New PROGRAM now available

Quantitative Derivatives Pricing and Risk Modeling

Master key analytical and decision-making skills in just six months, and elevate your career

Acadia has partnered with Northeastern University to offer the opportunity to join an online program tailored specifically to enhancing your risk capabilities, allowing you to create or further your career in the derivatives industry. Participants can join from any global location.

Secure your spot today.


Why join the Quantitative Derivatives Pricing and Risk Modeling program with Northeastern and Acadia?

Gain a competitive edge:

In just 8-12 hours a week over 7 months, you will gain hands-on experience and a deep understanding of quantitative finance concepts. Our program is ideal for professionals with basic quantitative finance, risk management, and financial modeling experience, and some knowledge of C++ and/or Python.

Experience the Power of ORE:

Our program leverages the industry-leading Open Source Risk Engine (ORE) – a free/open source platform for pricing and risk analytics of traded instruments, providing contemporary market and credit risk analytics that meet post-2008 heightened industry requirements. Alongside real-world risk practitioners, you'll explore the contextual and regulatory drivers of analytics, gaining insights that no other program offers.

Expand your network and make immediate impact:

Join a cohort of quantitative analysts, financial engineers, risk managers, and more who will lead the derivatives market. You will leave the program with specialized skills that answer financial questions through mathematical models, use asset-class specific models to carry out relevant analysis, and implement results based on advanced methods.  

The Northeastern/Acadia Collaboration:

This program exemplifies the D’Amore-McKim School of Business’ commitment to unique lifelong learning opportunities and industry collaborations. You'll benefit from the combined expertise of Northeastern University faculty and Acadia senior leaders, ensuring a well-rounded and transformative learning experience.

What you can expect:

How will you benefit?

For Individuals:

Embrace a competitive advantage in the quantitative finance derivatives risk management job market – a high-potential and high-demand niche in the financial industry. Our program equips you with specialized skills that make you a sought-after asset for top financial institutions.

For Companies:

Are you facing a scarcity of qualified professionals within your organization? Position yourself to grow and thrive in this lucrative market by sponsoring your employees in our program. Investing in your teams will empower them with the specialized skills necessary for success, fostering growth and stability within your organization.

The Lecturers

Apoo Koticha
Associate Teaching Professor, Finance, D’Amore-McKim School of Business

Roland Lichters
Co-Head of Quantitative Services, Acadia

Scott Sobolewski
Co-Head of Quantitative Services, Acadia

Felipe Cortes
Associate Teaching Professor, Finance, D’Amore-McKim School of Business

Roland Stamm
Partner, Quantitative Services, Acadia

Program Modules

To view the complete program overview, visit the Northeastern website.

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Advance your career and develop unique skill sets and expertise to navigate the quantitative finance derivatives risk management domain. Reserve your preferred spot in one of the next three cohorts by visiting the Northeastern website.