Programme Schedule
Days 1 & 2
Academic Foundations at Imperial
Two full days of intensive academic instruction at Imperial College London, introducing students to the mathematical foundations of quantitative finance. Sessions are led by leading academics and industry experts, covering modelling, probability, financial systems, and the analytical tools used to understand modern markets. Students engage in lectures, workshops, and applied problem-solving designed to bridge theory with practice.
The programme will cover the following topics:
An introduction to banking and risk management
The mathematics of fixed income markets, including bonds, swaps, and yield curves
Financial derivatives, including options and the Black–Scholes framework
Numerical modelling techniques, including binomial trees and Monte Carlo methods
Day 3
Industry Insight & Cohort Team Building
The full cohort will spend the day at Jane Street, gaining first-hand insight into quantitative finance within a leading trading firm. Following the Jane Street visit, students will take part in a separate team-building session designed to strengthen collaboration and connections across the cohort.
Days 4 & 5
Professional Industry Placements
Two days of immersive industry placements at partner institutions, providing first-hand exposure to professional quantitative environments. Students observe how models, trading systems, and risk frameworks operate in practice, gaining insight into day-to-day workflows and the culture of modern financial firms.
Location (Days 1-3)
Imperial College London
London, SW7 2AZ