{"id":3029,"date":"2026-09-03T16:05:57","date_gmt":"2026-09-03T20:05:57","guid":{"rendered":"https:\/\/nustdmsb.wpengine.com\/exed\/?post_type=dmsb_program&#038;p=3029"},"modified":"2026-09-18T13:30:30","modified_gmt":"2026-09-18T17:30:30","slug":"quantitative-derivatives-pricing-and-risk-modeling","status":"publish","type":"dmsb_program","link":"https:\/\/damore-mckim.northeastern.edu\/exed\/programs\/quantitative-derivatives-pricing-and-risk-modeling\/","title":{"rendered":"Quantitative Derivatives Pricing and Risk Modeling with Post Trade Solutions"},"content":{"rendered":"\n<div class=\"has-black-background-color alignfull wp-block-dmsb-program-hero\">\n\t<div class=\"wp-block-dmsb-program-hero__inner\">\n\t\t\n\n<div style=\"--innerblocks-count: 3\" class=\"wp-block-dmsb-program-hero-content\">\n\t\n\n<div class=\"wp-block-dmsb-program-hero-post-title\">\n\n\t\n\t\n<h1 class=\"wp-block-post-title\">Quantitative Derivatives Pricing and Risk Modeling with Post Trade Solutions<\/h1>\n<\/div>\n\n\n\n<p class=\"wp-block-paragraph\">Master key analytical and decision-making skills in just six months, and elevate your career.<\/p>\n\n\n\n<div class=\"wp-block-buttons is-layout-flex wp-block-buttons-is-layout-flex\">\n<div class=\"wp-block-button is-style-solid\"><a class=\"wp-block-button__link wp-element-button\" href=\"https:\/\/dmsb.skillstack.northeastern.edu\/browse\/dmsbee\/courses\/quantitative-derivatives-pricing-and-risk-modeling-fall2026\">Register<\/a><\/div>\n\n\n\n<div class=\"wp-block-button is-style-solid has-btn-color-white\"><a class=\"wp-block-button__link wp-element-button\" href=\"#request-more-information\">Request info<\/a><\/div>\n<\/div>\n\n<\/div>\n\n\n\n<div style=\"--accent-image-focal-point: 69% 43%;--feat-image-focal-point: 69% 17%\" class=\"wp-block-dmsb-program-hero-media\">\n\n\t<figure class=\"wp-block-dmsb-program-hero-media__featured\">\n\t\t<img loading=\"lazy\" decoding=\"async\" width=\"1024\" height=\"683\" src=\"https:\/\/damore-mckim.northeastern.edu\/exed\/wp-content\/uploads\/sites\/8\/2026\/01\/pexels-shkrabaanthony-5475752-1024x683.jpg\" class=\"attachment-large size-large\" alt=\"\" srcset=\"https:\/\/damore-mckim.northeastern.edu\/exed\/wp-content\/uploads\/sites\/8\/2026\/01\/pexels-shkrabaanthony-5475752-1024x683.jpg 1024w, https:\/\/damore-mckim.northeastern.edu\/exed\/wp-content\/uploads\/sites\/8\/2026\/01\/pexels-shkrabaanthony-5475752-300x200.jpg 300w, https:\/\/damore-mckim.northeastern.edu\/exed\/wp-content\/uploads\/sites\/8\/2026\/01\/pexels-shkrabaanthony-5475752-768x512.jpg 768w, https:\/\/damore-mckim.northeastern.edu\/exed\/wp-content\/uploads\/sites\/8\/2026\/01\/pexels-shkrabaanthony-5475752-1536x1024.jpg 1536w, https:\/\/damore-mckim.northeastern.edu\/exed\/wp-content\/uploads\/sites\/8\/2026\/01\/pexels-shkrabaanthony-5475752-2048x1366.jpg 2048w\" sizes=\"auto, (max-width: 1024px) 100vw, 1024px\" \/>\t<\/figure>\n\n\t\n<\/div>\n\n\t<\/div>\n<\/div>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity is-style-vertical\" \/>\n\n\n\n<p class=\"wp-block-paragraph\">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&nbsp;impacted&nbsp;companies and their workforce requirements.&nbsp;<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">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.&nbsp;You will be empowered with unique and practical experiences by working closely with and contributing to the&nbsp;<a href=\"https:\/\/www.opensourcerisk.org\/\" target=\"_blank\" rel=\"noreferrer noopener\">Open Source Risk Engine (ORE)<\/a>, 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&nbsp;by&nbsp;the London Stock Exchange Group (LSEG).&nbsp;<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">Upon completion of the program, you will receive a Northeastern University badge that reflects the rigor of your experience.&nbsp;<\/p>\n\n\n\n<div class=\"wp-block-cover alignfull wp-duotone-unset-1\"><img loading=\"lazy\" decoding=\"async\" width=\"1024\" height=\"684\" class=\"wp-block-cover__image-background wp-image-1944 size-large\" alt=\"A Person Holding a Paper of Business Analytics suggesting financial acumen\" src=\"https:\/\/damore-mckim.northeastern.edu\/exed\/wp-content\/uploads\/sites\/8\/2026\/01\/pexels-kampus-6829522-1024x684.jpg\" data-object-fit=\"cover\" srcset=\"https:\/\/damore-mckim.northeastern.edu\/exed\/wp-content\/uploads\/sites\/8\/2026\/01\/pexels-kampus-6829522-1024x684.jpg 1024w, https:\/\/damore-mckim.northeastern.edu\/exed\/wp-content\/uploads\/sites\/8\/2026\/01\/pexels-kampus-6829522-300x200.jpg 300w, https:\/\/damore-mckim.northeastern.edu\/exed\/wp-content\/uploads\/sites\/8\/2026\/01\/pexels-kampus-6829522-768x513.jpg 768w, https:\/\/damore-mckim.northeastern.edu\/exed\/wp-content\/uploads\/sites\/8\/2026\/01\/pexels-kampus-6829522-1536x1025.jpg 1536w, https:\/\/damore-mckim.northeastern.edu\/exed\/wp-content\/uploads\/sites\/8\/2026\/01\/pexels-kampus-6829522-2048x1367.jpg 2048w\" sizes=\"auto, (max-width: 1024px) 100vw, 1024px\" \/><span aria-hidden=\"true\" class=\"wp-block-cover__background has-background-dim-70 has-background-dim\"><\/span><div class=\"wp-block-cover__inner-container is-layout-constrained wp-block-cover-is-layout-constrained\">\n<div class=\"wp-block-columns are-vertically-aligned-center is-style-equal-height-children is-layout-flex wp-container-core-columns-is-layout-28a59598 wp-block-columns-is-layout-flex\">\n<div class=\"wp-block-column is-layout-flow wp-block-column-is-layout-flow\">\n<div class=\"wp-block-group is-style-gray-call-out is-layout-constrained wp-block-group-is-layout-constrained\">\n<p class=\"has-text-align-center has-black-color has-text-color has-link-color wp-elements-1 is-typography-preset-heading-3 wp-block-paragraph\"><strong>For individuals<\/strong><\/p>\n\n\n\n<p class=\"has-text-align-center has-black-color has-text-color has-link-color wp-elements-2 is-typography-preset-body-sm wp-block-paragraph\">Embrace a competitive advantage in the quantitative finance derivatives risk management job market \u2013 a high-potential and high-demand niche in the financial industry. Our program equips you with&nbsp;specialized skills that make you a sought-after asset for top financial institutions.&nbsp;<\/p>\n<\/div>\n<\/div>\n\n\n\n<div class=\"wp-block-column is-layout-flow wp-block-column-is-layout-flow\">\n<div class=\"wp-block-group is-style-gray-call-out is-layout-constrained wp-block-group-is-layout-constrained\">\n<p class=\"has-text-align-center has-black-color has-text-color has-link-color wp-elements-3 is-typography-preset-heading-3 wp-block-paragraph\"><strong><strong>For companies<\/strong><\/strong><\/p>\n\n\n\n<p class=\"has-text-align-center has-black-color has-text-color has-link-color wp-elements-4 is-typography-preset-body-sm wp-block-paragraph\">Are you facing a scarcity of qualified professionals within your organization? Position yourself to grow and thrive in this lucrative market by&nbsp;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.<\/p>\n<\/div>\n<\/div>\n<\/div>\n<\/div><\/div>\n\n\n\n<div class=\"wp-block-group alignfull is-style-pattern-accent is-layout-constrained wp-block-group-is-layout-constrained\">\n<div class=\"wp-block-columns alignwide are-vertically-aligned-center is-layout-flex wp-container-core-columns-is-layout-28a59598 wp-block-columns-is-layout-flex\">\n<div class=\"wp-block-column is-vertically-aligned-center is-layout-flow wp-block-column-is-layout-flow\" style=\"flex-basis:50%\">\n<figure class=\"wp-block-image size-full\"><img loading=\"lazy\" decoding=\"async\" width=\"1024\" height=\"683\" src=\"https:\/\/damore-mckim.northeastern.edu\/exed\/wp-content\/uploads\/sites\/8\/2026\/06\/northeastern-banner-trees.jpg\" alt=\"Northeastern banner nestled amongst trees.\" class=\"wp-image-2946\" srcset=\"https:\/\/damore-mckim.northeastern.edu\/exed\/wp-content\/uploads\/sites\/8\/2026\/06\/northeastern-banner-trees.jpg 1024w, https:\/\/damore-mckim.northeastern.edu\/exed\/wp-content\/uploads\/sites\/8\/2026\/06\/northeastern-banner-trees-300x200.jpg 300w, https:\/\/damore-mckim.northeastern.edu\/exed\/wp-content\/uploads\/sites\/8\/2026\/06\/northeastern-banner-trees-768x512.jpg 768w\" sizes=\"auto, (max-width: 1024px) 100vw, 1024px\" \/><\/figure>\n<\/div>\n\n\n\n<div class=\"wp-block-column is-vertically-aligned-center is-layout-flow wp-block-column-is-layout-flow\" style=\"flex-basis:50%\">\n<h2 class=\"wp-block-heading\">Why choose us?<\/h2>\n\n\n\n<ul class=\"wp-block-list has-med-font-size\">\n<li>Cluster cohort model designed to foster peer-to-peer learning, enabling individual and company-level growth<\/li>\n\n\n\n<li>World-class faculty with experience in academia AND business<\/li>\n\n\n\n<li>Tangible learning artifact to promote next day applicability and maximize ROI<\/li>\n\n\n\n<li>Active and applied learning techniques to create an impactful experience<\/li>\n\n\n\n<li>Practitioner perspectives to enhance program context and network building<\/li>\n\n\n\n<li>University-issued digital badge to verify and promote skill-building<\/li>\n<\/ul>\n<\/div>\n<\/div>\n<\/div>\n\n\n\n<div class=\"wp-block-group is-style-default is-layout-constrained wp-block-group-is-layout-constrained\">\n<h2 id=\"experiential-learning\" class=\"wp-block-heading is-style-dashed has-full-width-dash\" style=\"text-transform:none\"><span><\/span><span>Program overview<\/span><span><\/span><\/h2>\n\n\n\n<div class=\"wp-block-columns is-layout-flex wp-container-core-columns-is-layout-28a59598 wp-block-columns-is-layout-flex\">\n<div class=\"wp-block-column is-layout-flow wp-block-column-is-layout-flow\" style=\"flex-basis:66%\">\n<p class=\"wp-block-paragraph\"><strong>Program dates:<\/strong> <strong>TBD<\/strong><\/p>\n\n\n\n<h3 class=\"wp-block-heading has-x-medium-font-size\">What to expect<\/h3>\n\n\n\n<ul class=\"wp-block-list\">\n<li>A flexible 8-12 hour weekly commitment over&nbsp;8&nbsp;months.&nbsp;<\/li>\n\n\n\n<li>Six 4-week modules, allowing for in-depth exploration of each topic.&nbsp;<\/li>\n\n\n\n<li>Online guided videos and&nbsp;exercises for flexible learning.&nbsp;<\/li>\n\n\n\n<li>Weekly live, interactive sessions with Post Trade Solutions senior leaders, offering invaluable insights and support.&nbsp;<\/li>\n\n\n\n<li>Interviews, examples, and case studies from current professionals, providing real-world perspectives.&nbsp;<\/li>\n\n\n\n<li>Networking opportunities with peers, experts,&nbsp;and&nbsp;Post Trade Solutions leadership, expanding your professional circle.&nbsp;<\/li>\n\n\n\n<li>Earn 6 module badges for your career-advancing achievement.&nbsp;<\/li>\n\n\n\n<li>A highly interactive and&nbsp;intensive non-credit, non-degree program.&nbsp;<\/li>\n<\/ul>\n\n\n\n<h3 class=\"wp-block-heading\">Program modules<\/h3>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>Module 1:&nbsp;<\/strong>Curve building and bootstrapping<\/li>\n\n\n\n<li><strong><strong>Module 2<\/strong>:&nbsp;<\/strong>Exotic derivatives pricing<\/li>\n\n\n\n<li><strong>Module 3:&nbsp;<\/strong>Regulatory trends and derivatives, margining, and capital<\/li>\n\n\n\n<li><strong>Module 4:&nbsp;<\/strong>Industrial market risk calculations ins ORE<\/li>\n\n\n\n<li><strong>Module 5:<\/strong> Theory and practice in ORE<\/li>\n\n\n\n<li><strong>Module 6:<\/strong> Object-oriented programming for derivatives<\/li>\n<\/ul>\n\n\n\n<h3 class=\"wp-block-heading has-x-large-font-size is-typography-preset-heading-3\">Outcomes<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">Learners will leave with:<\/p>\n\n\n\n<ul class=\"wp-block-list is-style-default\">\n<li> <strong>Bootstrap yield curves and price exotic derivatives<\/strong> using asset-class-specific models <\/li>\n\n\n\n<li><strong>Run production-grade risk analytics in ORE<\/strong> \u2014 the open-source engine used by major banks, hedge funds, and asset managers <\/li>\n\n\n\n<li><strong>Navigate the regulatory logic behind margining and capital<\/strong> in a post-2008 risk landscape <\/li>\n\n\n\n<li><strong>Translate real-world risk questions into mathematical models<\/strong> with senior Post Trade Solutions practitioners <\/li>\n\n\n\n<li><strong>Apply object-oriented design principles to derivatives modeling<\/strong><\/li>\n<\/ul>\n\n\n\n<h3 class=\"wp-block-heading\">Tuition:<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">The regular tuition for the program is $10,000.&nbsp;Contact us about special&nbsp;corporate rates&nbsp;for groups of students per&nbsp;cohort.&nbsp;<\/p>\n\n\n\n<div class=\"wp-block-buttons is-layout-flex wp-block-buttons-is-layout-flex\">\n<div class=\"wp-block-button is-style-solid\"><a class=\"wp-block-button__link wp-element-button\" href=\"https:\/\/dmsb.skillstack.northeastern.edu\/browse\/dmsbee\/courses\/quantitative-derivatives-pricing-and-risk-modeling-fall2026\">Register<\/a><\/div>\n<\/div>\n<\/div>\n\n\n\n<div class=\"wp-block-column is-layout-flow wp-block-column-is-layout-flow\" style=\"flex-basis:33%\">\n<aside class=\"wp-block-group is-style-icon-accent has-black-background-color has-background is-vertical is-layout-flex wp-container-core-group-is-layout-d7f603cb wp-block-group-is-layout-flex\" style=\"padding-top:var(--wp--preset--spacing--xx-large);padding-right:var(--wp--preset--spacing--x-large);padding-bottom:var(--wp--preset--spacing--xx-large);padding-left:var(--wp--preset--spacing--x-large)\">\n<div style=\"padding-top:var(--wp--preset--spacing--s-small);padding-bottom:var(--wp--preset--spacing--s-small);padding-left:var(--wp--preset--spacing--s-small);padding-right:var(--wp--preset--spacing--s-small);opacity: 1\" class=\"has-size-2x-large wp-elements-5 wp-block-dmsb-icon has-text-color has-white-color has-background has-red-background-color\">\n\n\t\n\t<svg xmlns=\"http:\/\/www.w3.org\/2000\/svg\" width=\"24\" height=\"24\" viewbox=\"0 0 24 24\" fill=\"none\" stroke=\"currentColor\" stroke-width=\"2\" stroke-linecap=\"round\" stroke-linejoin=\"round\" class=\"feather feather-alert-circle w-8 h-8 stroke-1\"><circle cx=\"12\" cy=\"12\" r=\"10\"><\/circle><line x1=\"12\" y1=\"8\" x2=\"12\" y2=\"12\"><\/line><line x1=\"12\" y1=\"16\" x2=\"12.01\" y2=\"16\"><\/line><\/svg>\n\t<\/div>\n\n\n\n<h2 class=\"wp-block-heading has-white-color has-text-color has-link-color has-x-large-font-size wp-elements-6 is-typography-preset-heading-3\"><strong>A powerful collaboration<\/strong><\/h2>\n\n\n\n<p class=\"is-typography-preset-body-md wp-block-paragraph\">This collaboration reflects Northeastern's focus on lifelong learning through industry partnerships. Participants will learn directly from Post Trade Solutions senior leaders, bringing practical, real-world expertise into the program.<\/p>\n<\/aside>\n<\/div>\n<\/div>\n<\/div>\n\n\n\n<div style=\"height:var(--s-large)\" aria-hidden=\"true\" class=\"wp-block-spacer is-style-vertical\"><\/div>\n\n\n\n<h2 class=\"wp-block-heading is-style-dashed\"><span><\/span><span>Expert presentations<\/span><span><\/span><\/h2>\n\n\n\n<div class=\"wp-block-columns is-style-equal-height-children is-layout-flex wp-container-core-columns-is-layout-28a59598 wp-block-columns-is-layout-flex\">\n<div class=\"wp-block-column is-layout-flow wp-block-column-is-layout-flow\">\n<div class=\"wp-block-group alignwide is-style-gray-call-out has-white-background-color has-background is-layout-constrained wp-block-group-is-layout-constrained\">\n<figure class=\"wp-block-image is-style-card-white\"><img loading=\"lazy\" decoding=\"async\" width=\"373\" height=\"373\" src=\"https:\/\/damore-mckim.northeastern.edu\/exed\/wp-content\/uploads\/sites\/8\/2026\/09\/scott.jpeg\" alt=\"\" class=\"wp-image-3051\" srcset=\"https:\/\/damore-mckim.northeastern.edu\/exed\/wp-content\/uploads\/sites\/8\/2026\/09\/scott.jpeg 373w, https:\/\/damore-mckim.northeastern.edu\/exed\/wp-content\/uploads\/sites\/8\/2026\/09\/scott-300x300.jpeg 300w, https:\/\/damore-mckim.northeastern.edu\/exed\/wp-content\/uploads\/sites\/8\/2026\/09\/scott-150x150.jpeg 150w\" sizes=\"auto, (max-width: 373px) 100vw, 373px\" \/><\/figure>\n\n\n\n<h2 class=\"wp-block-heading is-typography-preset-heading-3\">Scott Sobolewski<\/h2>\n\n\n\n<h3 class=\"wp-block-heading is-typography-preset-heading-4\">Co-Head: Quantitative Services, (formerly Acadia) Post Trade Solutions<\/h3>\n\n\n\n<div class=\"accordion wp-block-dmsb-advanced-accordion\" role=\"tablist\">\n\t\n\n<div class=\"wp-block-dmsb-advanced-accordion-item\">\n\t<button class=\"accordion-header wp-block-dmsb-advanced-accordion-item__header\" type=\"button\">\n\t\tLearn more about Scott Sobolewski\t<\/button>\n\n\t<div class=\"accordion-content wp-block-dmsb-advanced-accordion-item__content\">\n\t\t\n\n<p class=\"wp-block-paragraph\">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&nbsp;<a href=\"https:\/\/seminararbeit-schreiben-lassen.com\/\">seminararbeit schreiben lassen<\/a>&nbsp;(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.<\/p>\n\n\t<\/div>\n<\/div>\n\n<\/div>\n<\/div>\n<\/div>\n\n\n\n<div class=\"wp-block-column is-layout-flow wp-block-column-is-layout-flow\">\n<div class=\"wp-block-group is-style-gray-call-out has-white-background-color has-background is-layout-constrained wp-block-group-is-layout-constrained\">\n<figure class=\"wp-block-image is-style-card-white\"><img loading=\"lazy\" decoding=\"async\" width=\"500\" height=\"500\" src=\"https:\/\/damore-mckim.northeastern.edu\/exed\/wp-content\/uploads\/sites\/8\/2026\/09\/roland.webp\" alt=\"\" class=\"wp-image-3053\" srcset=\"https:\/\/damore-mckim.northeastern.edu\/exed\/wp-content\/uploads\/sites\/8\/2026\/09\/roland.webp 500w, https:\/\/damore-mckim.northeastern.edu\/exed\/wp-content\/uploads\/sites\/8\/2026\/09\/roland-300x300.webp 300w, https:\/\/damore-mckim.northeastern.edu\/exed\/wp-content\/uploads\/sites\/8\/2026\/09\/roland-150x150.webp 150w\" sizes=\"auto, (max-width: 500px) 100vw, 500px\" \/><\/figure>\n\n\n\n<h2 class=\"wp-block-heading is-typography-preset-heading-3\">Roland Lichters<\/h2>\n\n\n\n<h3 class=\"wp-block-heading is-typography-preset-heading-4\">Co-Head: Quantitative Services, (formerly Acadia) Post Trade Solutions&nbsp;<\/h3>\n\n\n\n<div class=\"accordion wp-block-dmsb-advanced-accordion\" role=\"tablist\">\n\t\n\n<div class=\"wp-block-dmsb-advanced-accordion-item\">\n\t<button class=\"accordion-header wp-block-dmsb-advanced-accordion-item__header\" type=\"button\">\n\t\tLearn more about Roland Litchers\t<\/button>\n\n\t<div class=\"accordion-content wp-block-dmsb-advanced-accordion-item__content\">\n\t\t\n\n<p class=\"wp-block-paragraph\">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 \u2013 building teams, processes, pricing\/risk methodologies, and systems. Roland&nbsp;is responsible for&nbsp;R&amp;D and focuses on the company's pricing and risk analytics products, the development of industry-wide risk services, the&nbsp;Open Source&nbsp;Risk project (www.opensourcerisk.org), and propagates the application of&nbsp;Open Source&nbsp;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 \u201cModern Derivatives Pricing and Credit Exposure Analysis,\u201d Palgrave Macmillan, 2015.&nbsp;<\/p>\n\n\t<\/div>\n<\/div>\n\n<\/div>\n<\/div>\n<\/div>\n\n\n\n<div class=\"wp-block-column is-layout-flow wp-block-column-is-layout-flow\">\n<div class=\"wp-block-group is-style-gray-call-out has-white-background-color has-background is-layout-constrained wp-block-group-is-layout-constrained\">\n<figure class=\"wp-block-image is-style-card-white\"><img loading=\"lazy\" decoding=\"async\" width=\"373\" height=\"373\" src=\"https:\/\/damore-mckim.northeastern.edu\/exed\/wp-content\/uploads\/sites\/8\/2026\/09\/Roland-Stamm.jpg\" alt=\"\" class=\"wp-image-3054\" srcset=\"https:\/\/damore-mckim.northeastern.edu\/exed\/wp-content\/uploads\/sites\/8\/2026\/09\/Roland-Stamm.jpg 373w, https:\/\/damore-mckim.northeastern.edu\/exed\/wp-content\/uploads\/sites\/8\/2026\/09\/Roland-Stamm-300x300.jpg 300w, https:\/\/damore-mckim.northeastern.edu\/exed\/wp-content\/uploads\/sites\/8\/2026\/09\/Roland-Stamm-150x150.jpg 150w\" sizes=\"auto, (max-width: 373px) 100vw, 373px\" \/><\/figure>\n\n\n\n<h2 class=\"wp-block-heading is-typography-preset-heading-3\">Roland Stamm<\/h2>\n\n\n\n<h3 class=\"wp-block-heading is-typography-preset-heading-4\">Partner: Quantitative Services, (formerly Acadia) Post Trade Solutions<\/h3>\n\n\n\n<div class=\"accordion wp-block-dmsb-advanced-accordion\" role=\"tablist\">\n\t\n\n<div class=\"wp-block-dmsb-advanced-accordion-item\">\n\t<button class=\"accordion-header wp-block-dmsb-advanced-accordion-item__header\" type=\"button\">\n\t\tLearn more about Roland Stamm\t<\/button>\n\n\t<div class=\"accordion-content wp-block-dmsb-advanced-accordion-item__content\">\n\t\t\n\n<p class=\"wp-block-paragraph\">Roland Stamm is a senior IT and Risk Management professional with extensive experience in wholesale banking management positions. As&nbsp;a Head&nbsp;of IT development, Roland was responsible for the enhancement of the capital markets products system.&nbsp;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.&nbsp;As a partner at Quaternion, Post Trade Solutions' Quant Services division, he&nbsp;is responsible for&nbsp;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 \u201cDiscounting, LIBOR, CVA and Funding\u201d (with Chris Kenyon) and \u201cModern Derivatives Pricing and Credit Exposure Analysis\u201d (with Roland&nbsp;Lichters&nbsp;and Donal Gallagher).&nbsp;<\/p>\n\n\t<\/div>\n<\/div>\n\n<\/div>\n<\/div>\n<\/div>\n<\/div>\n\n\n\n<div style=\"height:var(--s-xlarge)\" aria-hidden=\"true\" class=\"wp-block-spacer is-style-vertical\"><\/div>\n\n\n\n<h2 class=\"wp-block-heading is-style-dashed\"><span><\/span><span>Participant profile<\/span><span><\/span><\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">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.<\/p>\n\n\n\n<section class=\"wp-block-group alignfull has-gray-100-background-color has-background is-layout-constrained wp-block-group-is-layout-constrained\" id=\"request-more-information\" style=\"padding-top:var(--wp--preset--spacing--xx-large);padding-bottom:var(--wp--preset--spacing--xx-large)\">\n<div class=\"wp-block-columns are-vertically-aligned-center has-breakpoint-medium is-layout-flex wp-container-core-columns-is-layout-2e7a8487 wp-block-columns-is-layout-flex\">\n<div class=\"wp-block-column is-vertically-aligned-center is-layout-flow wp-container-core-column-is-layout-3680bced wp-block-column-is-layout-flow\" style=\"flex-basis:33.33%\">\n<h2 id=\"request-more-info\" class=\"wp-block-heading\" style=\"line-height:1.2\">Request more information<\/h2>\n\n\n\n<p style=\"font-style:normal;font-weight:300\" class=\"wp-block-paragraph\">Whether you're ready to enroll or just exploring, fill out this short questionnaire to join our contact list and receive timelines, updates, and more information.<\/p>\n<\/div>\n\n\n\n<div class=\"wp-block-column is-vertically-aligned-center is-layout-flow wp-block-column-is-layout-flow\" style=\"flex-basis:66.66%\"><script>\nvar gform;gform||(document.addEventListener(\"gform_main_scripts_loaded\",function(){gform.scriptsLoaded=!0}),document.addEventListener(\"gform\/theme\/scripts_loaded\",function(){gform.themeScriptsLoaded=!0}),window.addEventListener(\"DOMContentLoaded\",function(){gform.domLoaded=!0}),gform={domLoaded:!1,scriptsLoaded:!1,themeScriptsLoaded:!1,isFormEditor:()=>\"function\"==typeof InitializeEditor,callIfLoaded:function(o){return!(!gform.domLoaded||!gform.scriptsLoaded||!gform.themeScriptsLoaded&&!gform.isFormEditor()||(gform.isFormEditor()&&console.warn(\"The use of gform.initializeOnLoaded() 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