Skip to main content

Student Wins Scholarship to New York ARPM Bootcamp

MSc Financial Risk Management student Ran Tao has been awarded a scholarship to attend Attilio Meucci's Advanced Risk and Portfolio Management (ARPM) Bootcamp at New York University (NYU) this Summer.

New york 668616 1920 e1490862640943

MSc Financial Risk Management student Ran Tao has been awarded a scholarship to attend Attilio Meucci's Advanced Risk and Portfolio Management (ARPM) Bootcamp at New York University (NYU) this Summer.

The six-day intensive quantitative course has been operating since 2007, with over 2,000 alumni globally including industry leaders and respected academics. This year’s bootcamp takes place from 14-19 Aug at NYU and gives students a unique opportunity to boost their professional experience as part of their course.

Ran commented: “I am delighted to be selected to attend this bootcamp, it is a great opportunity to gain additional advanced quantitative skill and meet many professionals.”

Drs Nadia Kappou and Emese Lazar, who arranged the scholarship, commented: "We are delighted that Ran, one of our MSc Financial Risk Management students who has shown an excellent academic performance, will have the opportunity to attend such a highly respected and globally recognised workshop."

The bootcamp consists of:

  • Education: intensive, heavily quantitative, comprehensive 6-day course, with 50 hours of instruction (lectures and practice sessions). Topics include portfolio construction, factor modeling, liquidity, trade execution, estimation/data mining, risk modeling, optimization, and much more…
  • Networking: Gala Dinner, Social Mixer, and other events with industry leaders, renowned academics and the 300+ fellow attendees. Past guests include Almgren, Carr, Derman, Dupire, Gatheral, Lipton, Litterman, Litzenberger, Lo, Madan, Mercurio, Shreve.
  • ARPM Lab: continued online access to ARPM’s body of knowledge, with cross-referenced theory, examples, case studies, solved exercises, interactive code, videos, slides. The ARPM Lab is constantly updated
  • Certifications: 40 CFA Institute CE credits; 40 GARP CPD; Academic credit with Partner Universities; (optional) ARPM Certificate®

“I look forward to meeting new people,” Ran added, “This is a great opportunity to hear from experienced practitioners about their experience of working in the Wall Street. I also hope to share my amazing one-year master programme experience at ICMA Centre with other students!”

Published 30 March 2017

You might also like

High-achieving MSc Students scoop Eurekahedge Prize

30 May 2008
Two of the ICMA Centres top performing MSc students were awarded with the Eurekahedge prize. First place was awarded to Vladimir Zdorovenin, MSc International Securities and Investment Banking, with Duncan Green, studying on the MSc Investment Management programme as the runner-up.

Peer to Peer (P2P) Lending – ‘Bank on Dave’ and many others

4 March 2013
If you live in the UK, you may have seen the Channel 4 television programme on 28th February this year (2013) entitled ‘Bank on Dave’. Burnley Savings and Loans to give it its other name, is a company (not a bank) which offers 5% ‘deposit’ rates to lenders and offers loans to those who cannot obtain funding from the high street banks. So how does Dave do this when the high street banks offer no interest at all or perhaps only ½ or 1%? In fact ‘Dave’ is one of a new breed of ‘brokers’ who simply introduce lenders and borrowers to each other. The key difference from banks is that banks have a balance sheet with a depositor contract on one side and a separate contract with its borrowers on the other whereas a peer to peer company has no such contracts and indeed is not even involved at all in borrowing or lending! This is because in P2P, lending contracts are directly between borrower and lenders and the P2P company does not take ‘deposits’ on to its own balance sheet or keep the loans its customers make on its balance sheet.

Student academic achievement recognised at ICMA Centre

9 July 2012
Three of our graduating students last week had further reason to celebrate as they became the 2012 recipients of three exclusive ICMA Centre awards.