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Citi’s mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress. Our core activities are safeguarding assets, lending money, making payments and accessing the capital markets on behalf of our clients. We have 200 years of experience helping our clients meet the world’s toughest challenges and embrace its greatest opportunities.

We are Citi, the global bank – an institution connecting millions of people across hundreds of countries and cities. Citi works tirelessly to provide consumers, corporations, governments and institutions with a broad range of financial services and products. We strive to create the best outcomes for our clients and customers with financial ingenuity that leads to solutions that are simple, creative and responsible.

www.citigroup.com/citi

The Machine Learning Institute Certificate in Finance (MLI)

Starts: Tuesday 20th April 2021

The MLI is a comprehensive six-month part-time course, with weekly live lectures in London or globally online. The MLI is comprised of 2 levels, 6 modules, 25 lecture weeks, lab assignments, a practical final project and a final sit down examination using our global network of examination centres.

This course has been designed to empower individuals who work in or are seeking a career in machine learning in finance. Throughout our unique MLI programme, candidates work with hands-on assignments designed to illustrate the algorithms studied and to experience first-hand the practical challenges involved in the design and successful implementation of machine learning models. The MLI is a career-enhancing professional qualification, that can be taken worldwide.

Early Bird Discount Structure:

  • 25% until 26th February 2021
  • 15% until 26th March 2021

Both through regulation and industry practice, there is an increasing number of risk calculations that need to be done on a regular basis. These calculations require the valuation of portfolios on up to hundredths of thousands of scenarios making them computationally very expensive in time and cost.

MoCaX technology, based on Chebyshev Spectral Decomposition methods, is a methodology and software application which massively reduces the computational burden in a risk calculation. This is achieved by pricing the portfolio on very small number of pre-defined collection of points yielding an object capable of approximating a pricing function and its greeks to a very high degree of accuracy. The object can then be evaluated on thousands of risk scenarios in an ultra-efficient and numerically stable manner.

Several benefits are obtained with this technology. Applications include Market Risk VaR, IMA-FRTB,  Dynamic Initial Margin for MVA and IMM, Exposure profiles for CVA and IMM, what-if analysis tools, etc.

mocaxintelligence.com | i.ruiz@iruiztechnologies.com

The Quantitative Developer Certificate (QDC)

Starts: Thursday 3rd June 2021

The objective of the course is to develop fundamental skills of quantitative developer role.  The course is of an introductory level and does not require programming experience. The course is designed by practitioners from quantitative finance with experience in model development for derivative pricing and systematic trading. The primary coding languages of the course are Python and C++. As it is essential in finance to work with time series data we introduce database KDB and the language q, which are the leading solutions for storing the timeseries.

The course consists of 5 Modules:

  • Python for Finance, C++ fundamentals and use cases from quantitative finance
  • Data Structures and Algorithms in C++
  • Databases in finance – KDB
  • Design of systematic trading platforms
  • Throughout the course sample test questions from quant interviews will be provided

Early Bird Discount Structure:

  • 30% until 12th March 2021
  • 25% until 9th April 2021
  • 15% until 14th May 2021

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