Advanced topics in modern QA

This intensive course explores cutting-edge concepts in modern quantitative analytics (QA) across credit derivatives, model edge cases, cross-asset portfolio analytics, and the evolving landscape of QA professions. Designed for experienced quants, risk managers, and financial engineers, the program dissects key innovations and practical tools used by today’s front-office and risk professionals. Through four in- depth sessions, participants will engage with topics such as P and Q credit modelling, copulas, XVA frameworks, hybrid model architectures, volatility surface construction, and the organizational dynamics of quantitative roles across the financial industry. The course blends theoretical foundations with market-driven insights to equip practitioners with a robust and modern QA skillset.