The MLI is the world’s most comprehensive professional machine learning certificate in quantitative finance. The seven-month part-time course is comprised of 2 levels, Self-paced Primers & Introduction Suite on registration, 8 modules, 36 lectures, practical examples, case studies & exercises, module tests (Students get two attempts at each module test), a practical final project and a final examination.

What is covered in each MLI Information Session?

Presentation by the MLI Program Founder
Open discussion with the MLI Global Account Manager
Followed by a Q&A

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 knowledge and career enhancing professional qualification that can be taken worldwide.

Paul Bilokon will run online MLI information sessions to provide an overview of the qualification, its world-renowned faculty and, most importantly, on the highly practical nature of the programme to enable individuals to directly apply their newly obtained knowledge in the workplace environment.

WBS Training: Quant Finance Meet Up

Neil Clive Fowler

Gulshinder Gaddu

Rohan Datt

Info Session: The Machine Learning Institute Certificate in Finance (MLI)

Online event

# Become the highly paid quantitative software development expert

Banks, hedge funds and financial technology companies (fintechs) employ thousands of quantitative software development experts with salaries averaging $124,762 per year (approximately £100,000 or €115,000)as reported by Glassdoor, with salaries for senior practitioners and managers extending into seven and eight figures. Not only are these jobs financially lucrative, they are intellectually challenging and stimulating, and highly regarded socially. Employers include Tower Research Capital, Citadel, Bloomberg L.P., and all the major bulge bracket investment banks.

Learn from the best: Learn from people that don’t just talk about quantitative development, but practice it on a day to day basis at leading financial institutions.

**What is covered in each QDC Information Session?**

* Presentation by the QDC Program Founder
* Open discussion with the QDC Global Account Manager#
* Followed by a Q&A

The Quantitative Developer Certificate (QDC) has been designed to empower individuals who work in – or are seeking a career in – quantitative finance. Throughout our programme, candidates work with hands-on assignments to experience first-hand applied challenges in model development for derivative pricing and systematic trading. The QDC is a career-enhancing professional certificate, that can be taken worldwide.

Paul Bilokon will run online QDC information sessions to provide an overview of the qualification, its world-renowned faculty and, most importantly, on the practical elements of the programme designed to power individuals working in every aspect of quantitative development.

Abdi

Cristhian

QDC thought leadership: “Boosting your Career in Quant Development”

October 15, 2024 @ 1600 GMT

Session #1 addresses the uncertainty that confronts banks today. From Covid onwards, a sequence of shocks occurred that left many banks with balance sheets containing elevated levels of interest rate and liquidity risks. NIM has been adversely impacted by higher Cost of Funds and low-yielding loans. Unrealized losses drove AOCI and reduced capital.

BTRM Guest Host Tom Abraham, Ethan Heisler and Professor Moorad Choudhry, each with over thirty years of experience in financial services, conduct an open exchange of differing views on the impact of these events and their future implications for banks.

1\. Future Fed Fund Rate $FFR$ reductions depend on stable economic conditions\. Several months will elapse before their impact is felt\. Bank performance could be in the doldrums for some time\.
2\. FFR may not reach 4% in 2025\. Recurrence of inflation or shock events could induce renewed tightening by the Fed\. Rates will remain higher and closer to historic levels\.
3\. Yield curve has been inverted for an unprecedented 21 months\. Spread between 3 month and 5 year is presently –160 bps\. De\-inversion could result in both a rise in 5 year rates and decrease in short\-term\.
4\. Loan demand remains sluggish\. Recent SLOOS suggests credit standards and spreads are showing minimal changes\. Limited tightening for higher risk and smaller companies\, as an example\.
5\. Material deposit growth for a bank\, as some experienced since Covid\, could motivate more yield\-chasing\, thus increasing interest rate and credit risks\.

BTRM: Bank Treasury Risk Management Meet Up

BTRM Guest Host Webinar: “Bank Balance Sheets – This Time IS Different” Part 1

BTRM Guest Host Webinar: “Bank Balance Sheets – This Time IS Different – Part 2”

Session #2: Stand Pat or Take Action?

October 21, 2024 @ 1600 GMT

Session #2 assesses the actions that banks might take to improve balance sheets and NIM, while managing liquidity and interest rate risks. Uncertainty implies many plausible market scenarios. Banks vary materially in liquidity and interest rate exposures, as well as capital positions.

The same threesome will debate the range of strategies banks might pursue.

1\. Banks with strong capital and liquidity positions could be more aggressive\, if their expectations for market conditions are favorable\. Weaker banks could opt to wait until market conditions become clearer\.
2\. Targets for deposit and/or loan growth should be consistent\. Imbalances will impair NIM and potentially capital levels\. Levels of bank reserves likely increase\.
3\. ALCO should have a prominent role\. It can be a central forum for evaluating interest rate and liquidity risks and the impact on NIM and capital for alternative strategies\.
4\. New tactics for managing the balance sheet and attendant risks could be adopted\. Hedging tools have improved but many are complex and expensive\. Wholesale funding sources may shift and rates remain high as banks compete\.
5\. Stronger balance sheets will enable robust M&A activity\. Equity capital will remain expensive for many banks\. Investors could be easily spooked by a shock event affecting banks\.
Both sessions will be recorded and available afterwards for replay. In addition, written synopses will be posted.

BTRM Guest Host Webinar: “Bank Balance Sheets – This Time IS Different – Part 2”

"Risk culture: formalising a process for increased risk management and Treasury ALCO effectiveness"

Host: Professor Moorad Choudhry, BTRM
Presenter: Amit Bansal, Head Treasury Risk Singapore & ASEAN, Standard Chartered Bank

The right "risk culture" is vital to ensure an effective and efficient risk management framework, yet it is almost ephemeral as a concept. A formal quantification methodology to measure and manage risk culture, such that the Board and ALCO have comfort they are presiding over the "right" one, would be of value at any bank. Amit Bansal, who is Head Treasury Risk at Standard Chartered in Singapore, presents one such approach. We'll discuss:

\-\- assumptions and metrics
\-\- use and application across the bank
\-\- helping making ALCO more effective

In the right risk culture we are ALL risk managers. Join this BTRM webinar for a lively presentation on how to help make this happen.

"Risk culture: a formal process will increase Treasury ALCO effectiveness"

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WBS Training: Quant Finance Meet Up

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