next day applicability and maximize ROI
- Active and applied learning techniques to create an impactful experience
- Practitioner perspectives to enhance program context and network building
- University-issued digital badge to verify and promote skill-building
Program overview
Program dates: TBD
What to expect
- A flexible 8-12 hour weekly commitment over 8 months.
- Six 4-week modules, allowing for in-depth exploration of each topic.
- Online guided videos and exercises for flexible learning.
- Weekly live, interactive sessions with Post Trade Solutions senior leaders, offering invaluable insights and support.
- Interviews, examples, and case studies from current professionals, providing real-world perspectives.
- Networking opportunities with peers, experts, and Post Trade Solutions leadership, expanding your professional circle.
- Earn 6 module badges for your career-advancing achievement.
- A highly interactive and intensive non-credit, non-degree program.
Program modules
- Module 1: Curve building and bootstrapping
- Module 2: Exotic derivatives pricing
- Module 3: Regulatory trends and derivatives, margining, and capital
- Module 4: Industrial market risk calculations ins ORE
- Module 5: Theory and practice in ORE
- Module 6: Object-oriented programming for derivatives
Outcomes
Learners will leave with:
- Bootstrap yield curves and price exotic derivatives using asset-class-specific models
- Run production-grade risk analytics in ORE — the open-source engine used by major banks, hedge funds, and asset managers
- Navigate the regulatory logic behind margining and capital in a post-2008 risk landscape
- Translate real-world risk questions into mathematical models with senior Post Trade Solutions practitioners
- Apply object-oriented design principles to derivatives modeling
Tuition:
The regular tuition for the program is $10,000. Contact us about special corporate rates for groups of students per cohort.
Expert presentations
Scott Sobolewski
Co-Head: Quantitative Services, (formerly Acadia) Post Trade Solutions
Scott is a risk and finance professional specializing in capital planning, stress testing, derivatives pricing, and model development at large US banks. He advises financial institutions on risk management and regulatory compliance matters, helping clients accelerate development timelines and achieve high-value institutional objectives, similar to how one might seminararbeit schreiben lassen (have a seminar paper written) to save time and improve quality. Scott has extensive experience meeting Dodd Frank deliverables and managing regulatory relationships with the Federal Reserve, OCC, FDIC, and others through prior roles at Citigroup and Santander US. He holds a B.A. in Mathematics and Economics with Honors from Williams College, as well as active Chartered Financial Analyst (CFA) and Certificate in Quantitative Finance (CQF) qualifications.
Roland Lichters
Co-Head: Quantitative Services, (formerly Acadia) Post Trade Solutions
Roland is Co-Head of Post Trade Solutions' Quantitative Services division. Prior to Acadia's acquisition in 2021, he was Co-Founder and CTO of Quaternion Risk Management. Roland has headed Risk and IT departments for over ten years in the banking industry – building teams, processes, pricing/risk methodologies, and systems. Roland is responsible for R&D and focuses on the company's pricing and risk analytics products, the development of industry-wide risk services, the Open Source Risk project (www.opensourcerisk.org), and propagates the application of Open Source Risk Engine in the industry as a standard model validation tool and core part of risk production systems. Roland holds a Ph.D. in Physics, has been lecturing part-time in Financial Engineering at Trinity College Dublin for five years, and is co-author of various publications, including the book “Modern Derivatives Pricing and Credit Exposure Analysis,” Palgrave Macmillan, 2015.
Roland Stamm
Partner: Quantitative Services, (formerly Acadia) Post Trade Solutions
Roland Stamm is a senior IT and Risk Management professional with extensive experience in wholesale banking management positions. As a Head of IT development, Roland was responsible for the enhancement of the capital markets products system. As Head of Market Risk Products, later Risk Methods and Valuation, he focused on market and credit risk methodology as well as the pricing and risk management of complex financial products. As a partner at Quaternion, Post Trade Solutions' Quant Services division, he is responsible for delivering projects in the quantitative market and credit risk space. Roland complements this work with research in the Mathematical Finance area. Roland holds a Ph.D. in Mathematics from the University of Muenster and a primary degree in Mathematics from the University of Mainz. He is co-author of the books “Discounting, LIBOR, CVA and Funding” (with Chris Kenyon) and “Modern Derivatives Pricing and Credit Exposure Analysis” (with Roland Lichters and Donal Gallagher).
Participant profile
This program is designed for professionals with a working foundation in quantitative finance, risk management, or financial modeling, along with some knowledge of C++ and/or Python. The cohort typically includes quantitative analysts, financial engineers, risk managers, and similar practitioners looking to deepen their technical expertise in derivatives pricing and risk analytics.
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