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.

Master key analytical and decision-making skills in just six months, and elevate your career logo 1Master key analytical and decision-making skills in just six months, and elevate your career logo 2

Why join the Quantitative Derivatives Pricing and Risk Modeling program with Northeastern and Post Trade Solutions (formerly Acadia)?

Gain a competitive edge:

The Quantitative Derivatives Pricing and Risk Modeling Program is structured to provide a deep understanding of the mathematical and computational techniques used in modern finance. The program includes lectures, hands-on exercises, and real-world case studies to ensure practical learning.

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.

By the end of this program, you will have mastered key analytical and decision-making skills in quantitative derivatives pricing and risk modeling, positioning you for success in the dynamic world of finance.

Benefits of the Program

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 Teams

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.

Meet the Lecturers

Scott Sobolewski

Scott Sobolewski

Co-Head of Quantitative Services, Post Trade Solutions (formerly Acadia)

Roland Stamm

Roland Stamm

Partner, Post Trade Solutions (formerly Acadia)

Roland Lichters

Roland Lichters

Co-Head of Quantitative Services, Post Trade Solutions (formerly Acadia)

Course Modules

To view the complete program overview, visit the Northeastern website.

Tuition and Fees

The tuition for the Quantitative Derivatives Pricing and Risk Modeling Program is competitive and offers great value for the depth of knowledge provided. Please visit our [tuition page](#) for detailed information on fees and payment options.

Why Choose This Program?

Our program is designed to equip you with the skills and knowledge needed to succeed in the fast-paced world of quantitative finance. With a focus on practical applications and real-world scenarios, you'll be prepared to tackle the challenges faced by today's financial professionals.

Upcoming Course Dates

  • September 15 - December 15, 2024
  • January 10 - April 10, 2025
  • May 5 - August 5, 2025