Manager, Traded Credit Risk Analytics - HSBC Holdings Plc
"Before taking the CQF program, my work experience had been primarily in Credit Risk Modeling for the Banking Book portfolios but I was keen to expand my area of expertise to the Trading Book portfolios and specialize in Pricing and Risk Management of derivative instruments. I was attracted to the CQF by the content of the program, as it covered a broad range of topics in derivative pricing alongside a good foundation in quantitative topics.
The program was very well structured, ranging from a math refresher to advanced modeling techniques. The qualification gives you not only theoretical knowledge in Quantitative Finance, but also provides you with the practical knowledge of implementing tools, which were graded in your preferred choice of programming language. The faculty were contactable at all times, responding to emails even after midnight. This was invaluable for me.
The CQF requires commitment and perseverance alongside a full-time job. If you can make it to the lectures and allocate a good amount of time to study, you will notice that you are quickly gaining confidence in the area and you can continue to build on this knowledge throughout the program. At the end of the program you will have refreshed well-known models from each asset class and be equipped with the fundamental tools you need in Quantitative Finance. Overall the CQF was a very good experience for me and I continue to benefit from it through alumni lectures and masterclasses that are broadcasted online."