Hedge Fund Management: A Quantitative Approach

Attendants will gain an understanding of the hedge fund industry, its participants and outlook. Audience interested in developing a hedge fund business will be aware of the challenges faced in the process. The course will also equip attendants with the quantitative tools to manage risk in a hedge fund as well as how to measure performance and how to efficiently allocate capital considering returns and risks.
Horas:
21
Sesiones:
3
Fechas:
2022-08-24
Horario:
10:00 - 17:00

Descripción

Modalidad: Virtual Live

$28,000 MXN + IVA (16%)

O $1,400 USD + (16%)

¡Transforma tu Futuro!

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Dirigido a:

  • Risk Managers
  • QUANTs
  • Traders
  • Fund Managers
  • Asset Managers
  • Regulators
  • Hedge Fund Managers
  • Data Scientists
  • Family Office Managers
  • Treasurers
  • Corporativos
  • Aseguradoras

The Latest From The Best

Conoce a nuestro profesorado

Jorge Silva
Profesor: Jorge

Hedge Fund Manager

Jorge Silva has worked in the financial services sector for the last 12 years, he was a quantitative researcher for Citadel, one of the most successful multi-strategy hedge funds (with over USD 40BN AUM) and previously a quantitative analyst at BlackRock, the world’s largest asset manager, covering its multi-strategy product. In his former roles Jorge was responsible for portfolio construction, risk management, alpha research, investment skill assessment and behavioral finance modeling.

Jorge holds a master’s degree in financial engineering from the University of California Berkeley and studied a bachelor’s in finance in Tec de Monterrey. He is a Chartered Financial Analyst (CFA), a Chartered Alternative Investment Analyst (CAIA), and a Certified Financial Risk Manager (FRM). 

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