T R A I N I N G
Relative value analysis skills command a premium in the market, yet they're taught neither in graduate school nor in the graduate training programs of most banks.
Over the years, we've imparted our quantitative knowledge and market experience to a variety of junior and mid-level analysts at various banks and financial institutions.
Training typically takes place on an individual basis, though we can accommodate sessions with multiple students.
Typical training involves statistical models, such as mean reverting processes and principal components analysis, and financial models, including those for swap spreads, options, fitted yield curves, financial futures, basis swaps, and credit default swaps.