Course «Introduction to Quantitative Finance and Risk Analytics»

On 27-29 November 2015 Computer Science Program of Ukrainian Catholic University in partnership with Lviv Business School and IBM invites you to Oleksandr Romanko's course «Introduction to Quantitative Finance and Risk Analytics». The course will be held on Ukrainian Catholic University campus at 2a Kozelnytska Str., Lviv.

This course is valuable for investment analysts, bank analysts, finance and insurance professionals, IT specialists who work in finance or plan to explore the new data science domain, as well as employees of the banking sector, insurance companies and the National Bank of Ukraine who want to learn more about finance and risk modeling.
We enhanced this 3-day hands-on course on data science and analytics in finance and risk management with practical examples and case studies in Python. The course will give you opportunities to apply acquired knowledge and skills to practical business analytics problems related to finance and risk management. The course is adapted from the Master in Financial Engineering course taught by Oleksandr Romanko at University of Toronto, Canada.

You will get a certificate from IBM and CS@UCU after completing the course.

Course program:

  • Introduction to data analysis in Python;
  • Review of basic statistics, linear algebra and matrix computations;
  • Financial portfolio selection and optimization;
  • Risk analytics and quantitative risk management;
  • Asset pricing.

Oleksandr Romanko is a Senior Research Analyst, Quantitative Research, Risk Analytics - Business Analytics, IBM Canada and Adjunct Professor at University of Toronto, Canada. Oleksandr works in the area of risk management, finance, optimization, data science, operational research, mathematical modelling, data mining, algorithms and software. In addition to experience in optimization methods in finance and economics, financial modelling, risk management and portfolio management, Oleksandr possesses expertise in mathematical and data-driven software development.

Lectures include practical examples and financial case studies in Python. Please have iPython Nootebook (Python version 2.7) installed on your computer (http://www.continuum.io/downloads) or register for free at http://datascientistworkbench.com if you would like to use Python online.

Course language: English

Price:
4 000 UAH (till November 15th),
5 000 UAH (from November 16th).

If you are commuting to Lviv for the course, you have an option to skip the introductory part of the course on Friday November 27 and start the course in the morning of November 28. In addition, we can help you to arrange accommodation in Lviv for the duration of the course.

For more information please contact:
Marta Datsyuk,
Program Coordinator at CS@UCU,
m.datsyuk@ucu.edu.ua, +38 095 423 98 50
Olha Dolya, Manager of Executive Education Programs,
odolya@lvbs.com.ua, +38 096 687 19 63
Lidia Makowska, Coordinator of Executive Education Programmes,
lmakowska@lvbs.com.ua, +38 067 673 18 76, +38 032 240 99 58