Deloitte launches Quantitative Finance Master Classes

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Inquiring minds want to know – Deloitte launches Quantitative Finance Master Classes

Press Release

8 May 2017

Quantitative finance is a field of applied mathematics concerned with financial markets. It derives and extends the classic mathematical models to model, understand, and predict events or behavior of the financial world. To assist in better decoding this complex matter, Deloitte Luxembourg recently launched a series of Quantitative Finance Master Classes.
“Our new Master Classes aim to provide a deeper knowledge of complex and highly technical topics related to quantitative finance,” explains Xavier Zaegel, Partner at Deloitte Luxembourg. “The idea is to gather interested market professionals and give them the opportunity to dive deeper into this special field, guided by highly qualified professors who normally also hold a subject-related PhD.”

First seminar on PRIIPS analytics

The first seminar in March focused on PRIIPS analytics and hosted professionals and experts from the banking, insurance and fund industries. The class addressed and discussed various subjects in the light of quantitative finance, including the technical foundations of the regulation from a theoretical point of view and an analysis of the quantitative part of PRIIPS in the light of both financial theory and regulation.

“According to the feedback we received, the first edition was a full success. Our participants especially appreciated the detailed ‘flavor’ of the analytical part of PRIIPS, and more specifically the exploration of particular constraints and challenges lying ahead,” explains Zaegel.

Four more sessions are planned until November 2017 with the following topics:

- A close look at Market Value-at-Risk (18 May 2017)

  • Challenges
  • Valuation methods
  • Z-spreads
  • Determining credit spreads / Credit spread in structured products

- Exotic and path-dependent options – Numerical methods (15 June 2017)
- Pricing Collateral Debt Obligations (CDO’s) using different techniques (28 September 2017)
- Liquidity modelling for investment funds – (16 November 2017)

Deloitte’s Quantitative Master Classes are paid seminars taking place at the Deloitte Villa in Neudorf. Interested market professionals can learn more and register on the Deloitte Luxembourg website.

About Deloitte

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Deloitte provides audit, consulting, financial advisory, risk management, tax and related services to public and private clients spanning multiple industries. Deloitte serves four out of five Fortune Global 500® companies through a globally connected network of member firms in more than 150 countries bringing world-class capabilities, insights, and high-quality service to address clients’ most complex business challenges. To learn more about how Deloitte’s approximately 225,000 professionals make an impact that matters, please connect with us on Facebook, LinkedIn, or Twitter.

About Deloitte in Luxembourg

In Luxembourg, Deloitte consists of 90 partners and over 1,800 employees and is amongst the leading professional service providers on the market. For over 65 years, Deloitte has delivered high added-value services to national and international clients. Our multidisciplinary teams consist of specialists from different sectors and guarantee harmonized quality services to our clients in their field. Deloitte General Services, société à responsabilité limitée, is an affiliate of the Luxembourg member firm of Deloitte Touche Tohmatsu Limited, one of the world’s leading networks of professional services firms.
© 2017 Deloitte Luxembourg.

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