Quantitative & Risk
Modelling for Fund Managers
Hedge Fund Managers & Asset Managers
are now starting a short training programme for Hedge
Fund Managers & Asset Managers on Quantitative & Risk
Modelling for Fund Managers. The course duration
will be 40 hours and the curriculum will cover advanced modelling
using Excel/VBA, case studies, etc. This is the first batch
of such a programme that we are starting in Hong Kong and
in other cities of Asia (through distance learning via e-mail)
We invite you to apply for this programme. The programme
details are given below. If selected, and
if you are based in Hong Kong then you will be required to
attend classes at our office premises and we shall provide
you with a laptop and/or a work station; if you are based
overseas (outside Hong Kong) then the course will be conducted
via distance learning.
Studies, Problem Solving on Excel/VBA, Quizzes, Q & A with
Instructor (only for HK students).
- Max Student Intake:
for Hong Kong and 30 for Rest of Asia.
classes for HK students (with flexi-time) and distance learning
(via e-mail and website for overseas students).
Students in an On-site class:
To apply for the above course please write to firstname.lastname@example.org . You can also write to us at Risk Latte Company , Level 2, Neich Tower, No.128, Gloucester Road, Wan Chi, Hong Kong or you can call us on +852 3987 8552 or +852 6395 8032.
All Candidates will be awarded a Certificate of Participation by Risk Latte Company.
Any comments and queries can
be sent through our
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