Master key analytical and decision-making skills in just six months, and elevate your career
The financial services industry has been experiencing a profound transformation, marked by regulatory reforms and structural changes, as well as an unprecedented surge in market complexity. These developments have significantly impacted companies and their workforce requirements.
By joining this program, you will dive beyond basic concepts into advanced derivatives and risk concepts through real-world examples, self-guided exercises, and live facilitated sessions through The Center for Technology Management and Digital Leadership at Northeastern University by Post Trade Solutions (formerly Acadia) leadership and other industry experts. You will be empowered with unique and practical experiences by working closely with and contributing to the Open Source Risk Engine (ORE), an industry-leading software toolkit used in production by several large banks, hedge funds, and asset managers, facilitated by ORE’s authors at Post Trade Solutions (formerly Acadia), a renowned global technology, quantitative finance and consulting firm and acquired by the London Stock Exchange Group (LSEG). Upon completion of the program, you will receive a Northeastern University badge that reflects the rigor of your experience.
Why join the Quantitative Derivatives Pricing and Risk Modeling program with Northeastern and Post Trade Solutions (formerly Acadia)?
Gain a competitive edge:
In just 8 hours a week over 6 months, you will gain hands-on experience and a deep understanding of quantitative finance concepts. Our program is ideal for professionals with basic quantitative finance, risk management, and financial modeling experience, and some knowledge of C++ and/or Python.
Experience the Power of ORE:
Our program leverages the industry-leading Open Source Risk Engine (ORE) – a free/open source platform for pricing and risk analytics of traded instruments, providing contemporary market and credit risk analytics that meet post-2008 heightened industry requirements. Alongside real-world risk practitioners, you’ll explore the contextual and regulatory drivers of analytics, gaining insights that no other program offers.
Expand your network and make immediate impact:
Join a cohort of quantitative analysts, financial engineers, risk managers, and more who will lead the derivatives market. You will leave the program with specialized skills that answer financial questions through mathematical models, use asset-class specific models to carry out relevant analysis, and implement results based on advanced methods.
The Northeastern/Post Trade Solutions (formerly Acadia) Collaboration:
This program exemplifies the D’Amore-McKim School of Business’ commitment to unique lifelong learning opportunities and industry collaborations. You’ll benefit from the combined expertise of Northeastern University faculty and Post Trade Solutions (formerly Acadia) senior leaders, ensuring a well-rounded and transformative learning experience.
What you can expect:
- Cohort begins on September 08, 2025. Dates TBD for future cohort starts.
- A flexible 8-12 hour weekly commitment over 8 months.
- Six 4-week modules, allowing for in-depth exploration of each topic.
- Online guided videos and exercises for flexible learning.
- Weekly live, interactive sessions with Post Trade Solutions (formerly Acadia) senior leaders, offering invaluable insights and support.
- Interviews, examples, and case studies from current professionals, providing real-world perspectives.
- Networking opportunities with peers, experts, and Post Trade Solutions (formerly Acadia) leadership, expanding your professional circle.
- Earn 6 module badges for your career-advancing achievement.
- A highly interactive and intensive non-credit, non-degree program.
How will you benefit?
For Individuals:
Embrace a competitive advantage in the quantitative finance derivatives risk management job market – a high-potential and high-demand niche in the financial industry. Our program equips you with specialized skills that make you a sought-after asset for top financial institutions.
For Companies:
Are you facing a scarcity of qualified professionals within your organization? Position yourself to grow and thrive in this lucrative market by sponsoring your employees in our program. Investing in your teams will empower them with the specialized skills necessary for success, fostering growth and stability within your organization.
The Lecturers
Program Modules
To view the complete program overview, visit the Northeastern website.
Tuition
The regular tuition for the program is $10,000. Contact us about special corporate rates for groups of students per cohort.
Secure Your Spot Today:
Advance your career and develop unique skill sets and expertise to navigate the quantitative finance derivatives risk management domain. Reserve your spot using the form link below.
Program Start Dates:
September 08, 2025
Future cohort dates TBA for 2026 and 2027