Certificate in Quant Finance

Program Details

Eligibility

A bachelor’s degree in a subject with a strong foundation in calculus such as Mathematics, Physics, Engineering, Economics, Statistics or Operations Research.

If you are in the final year or pre-final year of the bachelor’s program with the coursework in mathematics already done, you are welcome to apply for admission.

Who should attend?

Curriculum: A bird’s eye view

1. Foundation in Maths

Matrices, Ordinary and partial differential equations, Sequences and series, Taylor series.
Basics of probability, Distributions, Expectation, Functions of a random variable, Moment generating function, Central Limit Theorem.

2. Explore the World of Finance

Forward rates, Yield-to-maturity, Duration, Convexity, Hedging with bonds, Floating rate notes, Interest Rate Swaps.
Arbitrage Relationships for Option Prices, Put-Call parity, Trading strategies involving options, Two-step and multi-step Binomial Tree for option pricing.

3. Essential Tools

This course builds Python programming skills with emphasis on data types, functions, modules, OOP, and file handling. It also introduces NumPy, Pandas, Matplotlib, and Seaborn for data analysis and visualization.
Covers AR(p) and MA(q) models (stationarity, invertibility, GE log returns examples), ARIMA framework (differencing, model selection via AIC/BIC), and forecasting with ARCH/GARCH for volatility clustering in financial data.

4. Heart & Soul of Quant Finance

Definition and classification of stochastic processes, discrete-time and continuous-time processes, martingales, Brownian motion.
A rigorous introduction to stochastic calculus and its applications in finance. Arbitrage-free valuation of contingent claims derived by martingale methods. Black-Scholes option pricing theory. Applications to complex contingent claims.

5. Mathematical Modelling of Financial Derivatives

Black’s model, Caps, Floors, Swaptions, Hedging interest-rate derivatives.
Forward FX rates, Cross Currency Swaps, Cross Currency Interest Rate Swaps (CIRCUS), Currency Futures, and Cross-currency Options

6. Numerical Methods

Generation of random numbers, Inverse Transform, Acceptance-Rejection Method, Pricing Path-Dependent Options, Variation Reduction Techniques, Control Variates, Antithetic Variates, Envelop Rejection method, Box-Muller method, Quasi Monte-Carlo Simulation
Explicit, Fully implicit, Crank-Nicolson Method, Stability, Consistency and Convergence, Jacobi, Gauss-Seidel and SOR Method, Finite-difference formulation for American Options, Projected SOR.

7. Structured Products

Repo, Interest-rate futures, Black’s formula for swaptions, Bond futures, Securitization, Mortgage-backed security (MBS)

8. Credit Derivatives

Structural Models, Reduced Form Models, The Hazard Rate Model, Valuation of a CDS, Calibrating the CDS Survival Curve, CDS Risk Management.

9. Leading Edge of Quant Finance

Application of stochastic calculus to derivative pricing by using advanced methods such as stochastic differential equations and change of numeraire; Jump diffusion processes
Path-dependent options such as up-and-out, down-and-out, Asian options etc.
Forward Starting CDS, Default Swaption, CDS Portfolio Indices, Single-Tranche Synthetic CDO

10. AI for Quant Finance

This course introduces core machine learning concepts, including supervised, unsupervised, and reinforcement learning. It covers regression, classification, decision trees, probabilistic models, and evaluation metrics for practical applications.
Explores AI and ML application in Finance, including algo trading, feature engineering, time series application and regulatory standards.

What Distinguishes Certificate in Quant Finance of SQF?

Career Opportunities

The Certificate in Quant Finance is provided by the School of Quant Finance (SQF). It is a quantitative finance program that is designed for those interested in acquiring a clear grasp of the concepts of quantitative finance relevant to the financial industry. The course equips learners with the theoretical aspects of the subject along with experience in applications of the concepts.

This quantitative finance online course covers essential areas such as financial mathematics, financial modeling, derivative pricing, risk analysis, and investment management. The student will be exposed to the commonly employed methods for risk modeling, portfolio management, and quantitative analysis, thus giving a solid foundation for an analytical finance job. The courses are designed for easy learning with emphasis on simplicity and real-world application.

There are a number of courses related to quantitative finance, but this course is unique because it complements academic rigor with skills in demand in the industry. SQF’s courses are regarded as one of the best courses in quantitative finance because it takes the learner step-by-step from the basics to the advanced level. The program also integrates AI with quantitative finance beautifully to give the edge that the learner needs to excel in the financial industry. Placement support provided by the SQF further ensures a seamless transition to the role that best fits one’s aspirations and the overall skill-set. Some of the roles that will be readily available are Quant Analyst, Credit Risk Analyst, Portfolio Analyst, and a Financial Risk Manager.

On the whole, the Certificate in Quant Finance is a well-rounded learning approach for busy professionals and students looking to upskill themselves in their spare time to make a qualitative jump in their career.

Frequently Asked Questions (FAQs)

1. What is the Certificate in Quant Finance offered by SQF?

It is a structured program by the School of Quant Finance (SQF) that focuses on quantitative methods, financial mathematics, and risk analysis used in finance.

Graduates and working professionals from finance, engineering, mathematics, statistics, and related quantitative fields can enroll.
Yes, the program is delivered online through structured learning modules and applied coursework.
The course supports roles such as Quant Analyst, Credit Risk Analyst, Portfolio Analyst, Quantitative Researcher, and Financial Risk Manager.
Yes, SQF provides placement and career guidance support as part of the program.

Still have questions?