Training

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Training 2020-11-13T12:33:10+00:00

OptiRisk Systems offers financial modelling workshops specialising on topics such as optimization, risk analysis and scenario generation. The course duration ranges from 1 day of compact training and up to 5 days of hands-on tutorials. A mixture of theoretical and practical sessions is designed into the programme to maximize the learning experience. So, alongside the theoretical knowledge, we also equip you with the skills and tools to apply these techniques to your specific problems.

The teaching faculty is guaranteed to consist of highly experienced professionals who have relevant industrial experience of 15-20 years. We believe training is the fastest way to adopt a state-of-the-art Optimization Solution. Our financial modelling workshops are suitable for developing decision support systems and applications to match specific requirements. Previous programming experience is usually required for our workshops, but the level of experience varies from course to course. Click on each workshop’s brochure to find more details. The main training programmes we offer are:

Optimum Decision Making Image

Background

A five-day course combining tutorial and hands-on sessions. Days 1 and 2: Theory and Applications of Linear and Integer Programming. Days 3 and 4: Optimisation under Uncertainty: Stochastic Programming and Robust Optimisation. Day 5: Risk and Return Analysis for Asset Allocation.

This course qualifies for Continuing Professional Development (CPD) credits with GARP (Global Association of Risk Professionals)

Presenters: Prof Gautam Mitra is an internationally renowned research scientist in the field of Operational Research in general and computational optimisation and modelling in particular. Founder and MD of OptiRisk Systems. Dr Christian Valente leads the design team for AMPL IDE and Stochastic AMPL (SAMPL). He has designed and developed many optimization-based decision support systems and substantial industrial risk protection systems. Dr Cristiano Arbex Valle is an expert on FortSP; also develops financial analytics products for portfolio selection and sentiment analysis.

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Scenario Generation Image

Background

This workshop comprises theory and practical sessions. It explains the concepts of Monte Carlo simulation and their use in scenario generation. Participants learn how to test the desirable properties of scenario generation; apply Monte Carlo methods to generate scenarios in asset models; use Hidden Markov models to generate scenarios.

Presenter: Dr Christina Erlwein-Sayer is a quantitative analyst and senior researcher specialising in risk modelling, Hidden Markov Models and time series analysis.

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Scenario Generation Image

Background

The EPAT (NS&A) Specialization programme is designed for finance professionals who are looking to develop their careers in modern methods of Algorithmic and Quantitative Trading. The programme covers various aspects of trading and investment decisions using News Analytics, Sentiment Analysis and Alternative Data from the perspective of their application in the competitive world of Financial Markets. This instructor-led course is comprehensive and offers unparalleled insights into the world of Algorithms and the latest thinking in financial technology. This course is designed by leading Algorithmic Traders, Sentiment Pundits, Quantitative Modelling experts and HFT thought leaders.

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If you need further information or are interested to arrange this training please contact us

Bespoke Training

OptiRisk Systems also offers bespoke training courses on Optimization and Risk Analysis for the banking and financial services and insurance (BFSI) sector. We provide in-house training on request, which is delivered in your chosen location, anywhere in the world and at dates and times which is suitable for you and your team. This is an extremely cost-effective solution to your training needs in your premises. There is no restriction on group size. We provide training to develop skills and meet requirements and make you competitive, so it is tailored to address your needs. Teaching material, software and licenses are all included in the package.