Quantitative & Risk Modelling for Fund Managers
Hedge Fund Managers & Asset Managers

We 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.

Duration: 40 hours / Flexi-time.

Methodology: Case Studies, Problem Solving on Excel/VBA, Quizzes, Q & A with Instructor (only for HK students).

Max Student Intake: 60 for Hong Kong and 30 for Rest of Asia.

Place of Instruction: On-site classes for HK students (with flexi-time) and distance learning (via e-mail and website for overseas students).

Max Students in an On-site class: 5 students.

On-site Class Duration: 3-hour class per day.

All Candidates will be awarded a Certificate of Participation by Risk Latte Company.

For Registration and Enquiries please
please fill out our Web-based form or Call the Risk Latte Team on +852 2584 6127