Dan Hawkins |
Course Date:
January 2008
Previous Qualifications:
CFA, CFA Institute, UK
MSCi in Theoretical Physics, University of Durham, UK
Current Position:
Head of Equity Derivatives Strategy, Nomura Europe
“In my opinion, the CQF is a well-tailored, mathematically based course which looks to cover broad areas of the quantitative finance spectrum, beginning with
the basic framework across asset classes and expanding them into complex ideas and strategies in a very approachable manner, incorporating some of the
more recent areas of interest in finance (for example, the CDO market in the credit arena). The course is deliberately given a practical slant, incorporating
modelling in Excel/VBA, which gives a hands-on approach for students to allow an understanding of mathematical theories outside the textbooks.
One of the main strengths is the flexibility of the course, being geared towards individuals with time-consuming careers, allowing live remote access to courses and the opportunity to watch the recorded lectures at a later date. This allowed me to catch up on any missed lectures, as well as clarify certain areas where my notes were left somewhat wanting!“