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Tiago Bettencourt
Tiago
Bettencourt
AVP
Barclays
United Kingdom

I enrolled for the 2021 CQF cohort. At the time, I was working in a team which manages a large portfolio of bonds and derivatives in what is known as a Liability Driven Investment strategy. My role was occasionally focused in building quantitative modelling tools to support the day-to-day portfolio management such as yield curve construction and portfolio optimization methods. I find mathematics applied to real world problems very exciting, but when working on these tasks there's always a limit to what one can achieve without a deeper understanding of the mathematical methods and its limitations in the financial markets. 

The CQF teaches the mathematics behind a varied pool of financial models and it highlights the assumptions and potential dangers which is vital to understand when working in the field.

Having found out about the CQF, which was taught by leading practitioners with a very good curriculum, it was clear that it was the right program. The CQF teaches the mathematics behind a varied pool of financial models and it highlights the assumptions and potential dangers which is vital to understand when working in the field. The CQF program does really well in training delegates with rigor. For the delegates enrolled, it takes time and effort to go through all the modules but it's well worth it in the long run.

The program assumes a certain background in Math and Programming so, for delegates who are looking to start the program, I encourage them to refresh their knowledge with the primers that the CQF makes available ahead of the starting date. For me the Maths Primer was a great refresher for some concepts that I had learned in university and had not used since. Those concepts are essential for the main modules of the course. The learning curve during the program is steep and it's important to find the time to review lectures and practicing.

After the program is complete, the CQF continues to provide educational resources with alumni workshops, conferences, meetings and an extensive online lifelong learning library. The library is kept updated with the latest developments and lectures are continuously updated. Whenever I need to explore in more depth a particular topic I've always found it there readily available.

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