Introduction to Quantitative Finance using Python Workshop
3rd November 2018, London
Fundamentals of Quantitative Finance using Python
Exclusively available for UK university students, IMC Trading and Cambridge Spark invite you to attend a workshop, introducing you to the fundamentals of quantitative finance using Python.
You will learn the challenges faced by the industry to provide numerical informations about financial products in both a fast and accurate manner, and get experience working on real stock data and understand the major building blocks of modern pricing technology.
What you will learn
You will gain in-demand skills from industry experts and the chance to learn more about software development and trading roles at IMC.
By the end of the workshop you will know how to approach the pricing of any financial derivative and understand the challenges faced by the industry to make this pricing fast and accurate.
This intensive workshop will cover:
- Using Python for real-world finance engineering problems
- The log-normal model for the returns
- The theory of risk-neutral pricing
- A few standard derivatives like the European and American options
- The Black-Scholes formula and the Greeks
- A few important numerical methods for pricing
Competition and prizes
We’ll wrap up the workshop with a competition which will allow you to test your ideas to code the best pricing algorithm. After the competition finishes at 6pm, you’re invited to join us for networking drinks.
Prizes include an all-paid weekend trip for 2 persons to Amsterdam at the W Hotel for the entire winning team, including a visit to the IMC Amsterdam office.
Priority on the workshop will be given to undergraduates in the UK, studying natural sciences, maths, engineering or computer science available for summer internships, or year-long placements as part of their studies.
You will need to have some previous exposure to programming.
Registrations for this event are no longer being accepted
About IMC Trading
IMC Trading is among the world’s leading proprietary trading firms, and a market maker in securities listed on exchanges across the globe. Our cutting-edge technology drives everything we do. High performance algorithms, smart strategies and collaborative teams are the core of our business.
Today, IMC Trading is 500+ people working together to build software and trade financial products in our offices in Amsterdam, Chicago, and Sydney. What does this mean for you? The chance to join a multi-national, multi-cultural team of exceptional individuals, focused on making IMC the world’s best trading firm.